Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
200.33 |
200.43 |
0.10 |
0.0% |
196.80 |
High |
200.82 |
200.57 |
-0.25 |
-0.1% |
199.76 |
Low |
200.28 |
199.94 |
-0.34 |
-0.2% |
196.69 |
Close |
200.33 |
200.25 |
-0.08 |
0.0% |
199.19 |
Range |
0.54 |
0.63 |
0.09 |
16.7% |
3.07 |
ATR |
1.47 |
1.41 |
-0.06 |
-4.1% |
0.00 |
Volume |
47,298,301 |
47,873,699 |
575,398 |
1.2% |
351,218,301 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
202.14 |
201.83 |
200.60 |
|
R3 |
201.51 |
201.20 |
200.42 |
|
R2 |
200.88 |
200.88 |
200.37 |
|
R1 |
200.57 |
200.57 |
200.31 |
200.41 |
PP |
200.25 |
200.25 |
200.25 |
200.18 |
S1 |
199.94 |
199.94 |
200.19 |
199.78 |
S2 |
199.62 |
199.62 |
200.13 |
|
S3 |
198.99 |
199.31 |
200.08 |
|
S4 |
198.36 |
198.68 |
199.90 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
207.76 |
206.54 |
200.88 |
|
R3 |
204.69 |
203.47 |
200.03 |
|
R2 |
201.62 |
201.62 |
199.75 |
|
R1 |
200.40 |
200.40 |
199.47 |
201.01 |
PP |
198.55 |
198.55 |
198.55 |
198.85 |
S1 |
197.33 |
197.33 |
198.91 |
197.94 |
S2 |
195.48 |
195.48 |
198.63 |
|
S3 |
192.41 |
194.26 |
198.35 |
|
S4 |
189.34 |
191.19 |
197.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
200.82 |
198.74 |
2.08 |
1.0% |
0.88 |
0.4% |
73% |
False |
False |
60,584,979 |
10 |
200.82 |
194.31 |
6.51 |
3.3% |
1.05 |
0.5% |
91% |
False |
False |
70,756,669 |
20 |
200.82 |
190.55 |
10.27 |
5.1% |
1.50 |
0.8% |
94% |
False |
False |
94,456,269 |
40 |
200.82 |
190.55 |
10.27 |
5.1% |
1.33 |
0.7% |
94% |
False |
False |
87,726,090 |
60 |
200.82 |
190.55 |
10.27 |
5.1% |
1.27 |
0.6% |
94% |
False |
False |
85,752,840 |
80 |
200.82 |
186.01 |
14.81 |
7.4% |
1.26 |
0.6% |
96% |
False |
False |
84,850,071 |
100 |
200.82 |
181.31 |
19.51 |
9.7% |
1.36 |
0.7% |
97% |
False |
False |
89,861,456 |
120 |
200.82 |
181.31 |
19.51 |
9.7% |
1.45 |
0.7% |
97% |
False |
False |
94,452,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
203.25 |
2.618 |
202.22 |
1.618 |
201.59 |
1.000 |
201.20 |
0.618 |
200.96 |
HIGH |
200.57 |
0.618 |
200.33 |
0.500 |
200.26 |
0.382 |
200.18 |
LOW |
199.94 |
0.618 |
199.55 |
1.000 |
199.31 |
1.618 |
198.92 |
2.618 |
198.29 |
4.250 |
197.26 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
200.26 |
200.16 |
PP |
200.25 |
200.07 |
S1 |
200.25 |
199.99 |
|