Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,315.4 |
1,314.8 |
-0.6 |
0.0% |
1,311.1 |
High |
1,319.4 |
1,315.9 |
-3.5 |
-0.3% |
1,319.4 |
Low |
1,312.3 |
1,294.2 |
-18.1 |
-1.4% |
1,294.2 |
Close |
1,316.6 |
1,307.1 |
-9.5 |
-0.7% |
1,307.1 |
Range |
7.1 |
21.7 |
14.6 |
205.6% |
25.2 |
ATR |
11.7 |
12.5 |
0.8 |
6.5% |
0.0 |
Volume |
1,340 |
629 |
-711 |
-53.1% |
6,563 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.8 |
1,360.7 |
1,319.0 |
|
R3 |
1,349.1 |
1,339.0 |
1,313.1 |
|
R2 |
1,327.4 |
1,327.4 |
1,311.1 |
|
R1 |
1,317.3 |
1,317.3 |
1,309.1 |
1,311.5 |
PP |
1,305.7 |
1,305.7 |
1,305.7 |
1,302.9 |
S1 |
1,295.6 |
1,295.6 |
1,305.1 |
1,289.8 |
S2 |
1,284.0 |
1,284.0 |
1,303.1 |
|
S3 |
1,262.3 |
1,273.9 |
1,301.1 |
|
S4 |
1,240.6 |
1,252.2 |
1,295.2 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.5 |
1,370.0 |
1,321.0 |
|
R3 |
1,357.3 |
1,344.8 |
1,314.0 |
|
R2 |
1,332.1 |
1,332.1 |
1,311.7 |
|
R1 |
1,319.6 |
1,319.6 |
1,309.4 |
1,313.3 |
PP |
1,306.9 |
1,306.9 |
1,306.9 |
1,303.7 |
S1 |
1,294.4 |
1,294.4 |
1,304.8 |
1,288.1 |
S2 |
1,281.7 |
1,281.7 |
1,302.5 |
|
S3 |
1,256.5 |
1,269.2 |
1,300.2 |
|
S4 |
1,231.3 |
1,244.0 |
1,293.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,319.4 |
1,294.2 |
25.2 |
1.9% |
10.5 |
0.8% |
51% |
False |
True |
1,312 |
10 |
1,323.0 |
1,285.2 |
37.8 |
2.9% |
11.8 |
0.9% |
58% |
False |
False |
1,373 |
20 |
1,323.0 |
1,282.9 |
40.1 |
3.1% |
11.5 |
0.9% |
60% |
False |
False |
1,243 |
40 |
1,347.3 |
1,282.9 |
64.4 |
4.9% |
11.8 |
0.9% |
38% |
False |
False |
953 |
60 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
10.5 |
0.8% |
61% |
False |
False |
698 |
80 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.9 |
0.7% |
61% |
False |
False |
580 |
100 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.4 |
0.6% |
61% |
False |
False |
491 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.1% |
7.9 |
0.6% |
44% |
False |
False |
424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.1 |
2.618 |
1,372.7 |
1.618 |
1,351.0 |
1.000 |
1,337.6 |
0.618 |
1,329.3 |
HIGH |
1,315.9 |
0.618 |
1,307.6 |
0.500 |
1,305.1 |
0.382 |
1,302.5 |
LOW |
1,294.2 |
0.618 |
1,280.8 |
1.000 |
1,272.5 |
1.618 |
1,259.1 |
2.618 |
1,237.4 |
4.250 |
1,202.0 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,306.4 |
1,307.0 |
PP |
1,305.7 |
1,306.9 |
S1 |
1,305.1 |
1,306.8 |
|