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 |
17,079.57 |
17,111.03 |
31.46 |
0.2% |
16,664.45 |
High |
17,153.80 |
17,134.60 |
-19.20 |
-0.1% |
17,074.59 |
Low |
17,079.57 |
17,090.61 |
11.04 |
0.1% |
16,664.45 |
Close |
17,106.70 |
17,122.01 |
15.31 |
0.1% |
17,001.22 |
Range |
74.23 |
43.99 |
-30.24 |
-40.7% |
410.14 |
ATR |
120.40 |
114.94 |
-5.46 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,247.71 |
17,228.85 |
17,146.20 |
|
R3 |
17,203.72 |
17,184.86 |
17,134.11 |
|
R2 |
17,159.73 |
17,159.73 |
17,130.07 |
|
R1 |
17,140.87 |
17,140.87 |
17,126.04 |
17,150.30 |
PP |
17,115.74 |
17,115.74 |
17,115.74 |
17,120.46 |
S1 |
17,096.88 |
17,096.88 |
17,117.98 |
17,106.31 |
S2 |
17,071.75 |
17,071.75 |
17,113.95 |
|
S3 |
17,027.76 |
17,052.89 |
17,109.91 |
|
S4 |
16,983.77 |
17,008.90 |
17,097.82 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,143.84 |
17,982.67 |
17,226.80 |
|
R3 |
17,733.70 |
17,572.53 |
17,114.01 |
|
R2 |
17,323.56 |
17,323.56 |
17,076.41 |
|
R1 |
17,162.39 |
17,162.39 |
17,038.82 |
17,242.98 |
PP |
16,913.42 |
16,913.42 |
16,913.42 |
16,953.71 |
S1 |
16,752.25 |
16,752.25 |
16,963.62 |
16,832.84 |
S2 |
16,503.28 |
16,503.28 |
16,926.03 |
|
S3 |
16,093.14 |
16,342.11 |
16,888.43 |
|
S4 |
15,683.00 |
15,931.97 |
16,775.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,153.80 |
16,983.88 |
169.92 |
1.0% |
80.32 |
0.5% |
81% |
False |
False |
|
10 |
17,153.80 |
16,575.42 |
578.38 |
3.4% |
102.83 |
0.6% |
95% |
False |
False |
|
20 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
127.39 |
0.7% |
96% |
False |
False |
|
40 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
120.90 |
0.7% |
96% |
False |
False |
|
60 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
112.83 |
0.7% |
96% |
False |
False |
|
80 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
110.54 |
0.6% |
96% |
False |
False |
|
100 |
17,153.80 |
16,015.32 |
1,138.48 |
6.6% |
116.34 |
0.7% |
97% |
False |
False |
|
120 |
17,153.80 |
16,015.32 |
1,138.48 |
6.6% |
123.03 |
0.7% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,321.56 |
2.618 |
17,249.77 |
1.618 |
17,205.78 |
1.000 |
17,178.59 |
0.618 |
17,161.79 |
HIGH |
17,134.60 |
0.618 |
17,117.80 |
0.500 |
17,112.61 |
0.382 |
17,107.41 |
LOW |
17,090.61 |
0.618 |
17,063.42 |
1.000 |
17,046.62 |
1.618 |
17,019.43 |
2.618 |
16,975.44 |
4.250 |
16,903.65 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,118.88 |
17,108.94 |
PP |
17,115.74 |
17,095.87 |
S1 |
17,112.61 |
17,082.81 |
|