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 |
3,939.50 |
3,965.00 |
25.50 |
0.6% |
3,869.50 |
High |
3,966.00 |
3,987.00 |
21.00 |
0.5% |
3,987.00 |
Low |
3,933.00 |
3,940.75 |
7.75 |
0.2% |
3,869.50 |
Close |
3,960.75 |
3,977.75 |
17.00 |
0.4% |
3,977.75 |
Range |
33.00 |
46.25 |
13.25 |
40.2% |
117.50 |
ATR |
41.81 |
42.12 |
0.32 |
0.8% |
0.00 |
Volume |
557 |
1,498 |
941 |
168.9% |
4,288 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,107.25 |
4,088.75 |
4,003.25 |
|
R3 |
4,061.00 |
4,042.50 |
3,990.50 |
|
R2 |
4,014.75 |
4,014.75 |
3,986.25 |
|
R1 |
3,996.25 |
3,996.25 |
3,982.00 |
4,005.50 |
PP |
3,968.50 |
3,968.50 |
3,968.50 |
3,973.00 |
S1 |
3,950.00 |
3,950.00 |
3,973.50 |
3,959.25 |
S2 |
3,922.25 |
3,922.25 |
3,969.25 |
|
S3 |
3,876.00 |
3,903.75 |
3,965.00 |
|
S4 |
3,829.75 |
3,857.50 |
3,952.25 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,297.25 |
4,255.00 |
4,042.50 |
|
R3 |
4,179.75 |
4,137.50 |
4,010.00 |
|
R2 |
4,062.25 |
4,062.25 |
3,999.25 |
|
R1 |
4,020.00 |
4,020.00 |
3,988.50 |
4,041.00 |
PP |
3,944.75 |
3,944.75 |
3,944.75 |
3,955.25 |
S1 |
3,902.50 |
3,902.50 |
3,967.00 |
3,923.50 |
S2 |
3,827.25 |
3,827.25 |
3,956.25 |
|
S3 |
3,709.75 |
3,785.00 |
3,945.50 |
|
S4 |
3,592.25 |
3,667.50 |
3,913.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,987.00 |
3,869.50 |
117.50 |
3.0% |
39.00 |
1.0% |
92% |
True |
False |
857 |
10 |
3,987.00 |
3,819.75 |
167.25 |
4.2% |
44.75 |
1.1% |
94% |
True |
False |
745 |
20 |
3,987.00 |
3,819.75 |
167.25 |
4.2% |
41.50 |
1.0% |
94% |
True |
False |
606 |
40 |
3,987.00 |
3,776.75 |
210.25 |
5.3% |
38.75 |
1.0% |
96% |
True |
False |
444 |
60 |
3,987.00 |
3,619.00 |
368.00 |
9.3% |
31.50 |
0.8% |
97% |
True |
False |
300 |
80 |
3,987.00 |
3,488.75 |
498.25 |
12.5% |
28.00 |
0.7% |
98% |
True |
False |
226 |
100 |
3,987.00 |
3,409.75 |
577.25 |
14.5% |
27.25 |
0.7% |
98% |
True |
False |
181 |
120 |
3,987.00 |
3,409.75 |
577.25 |
14.5% |
23.50 |
0.6% |
98% |
True |
False |
151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,183.50 |
2.618 |
4,108.00 |
1.618 |
4,061.75 |
1.000 |
4,033.25 |
0.618 |
4,015.50 |
HIGH |
3,987.00 |
0.618 |
3,969.25 |
0.500 |
3,964.00 |
0.382 |
3,958.50 |
LOW |
3,940.75 |
0.618 |
3,912.25 |
1.000 |
3,894.50 |
1.618 |
3,866.00 |
2.618 |
3,819.75 |
4.250 |
3,744.25 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,973.00 |
3,965.50 |
PP |
3,968.50 |
3,953.25 |
S1 |
3,964.00 |
3,941.00 |
|