Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
16,369.68 |
16,557.27 |
187.59 |
1.1% |
16,493.72 |
High |
16,556.59 |
16,627.99 |
71.40 |
0.4% |
16,596.22 |
Low |
16,364.22 |
16,557.27 |
193.05 |
1.2% |
16,333.78 |
Close |
16,553.93 |
16,569.98 |
16.05 |
0.1% |
16,553.93 |
Range |
192.37 |
70.72 |
-121.65 |
-63.2% |
262.44 |
ATR |
143.04 |
138.12 |
-4.93 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,797.24 |
16,754.33 |
16,608.88 |
|
R3 |
16,726.52 |
16,683.61 |
16,589.43 |
|
R2 |
16,655.80 |
16,655.80 |
16,582.95 |
|
R1 |
16,612.89 |
16,612.89 |
16,576.46 |
16,634.35 |
PP |
16,585.08 |
16,585.08 |
16,585.08 |
16,595.81 |
S1 |
16,542.17 |
16,542.17 |
16,563.50 |
16,563.63 |
S2 |
16,514.36 |
16,514.36 |
16,557.01 |
|
S3 |
16,443.64 |
16,471.45 |
16,550.53 |
|
S4 |
16,372.92 |
16,400.73 |
16,531.08 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,281.96 |
17,180.39 |
16,698.27 |
|
R3 |
17,019.52 |
16,917.95 |
16,626.10 |
|
R2 |
16,757.08 |
16,757.08 |
16,602.04 |
|
R1 |
16,655.51 |
16,655.51 |
16,577.99 |
16,706.30 |
PP |
16,494.64 |
16,494.64 |
16,494.64 |
16,520.04 |
S1 |
16,393.07 |
16,393.07 |
16,529.87 |
16,443.86 |
S2 |
16,232.20 |
16,232.20 |
16,505.82 |
|
S3 |
15,969.76 |
16,130.63 |
16,481.76 |
|
S4 |
15,707.32 |
15,868.19 |
16,409.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,627.99 |
16,333.78 |
294.21 |
1.8% |
148.49 |
0.9% |
80% |
True |
False |
|
10 |
17,056.46 |
16,333.78 |
722.68 |
4.4% |
165.66 |
1.0% |
33% |
False |
False |
|
20 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
139.78 |
0.8% |
29% |
False |
False |
|
40 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
121.08 |
0.7% |
29% |
False |
False |
|
60 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
110.45 |
0.7% |
29% |
False |
False |
|
80 |
17,151.56 |
16,312.66 |
838.90 |
5.1% |
112.18 |
0.7% |
31% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
121.99 |
0.7% |
49% |
False |
False |
|
120 |
17,151.56 |
16,006.59 |
1,144.97 |
6.9% |
127.21 |
0.8% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,928.55 |
2.618 |
16,813.13 |
1.618 |
16,742.41 |
1.000 |
16,698.71 |
0.618 |
16,671.69 |
HIGH |
16,627.99 |
0.618 |
16,600.97 |
0.500 |
16,592.63 |
0.382 |
16,584.29 |
LOW |
16,557.27 |
0.618 |
16,513.57 |
1.000 |
16,486.55 |
1.618 |
16,442.85 |
2.618 |
16,372.13 |
4.250 |
16,256.71 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,592.63 |
16,540.28 |
PP |
16,585.08 |
16,510.58 |
S1 |
16,577.53 |
16,480.89 |
|