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 |
4,027.25 |
4,032.00 |
4.75 |
0.1% |
3,869.50 |
High |
4,039.00 |
4,040.50 |
1.50 |
0.0% |
3,987.00 |
Low |
4,022.25 |
4,026.25 |
4.00 |
0.1% |
3,869.50 |
Close |
4,032.25 |
4,040.50 |
8.25 |
0.2% |
3,977.75 |
Range |
16.75 |
14.25 |
-2.50 |
-14.9% |
117.50 |
ATR |
38.82 |
37.07 |
-1.76 |
-4.5% |
0.00 |
Volume |
392 |
1,079 |
687 |
175.3% |
4,288 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,078.50 |
4,073.75 |
4,048.25 |
|
R3 |
4,064.25 |
4,059.50 |
4,044.50 |
|
R2 |
4,050.00 |
4,050.00 |
4,043.00 |
|
R1 |
4,045.25 |
4,045.25 |
4,041.75 |
4,047.50 |
PP |
4,035.75 |
4,035.75 |
4,035.75 |
4,037.00 |
S1 |
4,031.00 |
4,031.00 |
4,039.25 |
4,033.50 |
S2 |
4,021.50 |
4,021.50 |
4,038.00 |
|
S3 |
4,007.25 |
4,016.75 |
4,036.50 |
|
S4 |
3,993.00 |
4,002.50 |
4,032.75 |
|
|
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 |
4,040.50 |
3,940.75 |
99.75 |
2.5% |
25.25 |
0.6% |
100% |
True |
False |
964 |
10 |
4,040.50 |
3,819.75 |
220.75 |
5.5% |
33.50 |
0.8% |
100% |
True |
False |
834 |
20 |
4,040.50 |
3,819.75 |
220.75 |
5.5% |
39.75 |
1.0% |
100% |
True |
False |
686 |
40 |
4,040.50 |
3,783.50 |
257.00 |
6.4% |
38.00 |
0.9% |
100% |
True |
False |
515 |
60 |
4,040.50 |
3,692.75 |
347.75 |
8.6% |
31.25 |
0.8% |
100% |
True |
False |
355 |
80 |
4,040.50 |
3,511.75 |
528.75 |
13.1% |
27.25 |
0.7% |
100% |
True |
False |
267 |
100 |
4,040.50 |
3,409.75 |
630.75 |
15.6% |
27.25 |
0.7% |
100% |
True |
False |
214 |
120 |
4,040.50 |
3,409.75 |
630.75 |
15.6% |
24.00 |
0.6% |
100% |
True |
False |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,101.00 |
2.618 |
4,077.75 |
1.618 |
4,063.50 |
1.000 |
4,054.75 |
0.618 |
4,049.25 |
HIGH |
4,040.50 |
0.618 |
4,035.00 |
0.500 |
4,033.50 |
0.382 |
4,031.75 |
LOW |
4,026.25 |
0.618 |
4,017.50 |
1.000 |
4,012.00 |
1.618 |
4,003.25 |
2.618 |
3,989.00 |
4.250 |
3,965.75 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,038.00 |
4,035.50 |
PP |
4,035.75 |
4,030.50 |
S1 |
4,033.50 |
4,025.50 |
|