Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,946.25 |
1,948.25 |
2.00 |
0.1% |
1,918.25 |
High |
1,953.00 |
1,961.00 |
8.00 |
0.4% |
1,953.00 |
Low |
1,929.50 |
1,948.25 |
18.75 |
1.0% |
1,915.75 |
Close |
1,944.50 |
1,959.75 |
15.25 |
0.8% |
1,944.50 |
Range |
23.50 |
12.75 |
-10.75 |
-45.7% |
37.25 |
ATR |
18.92 |
18.74 |
-0.17 |
-0.9% |
0.00 |
Volume |
3,065 |
13,700 |
10,635 |
347.0% |
21,098 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.50 |
1,990.00 |
1,966.75 |
|
R3 |
1,981.75 |
1,977.25 |
1,963.25 |
|
R2 |
1,969.00 |
1,969.00 |
1,962.00 |
|
R1 |
1,964.50 |
1,964.50 |
1,961.00 |
1,966.75 |
PP |
1,956.25 |
1,956.25 |
1,956.25 |
1,957.50 |
S1 |
1,951.75 |
1,951.75 |
1,958.50 |
1,954.00 |
S2 |
1,943.50 |
1,943.50 |
1,957.50 |
|
S3 |
1,930.75 |
1,939.00 |
1,956.25 |
|
S4 |
1,918.00 |
1,926.25 |
1,952.75 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.50 |
2,034.25 |
1,965.00 |
|
R3 |
2,012.25 |
1,997.00 |
1,954.75 |
|
R2 |
1,975.00 |
1,975.00 |
1,951.25 |
|
R1 |
1,959.75 |
1,959.75 |
1,948.00 |
1,967.50 |
PP |
1,937.75 |
1,937.75 |
1,937.75 |
1,941.50 |
S1 |
1,922.50 |
1,922.50 |
1,941.00 |
1,930.00 |
S2 |
1,900.50 |
1,900.50 |
1,937.75 |
|
S3 |
1,863.25 |
1,885.25 |
1,934.25 |
|
S4 |
1,826.00 |
1,848.00 |
1,924.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,961.00 |
1,915.75 |
45.25 |
2.3% |
15.75 |
0.8% |
97% |
True |
False |
5,700 |
10 |
1,961.00 |
1,882.75 |
78.25 |
4.0% |
20.25 |
1.0% |
98% |
True |
False |
4,857 |
20 |
1,977.75 |
1,882.75 |
95.00 |
4.8% |
19.00 |
1.0% |
81% |
False |
False |
4,354 |
40 |
1,977.75 |
1,882.75 |
95.00 |
4.8% |
17.00 |
0.9% |
81% |
False |
False |
3,304 |
60 |
1,977.75 |
1,876.00 |
101.75 |
5.2% |
14.75 |
0.8% |
82% |
False |
False |
2,399 |
80 |
1,977.75 |
1,831.50 |
146.25 |
7.5% |
14.75 |
0.7% |
88% |
False |
False |
1,839 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
15.00 |
0.8% |
90% |
False |
False |
1,495 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.6% |
14.50 |
0.7% |
90% |
False |
False |
1,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.25 |
2.618 |
1,994.50 |
1.618 |
1,981.75 |
1.000 |
1,973.75 |
0.618 |
1,969.00 |
HIGH |
1,961.00 |
0.618 |
1,956.25 |
0.500 |
1,954.50 |
0.382 |
1,953.00 |
LOW |
1,948.25 |
0.618 |
1,940.25 |
1.000 |
1,935.50 |
1.618 |
1,927.50 |
2.618 |
1,914.75 |
4.250 |
1,894.00 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,958.00 |
1,955.00 |
PP |
1,956.25 |
1,950.00 |
S1 |
1,954.50 |
1,945.25 |
|