Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,311.1 |
1,308.4 |
-2.7 |
-0.2% |
1,295.4 |
High |
1,312.4 |
1,318.8 |
6.4 |
0.5% |
1,323.0 |
Low |
1,307.5 |
1,308.2 |
0.7 |
0.1% |
1,285.2 |
Close |
1,311.4 |
1,311.5 |
0.1 |
0.0% |
1,311.8 |
Range |
4.9 |
10.6 |
5.7 |
116.3% |
37.8 |
ATR |
12.5 |
12.4 |
-0.1 |
-1.1% |
0.0 |
Volume |
1,621 |
1,755 |
134 |
8.3% |
7,171 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.6 |
1,338.7 |
1,317.3 |
|
R3 |
1,334.0 |
1,328.1 |
1,314.4 |
|
R2 |
1,323.4 |
1,323.4 |
1,313.4 |
|
R1 |
1,317.5 |
1,317.5 |
1,312.5 |
1,320.5 |
PP |
1,312.8 |
1,312.8 |
1,312.8 |
1,314.3 |
S1 |
1,306.9 |
1,306.9 |
1,310.5 |
1,309.9 |
S2 |
1,302.2 |
1,302.2 |
1,309.6 |
|
S3 |
1,291.6 |
1,296.3 |
1,308.6 |
|
S4 |
1,281.0 |
1,285.7 |
1,305.7 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.1 |
1,403.7 |
1,332.6 |
|
R3 |
1,382.3 |
1,365.9 |
1,322.2 |
|
R2 |
1,344.5 |
1,344.5 |
1,318.7 |
|
R1 |
1,328.1 |
1,328.1 |
1,315.3 |
1,336.3 |
PP |
1,306.7 |
1,306.7 |
1,306.7 |
1,310.8 |
S1 |
1,290.3 |
1,290.3 |
1,308.3 |
1,298.5 |
S2 |
1,268.9 |
1,268.9 |
1,304.9 |
|
S3 |
1,231.1 |
1,252.5 |
1,301.4 |
|
S4 |
1,193.3 |
1,214.7 |
1,291.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.0 |
1,289.9 |
33.1 |
2.5% |
12.4 |
0.9% |
65% |
False |
False |
1,679 |
10 |
1,323.0 |
1,282.9 |
40.1 |
3.1% |
12.1 |
0.9% |
71% |
False |
False |
1,593 |
20 |
1,325.1 |
1,282.9 |
42.2 |
3.2% |
11.8 |
0.9% |
68% |
False |
False |
1,191 |
40 |
1,347.3 |
1,263.6 |
83.7 |
6.4% |
12.3 |
0.9% |
57% |
False |
False |
905 |
60 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
10.0 |
0.8% |
65% |
False |
False |
703 |
80 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.7 |
0.7% |
65% |
False |
False |
544 |
100 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.1 |
0.6% |
65% |
False |
False |
463 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.1% |
7.7 |
0.6% |
47% |
False |
False |
399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.9 |
2.618 |
1,346.6 |
1.618 |
1,336.0 |
1.000 |
1,329.4 |
0.618 |
1,325.4 |
HIGH |
1,318.8 |
0.618 |
1,314.8 |
0.500 |
1,313.5 |
0.382 |
1,312.2 |
LOW |
1,308.2 |
0.618 |
1,301.6 |
1.000 |
1,297.6 |
1.618 |
1,291.0 |
2.618 |
1,280.4 |
4.250 |
1,263.2 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,313.5 |
1,315.3 |
PP |
1,312.8 |
1,314.0 |
S1 |
1,312.2 |
1,312.8 |
|