Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,301.7 |
1,297.6 |
-4.1 |
-0.3% |
1,311.1 |
High |
1,303.7 |
1,299.0 |
-4.7 |
-0.4% |
1,319.4 |
Low |
1,296.2 |
1,290.8 |
-5.4 |
-0.4% |
1,294.2 |
Close |
1,297.7 |
1,296.2 |
-1.5 |
-0.1% |
1,307.1 |
Range |
7.5 |
8.2 |
0.7 |
9.3% |
25.2 |
ATR |
11.9 |
11.7 |
-0.3 |
-2.2% |
0.0 |
Volume |
330 |
597 |
267 |
80.9% |
6,563 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.9 |
1,316.3 |
1,300.7 |
|
R3 |
1,311.7 |
1,308.1 |
1,298.5 |
|
R2 |
1,303.5 |
1,303.5 |
1,297.7 |
|
R1 |
1,299.9 |
1,299.9 |
1,297.0 |
1,297.6 |
PP |
1,295.3 |
1,295.3 |
1,295.3 |
1,294.2 |
S1 |
1,291.7 |
1,291.7 |
1,295.4 |
1,289.4 |
S2 |
1,287.1 |
1,287.1 |
1,294.7 |
|
S3 |
1,278.9 |
1,283.5 |
1,293.9 |
|
S4 |
1,270.7 |
1,275.3 |
1,291.7 |
|
|
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 |
1,290.8 |
28.6 |
2.2% |
10.4 |
0.8% |
19% |
False |
True |
693 |
10 |
1,323.0 |
1,290.8 |
32.2 |
2.5% |
10.1 |
0.8% |
17% |
False |
True |
1,207 |
20 |
1,323.0 |
1,282.9 |
40.1 |
3.1% |
11.5 |
0.9% |
33% |
False |
False |
1,256 |
40 |
1,347.3 |
1,282.9 |
64.4 |
5.0% |
11.7 |
0.9% |
21% |
False |
False |
974 |
60 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
10.7 |
0.8% |
51% |
False |
False |
713 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
8.9 |
0.7% |
51% |
False |
False |
595 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
8.3 |
0.6% |
51% |
False |
False |
504 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.2% |
8.0 |
0.6% |
36% |
False |
False |
433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.9 |
2.618 |
1,320.5 |
1.618 |
1,312.3 |
1.000 |
1,307.2 |
0.618 |
1,304.1 |
HIGH |
1,299.0 |
0.618 |
1,295.9 |
0.500 |
1,294.9 |
0.382 |
1,293.9 |
LOW |
1,290.8 |
0.618 |
1,285.7 |
1.000 |
1,282.6 |
1.618 |
1,277.5 |
2.618 |
1,269.3 |
4.250 |
1,256.0 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,295.8 |
1,298.2 |
PP |
1,295.3 |
1,297.5 |
S1 |
1,294.9 |
1,296.9 |
|