Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
17,111.03 |
17,119.06 |
8.03 |
0.0% |
16,664.45 |
High |
17,134.60 |
17,119.06 |
-15.54 |
-0.1% |
17,074.59 |
Low |
17,090.61 |
17,018.33 |
-72.28 |
-0.4% |
16,664.45 |
Close |
17,122.01 |
17,079.57 |
-42.44 |
-0.2% |
17,001.22 |
Range |
43.99 |
100.73 |
56.74 |
129.0% |
410.14 |
ATR |
114.94 |
114.14 |
-0.80 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,374.51 |
17,327.77 |
17,134.97 |
|
R3 |
17,273.78 |
17,227.04 |
17,107.27 |
|
R2 |
17,173.05 |
17,173.05 |
17,098.04 |
|
R1 |
17,126.31 |
17,126.31 |
17,088.80 |
17,099.32 |
PP |
17,072.32 |
17,072.32 |
17,072.32 |
17,058.82 |
S1 |
17,025.58 |
17,025.58 |
17,070.34 |
16,998.59 |
S2 |
16,971.59 |
16,971.59 |
17,061.10 |
|
S3 |
16,870.86 |
16,924.85 |
17,051.87 |
|
S4 |
16,770.13 |
16,824.12 |
17,024.17 |
|
|
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 |
16,984.52 |
169.28 |
1.0% |
82.33 |
0.5% |
56% |
False |
False |
|
10 |
17,153.80 |
16,575.42 |
578.38 |
3.4% |
106.64 |
0.6% |
87% |
False |
False |
|
20 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
117.11 |
0.7% |
91% |
False |
False |
|
40 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
122.49 |
0.7% |
91% |
False |
False |
|
60 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
113.35 |
0.7% |
91% |
False |
False |
|
80 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
110.18 |
0.6% |
91% |
False |
False |
|
100 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
115.57 |
0.7% |
93% |
False |
False |
|
120 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
122.88 |
0.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,547.16 |
2.618 |
17,382.77 |
1.618 |
17,282.04 |
1.000 |
17,219.79 |
0.618 |
17,181.31 |
HIGH |
17,119.06 |
0.618 |
17,080.58 |
0.500 |
17,068.70 |
0.382 |
17,056.81 |
LOW |
17,018.33 |
0.618 |
16,956.08 |
1.000 |
16,917.60 |
1.618 |
16,855.35 |
2.618 |
16,754.62 |
4.250 |
16,590.23 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,075.95 |
17,086.07 |
PP |
17,072.32 |
17,083.90 |
S1 |
17,068.70 |
17,081.74 |
|