Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,309.9 |
1,315.4 |
5.5 |
0.4% |
1,295.4 |
High |
1,315.8 |
1,319.4 |
3.6 |
0.3% |
1,323.0 |
Low |
1,307.4 |
1,312.3 |
4.9 |
0.4% |
1,285.2 |
Close |
1,315.4 |
1,316.6 |
1.2 |
0.1% |
1,311.8 |
Range |
8.4 |
7.1 |
-1.3 |
-15.5% |
37.8 |
ATR |
12.1 |
11.7 |
-0.4 |
-3.0% |
0.0 |
Volume |
1,218 |
1,340 |
122 |
10.0% |
7,171 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.4 |
1,334.1 |
1,320.5 |
|
R3 |
1,330.3 |
1,327.0 |
1,318.6 |
|
R2 |
1,323.2 |
1,323.2 |
1,317.9 |
|
R1 |
1,319.9 |
1,319.9 |
1,317.3 |
1,321.6 |
PP |
1,316.1 |
1,316.1 |
1,316.1 |
1,316.9 |
S1 |
1,312.8 |
1,312.8 |
1,315.9 |
1,314.5 |
S2 |
1,309.0 |
1,309.0 |
1,315.3 |
|
S3 |
1,301.9 |
1,305.7 |
1,314.6 |
|
S4 |
1,294.8 |
1,298.6 |
1,312.7 |
|
|
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 |
1,307.4 |
15.6 |
1.2% |
9.0 |
0.7% |
59% |
False |
False |
1,722 |
10 |
1,323.0 |
1,282.9 |
40.1 |
3.0% |
11.1 |
0.8% |
84% |
False |
False |
1,364 |
20 |
1,323.0 |
1,282.9 |
40.1 |
3.0% |
11.0 |
0.8% |
84% |
False |
False |
1,282 |
40 |
1,347.3 |
1,278.0 |
69.3 |
5.3% |
12.2 |
0.9% |
56% |
False |
False |
943 |
60 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
10.2 |
0.8% |
70% |
False |
False |
745 |
80 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.7 |
0.7% |
70% |
False |
False |
573 |
100 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.2 |
0.6% |
70% |
False |
False |
486 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.0% |
7.7 |
0.6% |
50% |
False |
False |
419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,349.6 |
2.618 |
1,338.0 |
1.618 |
1,330.9 |
1.000 |
1,326.5 |
0.618 |
1,323.8 |
HIGH |
1,319.4 |
0.618 |
1,316.7 |
0.500 |
1,315.9 |
0.382 |
1,315.0 |
LOW |
1,312.3 |
0.618 |
1,307.9 |
1.000 |
1,305.2 |
1.618 |
1,300.8 |
2.618 |
1,293.7 |
4.250 |
1,282.1 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.4 |
1,315.5 |
PP |
1,316.1 |
1,314.5 |
S1 |
1,315.9 |
1,313.4 |
|