Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,974.75 |
1,982.00 |
7.25 |
0.4% |
1,948.25 |
High |
1,984.00 |
1,983.50 |
-0.50 |
0.0% |
1,984.00 |
Low |
1,973.00 |
1,973.75 |
0.75 |
0.0% |
1,948.25 |
Close |
1,981.75 |
1,980.00 |
-1.75 |
-0.1% |
1,980.00 |
Range |
11.00 |
9.75 |
-1.25 |
-11.4% |
35.75 |
ATR |
17.36 |
16.82 |
-0.54 |
-3.1% |
0.00 |
Volume |
8,137 |
2,750 |
-5,387 |
-66.2% |
31,525 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,008.25 |
2,004.00 |
1,985.25 |
|
R3 |
1,998.50 |
1,994.25 |
1,982.75 |
|
R2 |
1,988.75 |
1,988.75 |
1,981.75 |
|
R1 |
1,984.50 |
1,984.50 |
1,981.00 |
1,981.75 |
PP |
1,979.00 |
1,979.00 |
1,979.00 |
1,977.75 |
S1 |
1,974.75 |
1,974.75 |
1,979.00 |
1,972.00 |
S2 |
1,969.25 |
1,969.25 |
1,978.25 |
|
S3 |
1,959.50 |
1,965.00 |
1,977.25 |
|
S4 |
1,949.75 |
1,955.25 |
1,974.75 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,078.00 |
2,064.75 |
1,999.75 |
|
R3 |
2,042.25 |
2,029.00 |
1,989.75 |
|
R2 |
2,006.50 |
2,006.50 |
1,986.50 |
|
R1 |
1,993.25 |
1,993.25 |
1,983.25 |
2,000.00 |
PP |
1,970.75 |
1,970.75 |
1,970.75 |
1,974.00 |
S1 |
1,957.50 |
1,957.50 |
1,976.75 |
1,964.00 |
S2 |
1,935.00 |
1,935.00 |
1,973.50 |
|
S3 |
1,899.25 |
1,921.75 |
1,970.25 |
|
S4 |
1,863.50 |
1,886.00 |
1,960.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,984.00 |
1,948.25 |
35.75 |
1.8% |
11.50 |
0.6% |
89% |
False |
False |
6,305 |
10 |
1,984.00 |
1,915.75 |
68.25 |
3.4% |
13.75 |
0.7% |
94% |
False |
False |
5,262 |
20 |
1,984.00 |
1,882.75 |
101.25 |
5.1% |
19.00 |
1.0% |
96% |
False |
False |
4,730 |
40 |
1,984.00 |
1,882.75 |
101.25 |
5.1% |
16.50 |
0.8% |
96% |
False |
False |
3,605 |
60 |
1,984.00 |
1,882.75 |
101.25 |
5.1% |
15.00 |
0.8% |
96% |
False |
False |
2,691 |
80 |
1,984.00 |
1,840.00 |
144.00 |
7.3% |
14.50 |
0.7% |
97% |
False |
False |
2,061 |
100 |
1,984.00 |
1,790.00 |
194.00 |
9.8% |
15.00 |
0.8% |
98% |
False |
False |
1,666 |
120 |
1,984.00 |
1,790.00 |
194.00 |
9.8% |
14.50 |
0.7% |
98% |
False |
False |
1,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.00 |
2.618 |
2,009.00 |
1.618 |
1,999.25 |
1.000 |
1,993.25 |
0.618 |
1,989.50 |
HIGH |
1,983.50 |
0.618 |
1,979.75 |
0.500 |
1,978.50 |
0.382 |
1,977.50 |
LOW |
1,973.75 |
0.618 |
1,967.75 |
1.000 |
1,964.00 |
1.618 |
1,958.00 |
2.618 |
1,948.25 |
4.250 |
1,932.25 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,979.50 |
1,978.25 |
PP |
1,979.00 |
1,976.50 |
S1 |
1,978.50 |
1,974.75 |
|