Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,948.25 |
1,960.75 |
12.50 |
0.6% |
1,918.25 |
High |
1,961.00 |
1,971.75 |
10.75 |
0.5% |
1,953.00 |
Low |
1,948.25 |
1,960.75 |
12.50 |
0.6% |
1,915.75 |
Close |
1,959.75 |
1,969.50 |
9.75 |
0.5% |
1,944.50 |
Range |
12.75 |
11.00 |
-1.75 |
-13.7% |
37.25 |
ATR |
18.74 |
18.26 |
-0.48 |
-2.6% |
0.00 |
Volume |
13,700 |
4,727 |
-8,973 |
-65.5% |
21,098 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.25 |
1,996.00 |
1,975.50 |
|
R3 |
1,989.25 |
1,985.00 |
1,972.50 |
|
R2 |
1,978.25 |
1,978.25 |
1,971.50 |
|
R1 |
1,974.00 |
1,974.00 |
1,970.50 |
1,976.00 |
PP |
1,967.25 |
1,967.25 |
1,967.25 |
1,968.50 |
S1 |
1,963.00 |
1,963.00 |
1,968.50 |
1,965.00 |
S2 |
1,956.25 |
1,956.25 |
1,967.50 |
|
S3 |
1,945.25 |
1,952.00 |
1,966.50 |
|
S4 |
1,934.25 |
1,941.00 |
1,963.50 |
|
|
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 |
1,971.75 |
1,923.50 |
48.25 |
2.4% |
15.00 |
0.8% |
95% |
True |
False |
5,412 |
10 |
1,971.75 |
1,882.75 |
89.00 |
4.5% |
18.75 |
1.0% |
97% |
True |
False |
5,047 |
20 |
1,977.75 |
1,882.75 |
95.00 |
4.8% |
19.00 |
1.0% |
91% |
False |
False |
4,431 |
40 |
1,977.75 |
1,882.75 |
95.00 |
4.8% |
17.00 |
0.9% |
91% |
False |
False |
3,412 |
60 |
1,977.75 |
1,882.75 |
95.00 |
4.8% |
15.00 |
0.8% |
91% |
False |
False |
2,476 |
80 |
1,977.75 |
1,831.50 |
146.25 |
7.4% |
14.50 |
0.7% |
94% |
False |
False |
1,898 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.5% |
15.00 |
0.8% |
96% |
False |
False |
1,536 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.5% |
14.50 |
0.7% |
96% |
False |
False |
1,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,018.50 |
2.618 |
2,000.50 |
1.618 |
1,989.50 |
1.000 |
1,982.75 |
0.618 |
1,978.50 |
HIGH |
1,971.75 |
0.618 |
1,967.50 |
0.500 |
1,966.25 |
0.382 |
1,965.00 |
LOW |
1,960.75 |
0.618 |
1,954.00 |
1.000 |
1,949.75 |
1.618 |
1,943.00 |
2.618 |
1,932.00 |
4.250 |
1,914.00 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,968.50 |
1,963.25 |
PP |
1,967.25 |
1,957.00 |
S1 |
1,966.25 |
1,950.50 |
|