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 |
4,032.00 |
4,041.50 |
9.50 |
0.2% |
3,985.00 |
High |
4,040.50 |
4,053.25 |
12.75 |
0.3% |
4,053.25 |
Low |
4,026.25 |
4,030.00 |
3.75 |
0.1% |
3,985.00 |
Close |
4,040.50 |
4,047.50 |
7.00 |
0.2% |
4,047.50 |
Range |
14.25 |
23.25 |
9.00 |
63.2% |
68.25 |
ATR |
37.07 |
36.08 |
-0.99 |
-2.7% |
0.00 |
Volume |
1,079 |
531 |
-548 |
-50.8% |
3,853 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,113.25 |
4,103.75 |
4,060.25 |
|
R3 |
4,090.00 |
4,080.50 |
4,054.00 |
|
R2 |
4,066.75 |
4,066.75 |
4,051.75 |
|
R1 |
4,057.25 |
4,057.25 |
4,049.75 |
4,062.00 |
PP |
4,043.50 |
4,043.50 |
4,043.50 |
4,046.00 |
S1 |
4,034.00 |
4,034.00 |
4,045.25 |
4,038.75 |
S2 |
4,020.25 |
4,020.25 |
4,043.25 |
|
S3 |
3,997.00 |
4,010.75 |
4,041.00 |
|
S4 |
3,973.75 |
3,987.50 |
4,034.75 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,233.25 |
4,208.75 |
4,085.00 |
|
R3 |
4,165.00 |
4,140.50 |
4,066.25 |
|
R2 |
4,096.75 |
4,096.75 |
4,060.00 |
|
R1 |
4,072.25 |
4,072.25 |
4,053.75 |
4,084.50 |
PP |
4,028.50 |
4,028.50 |
4,028.50 |
4,034.75 |
S1 |
4,004.00 |
4,004.00 |
4,041.25 |
4,016.25 |
S2 |
3,960.25 |
3,960.25 |
4,035.00 |
|
S3 |
3,892.00 |
3,935.75 |
4,028.75 |
|
S4 |
3,823.75 |
3,867.50 |
4,010.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,053.25 |
3,985.00 |
68.25 |
1.7% |
20.75 |
0.5% |
92% |
True |
False |
770 |
10 |
4,053.25 |
3,869.50 |
183.75 |
4.5% |
30.00 |
0.7% |
97% |
True |
False |
814 |
20 |
4,053.25 |
3,819.75 |
233.50 |
5.8% |
39.50 |
1.0% |
98% |
True |
False |
695 |
40 |
4,053.25 |
3,803.75 |
249.50 |
6.2% |
37.75 |
0.9% |
98% |
True |
False |
524 |
60 |
4,053.25 |
3,692.75 |
360.50 |
8.9% |
31.50 |
0.8% |
98% |
True |
False |
363 |
80 |
4,053.25 |
3,511.75 |
541.50 |
13.4% |
27.75 |
0.7% |
99% |
True |
False |
273 |
100 |
4,053.25 |
3,409.75 |
643.50 |
15.9% |
27.25 |
0.7% |
99% |
True |
False |
220 |
120 |
4,053.25 |
3,409.75 |
643.50 |
15.9% |
24.00 |
0.6% |
99% |
True |
False |
183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,152.00 |
2.618 |
4,114.00 |
1.618 |
4,090.75 |
1.000 |
4,076.50 |
0.618 |
4,067.50 |
HIGH |
4,053.25 |
0.618 |
4,044.25 |
0.500 |
4,041.50 |
0.382 |
4,039.00 |
LOW |
4,030.00 |
0.618 |
4,015.75 |
1.000 |
4,006.75 |
1.618 |
3,992.50 |
2.618 |
3,969.25 |
4.250 |
3,931.25 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,045.50 |
4,044.25 |
PP |
4,043.50 |
4,041.00 |
S1 |
4,041.50 |
4,037.75 |
|