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 |
191.46 |
193.97 |
2.51 |
1.3% |
192.87 |
High |
193.37 |
194.66 |
1.29 |
0.7% |
194.30 |
Low |
190.95 |
193.71 |
2.76 |
1.4% |
190.55 |
Close |
193.24 |
193.80 |
0.56 |
0.3% |
193.24 |
Range |
2.42 |
0.95 |
-1.47 |
-60.7% |
3.75 |
ATR |
1.82 |
1.80 |
-0.03 |
-1.6% |
0.00 |
Volume |
117,014,305 |
74,543,602 |
-42,470,703 |
-36.3% |
591,596,805 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
196.91 |
196.30 |
194.32 |
|
R3 |
195.96 |
195.35 |
194.06 |
|
R2 |
195.01 |
195.01 |
193.97 |
|
R1 |
194.40 |
194.40 |
193.89 |
194.23 |
PP |
194.06 |
194.06 |
194.06 |
193.97 |
S1 |
193.45 |
193.45 |
193.71 |
193.28 |
S2 |
193.11 |
193.11 |
193.63 |
|
S3 |
192.16 |
192.50 |
193.54 |
|
S4 |
191.21 |
191.55 |
193.28 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
203.95 |
202.34 |
195.30 |
|
R3 |
200.20 |
198.59 |
194.27 |
|
R2 |
196.45 |
196.45 |
193.93 |
|
R1 |
194.84 |
194.84 |
193.58 |
195.65 |
PP |
192.70 |
192.70 |
192.70 |
193.10 |
S1 |
191.09 |
191.09 |
192.90 |
191.90 |
S2 |
188.95 |
188.95 |
192.55 |
|
S3 |
185.20 |
187.34 |
192.21 |
|
S4 |
181.45 |
183.59 |
191.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
194.66 |
190.55 |
4.11 |
2.1% |
2.01 |
1.0% |
79% |
True |
False |
114,959,983 |
10 |
198.45 |
190.55 |
7.90 |
4.1% |
2.06 |
1.1% |
41% |
False |
False |
122,356,930 |
20 |
199.06 |
190.55 |
8.51 |
4.4% |
1.65 |
0.9% |
38% |
False |
False |
104,430,617 |
40 |
199.06 |
190.55 |
8.51 |
4.4% |
1.37 |
0.7% |
38% |
False |
False |
92,230,240 |
60 |
199.06 |
186.72 |
12.34 |
6.4% |
1.26 |
0.7% |
57% |
False |
False |
86,463,220 |
80 |
199.06 |
184.96 |
14.10 |
7.3% |
1.31 |
0.7% |
63% |
False |
False |
88,091,301 |
100 |
199.06 |
181.31 |
17.75 |
9.2% |
1.47 |
0.8% |
70% |
False |
False |
95,199,273 |
120 |
199.06 |
181.31 |
17.75 |
9.2% |
1.48 |
0.8% |
70% |
False |
False |
99,206,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
198.70 |
2.618 |
197.15 |
1.618 |
196.20 |
1.000 |
195.61 |
0.618 |
195.25 |
HIGH |
194.66 |
0.618 |
194.30 |
0.500 |
194.19 |
0.382 |
194.07 |
LOW |
193.71 |
0.618 |
193.12 |
1.000 |
192.76 |
1.618 |
192.17 |
2.618 |
191.22 |
4.250 |
189.67 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
194.19 |
193.40 |
PP |
194.06 |
193.00 |
S1 |
193.93 |
192.61 |
|