Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,297.6 |
1,292.1 |
-5.5 |
-0.4% |
1,311.1 |
High |
1,299.0 |
1,292.1 |
-6.9 |
-0.5% |
1,319.4 |
Low |
1,290.8 |
1,274.8 |
-16.0 |
-1.2% |
1,294.2 |
Close |
1,296.2 |
1,276.3 |
-19.9 |
-1.5% |
1,307.1 |
Range |
8.2 |
17.3 |
9.1 |
111.0% |
25.2 |
ATR |
11.7 |
12.4 |
0.7 |
6.0% |
0.0 |
Volume |
597 |
765 |
168 |
28.1% |
6,563 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.0 |
1,321.9 |
1,285.8 |
|
R3 |
1,315.7 |
1,304.6 |
1,281.1 |
|
R2 |
1,298.4 |
1,298.4 |
1,279.5 |
|
R1 |
1,287.3 |
1,287.3 |
1,277.9 |
1,284.2 |
PP |
1,281.1 |
1,281.1 |
1,281.1 |
1,279.5 |
S1 |
1,270.0 |
1,270.0 |
1,274.7 |
1,266.9 |
S2 |
1,263.8 |
1,263.8 |
1,273.1 |
|
S3 |
1,246.5 |
1,252.7 |
1,271.5 |
|
S4 |
1,229.2 |
1,235.4 |
1,266.8 |
|
|
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 |
1,315.9 |
1,274.8 |
41.1 |
3.2% |
12.5 |
1.0% |
4% |
False |
True |
578 |
10 |
1,323.0 |
1,274.8 |
48.2 |
3.8% |
10.7 |
0.8% |
3% |
False |
True |
1,150 |
20 |
1,323.0 |
1,274.8 |
48.2 |
3.8% |
11.6 |
0.9% |
3% |
False |
True |
1,274 |
40 |
1,347.3 |
1,274.8 |
72.5 |
5.7% |
11.8 |
0.9% |
2% |
False |
True |
985 |
60 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
10.9 |
0.9% |
31% |
False |
False |
723 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
9.2 |
0.7% |
31% |
False |
False |
603 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
8.4 |
0.7% |
31% |
False |
False |
510 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.4% |
8.0 |
0.6% |
22% |
False |
False |
437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.6 |
2.618 |
1,337.4 |
1.618 |
1,320.1 |
1.000 |
1,309.4 |
0.618 |
1,302.8 |
HIGH |
1,292.1 |
0.618 |
1,285.5 |
0.500 |
1,283.5 |
0.382 |
1,281.4 |
LOW |
1,274.8 |
0.618 |
1,264.1 |
1.000 |
1,257.5 |
1.618 |
1,246.8 |
2.618 |
1,229.5 |
4.250 |
1,201.3 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,283.5 |
1,289.3 |
PP |
1,281.1 |
1,284.9 |
S1 |
1,278.7 |
1,280.6 |
|