Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3,965.00 |
3,985.00 |
20.00 |
0.5% |
3,869.50 |
High |
3,987.00 |
4,011.75 |
24.75 |
0.6% |
3,987.00 |
Low |
3,940.75 |
3,985.00 |
44.25 |
1.1% |
3,869.50 |
Close |
3,977.75 |
4,006.00 |
28.25 |
0.7% |
3,977.75 |
Range |
46.25 |
26.75 |
-19.50 |
-42.2% |
117.50 |
ATR |
42.12 |
41.54 |
-0.58 |
-1.4% |
0.00 |
Volume |
1,498 |
901 |
-597 |
-39.9% |
4,288 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,081.25 |
4,070.25 |
4,020.75 |
|
R3 |
4,054.50 |
4,043.50 |
4,013.25 |
|
R2 |
4,027.75 |
4,027.75 |
4,011.00 |
|
R1 |
4,016.75 |
4,016.75 |
4,008.50 |
4,022.25 |
PP |
4,001.00 |
4,001.00 |
4,001.00 |
4,003.50 |
S1 |
3,990.00 |
3,990.00 |
4,003.50 |
3,995.50 |
S2 |
3,974.25 |
3,974.25 |
4,001.00 |
|
S3 |
3,947.50 |
3,963.25 |
3,998.75 |
|
S4 |
3,920.75 |
3,936.50 |
3,991.25 |
|
|
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 |
4,011.75 |
3,877.75 |
134.00 |
3.3% |
36.25 |
0.9% |
96% |
True |
False |
867 |
10 |
4,011.75 |
3,819.75 |
192.00 |
4.8% |
42.75 |
1.1% |
97% |
True |
False |
767 |
20 |
4,011.75 |
3,819.75 |
192.00 |
4.8% |
41.75 |
1.0% |
97% |
True |
False |
612 |
40 |
4,011.75 |
3,776.75 |
235.00 |
5.9% |
39.00 |
1.0% |
98% |
True |
False |
465 |
60 |
4,011.75 |
3,643.00 |
368.75 |
9.2% |
31.50 |
0.8% |
98% |
True |
False |
315 |
80 |
4,011.75 |
3,488.75 |
523.00 |
13.1% |
27.75 |
0.7% |
99% |
True |
False |
237 |
100 |
4,011.75 |
3,409.75 |
602.00 |
15.0% |
27.50 |
0.7% |
99% |
True |
False |
190 |
120 |
4,011.75 |
3,409.75 |
602.00 |
15.0% |
23.50 |
0.6% |
99% |
True |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,125.50 |
2.618 |
4,081.75 |
1.618 |
4,055.00 |
1.000 |
4,038.50 |
0.618 |
4,028.25 |
HIGH |
4,011.75 |
0.618 |
4,001.50 |
0.500 |
3,998.50 |
0.382 |
3,995.25 |
LOW |
3,985.00 |
0.618 |
3,968.50 |
1.000 |
3,958.25 |
1.618 |
3,941.75 |
2.618 |
3,915.00 |
4.250 |
3,871.25 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,003.50 |
3,994.75 |
PP |
4,001.00 |
3,983.50 |
S1 |
3,998.50 |
3,972.50 |
|