Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,960.75 |
1,969.50 |
8.75 |
0.4% |
1,918.25 |
High |
1,971.75 |
1,978.00 |
6.25 |
0.3% |
1,953.00 |
Low |
1,960.75 |
1,965.50 |
4.75 |
0.2% |
1,915.75 |
Close |
1,969.50 |
1,975.50 |
6.00 |
0.3% |
1,944.50 |
Range |
11.00 |
12.50 |
1.50 |
13.6% |
37.25 |
ATR |
18.26 |
17.85 |
-0.41 |
-2.3% |
0.00 |
Volume |
4,727 |
2,211 |
-2,516 |
-53.2% |
21,098 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.50 |
2,005.50 |
1,982.50 |
|
R3 |
1,998.00 |
1,993.00 |
1,979.00 |
|
R2 |
1,985.50 |
1,985.50 |
1,977.75 |
|
R1 |
1,980.50 |
1,980.50 |
1,976.75 |
1,983.00 |
PP |
1,973.00 |
1,973.00 |
1,973.00 |
1,974.25 |
S1 |
1,968.00 |
1,968.00 |
1,974.25 |
1,970.50 |
S2 |
1,960.50 |
1,960.50 |
1,973.25 |
|
S3 |
1,948.00 |
1,955.50 |
1,972.00 |
|
S4 |
1,935.50 |
1,943.00 |
1,968.50 |
|
|
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 |
1,978.00 |
1,929.50 |
48.50 |
2.5% |
14.50 |
0.7% |
95% |
True |
False |
5,385 |
10 |
1,978.00 |
1,882.75 |
95.25 |
4.8% |
18.00 |
0.9% |
97% |
True |
False |
4,842 |
20 |
1,978.00 |
1,882.75 |
95.25 |
4.8% |
19.00 |
1.0% |
97% |
True |
False |
4,436 |
40 |
1,978.00 |
1,882.75 |
95.25 |
4.8% |
16.75 |
0.8% |
97% |
True |
False |
3,454 |
60 |
1,978.00 |
1,882.75 |
95.25 |
4.8% |
15.00 |
0.8% |
97% |
True |
False |
2,512 |
80 |
1,978.00 |
1,840.00 |
138.00 |
7.0% |
14.50 |
0.7% |
98% |
True |
False |
1,925 |
100 |
1,978.00 |
1,790.00 |
188.00 |
9.5% |
15.00 |
0.8% |
99% |
True |
False |
1,558 |
120 |
1,978.00 |
1,790.00 |
188.00 |
9.5% |
14.50 |
0.7% |
99% |
True |
False |
1,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,031.00 |
2.618 |
2,010.75 |
1.618 |
1,998.25 |
1.000 |
1,990.50 |
0.618 |
1,985.75 |
HIGH |
1,978.00 |
0.618 |
1,973.25 |
0.500 |
1,971.75 |
0.382 |
1,970.25 |
LOW |
1,965.50 |
0.618 |
1,957.75 |
1.000 |
1,953.00 |
1.618 |
1,945.25 |
2.618 |
1,932.75 |
4.250 |
1,912.50 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,974.25 |
1,971.50 |
PP |
1,973.00 |
1,967.25 |
S1 |
1,971.75 |
1,963.00 |
|