Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,308.4 |
1,309.9 |
1.5 |
0.1% |
1,295.4 |
High |
1,318.8 |
1,315.8 |
-3.0 |
-0.2% |
1,323.0 |
Low |
1,308.2 |
1,307.4 |
-0.8 |
-0.1% |
1,285.2 |
Close |
1,311.5 |
1,315.4 |
3.9 |
0.3% |
1,311.8 |
Range |
10.6 |
8.4 |
-2.2 |
-20.8% |
37.8 |
ATR |
12.4 |
12.1 |
-0.3 |
-2.3% |
0.0 |
Volume |
1,755 |
1,218 |
-537 |
-30.6% |
7,171 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.1 |
1,335.1 |
1,320.0 |
|
R3 |
1,329.7 |
1,326.7 |
1,317.7 |
|
R2 |
1,321.3 |
1,321.3 |
1,316.9 |
|
R1 |
1,318.3 |
1,318.3 |
1,316.2 |
1,319.8 |
PP |
1,312.9 |
1,312.9 |
1,312.9 |
1,313.6 |
S1 |
1,309.9 |
1,309.9 |
1,314.6 |
1,311.4 |
S2 |
1,304.5 |
1,304.5 |
1,313.9 |
|
S3 |
1,296.1 |
1,301.5 |
1,313.1 |
|
S4 |
1,287.7 |
1,293.1 |
1,310.8 |
|
|
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 |
1,305.0 |
18.0 |
1.4% |
9.8 |
0.7% |
58% |
False |
False |
1,722 |
10 |
1,323.0 |
1,282.9 |
40.1 |
3.0% |
12.0 |
0.9% |
81% |
False |
False |
1,373 |
20 |
1,325.1 |
1,282.9 |
42.2 |
3.2% |
11.9 |
0.9% |
77% |
False |
False |
1,230 |
40 |
1,347.3 |
1,269.1 |
78.2 |
5.9% |
12.3 |
0.9% |
59% |
False |
False |
916 |
60 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
10.1 |
0.8% |
69% |
False |
False |
723 |
80 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.7 |
0.7% |
69% |
False |
False |
557 |
100 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.2 |
0.6% |
69% |
False |
False |
474 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.0% |
7.7 |
0.6% |
49% |
False |
False |
409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.5 |
2.618 |
1,337.8 |
1.618 |
1,329.4 |
1.000 |
1,324.2 |
0.618 |
1,321.0 |
HIGH |
1,315.8 |
0.618 |
1,312.6 |
0.500 |
1,311.6 |
0.382 |
1,310.6 |
LOW |
1,307.4 |
0.618 |
1,302.2 |
1.000 |
1,299.0 |
1.618 |
1,293.8 |
2.618 |
1,285.4 |
4.250 |
1,271.7 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,314.1 |
1,314.6 |
PP |
1,312.9 |
1,313.9 |
S1 |
1,311.6 |
1,313.1 |
|