Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,276.0 |
1,277.3 |
1.3 |
0.1% |
1,301.4 |
High |
1,280.0 |
1,277.6 |
-2.4 |
-0.2% |
1,302.1 |
Low |
1,276.0 |
1,273.7 |
-2.3 |
-0.2% |
1,272.0 |
Close |
1,278.6 |
1,277.3 |
-1.3 |
-0.1% |
1,278.6 |
Range |
4.0 |
3.9 |
-0.1 |
-2.5% |
30.1 |
ATR |
12.7 |
12.2 |
-0.6 |
-4.4% |
0.0 |
Volume |
119 |
251 |
132 |
110.9% |
959 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.9 |
1,286.5 |
1,279.4 |
|
R3 |
1,284.0 |
1,282.6 |
1,278.4 |
|
R2 |
1,280.1 |
1,280.1 |
1,278.0 |
|
R1 |
1,278.7 |
1,278.7 |
1,277.7 |
1,279.3 |
PP |
1,276.2 |
1,276.2 |
1,276.2 |
1,276.5 |
S1 |
1,274.8 |
1,274.8 |
1,276.9 |
1,275.4 |
S2 |
1,272.3 |
1,272.3 |
1,276.6 |
|
S3 |
1,268.4 |
1,270.9 |
1,276.2 |
|
S4 |
1,264.5 |
1,267.0 |
1,275.2 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.5 |
1,356.7 |
1,295.2 |
|
R3 |
1,344.4 |
1,326.6 |
1,286.9 |
|
R2 |
1,314.3 |
1,314.3 |
1,284.1 |
|
R1 |
1,296.5 |
1,296.5 |
1,281.4 |
1,290.4 |
PP |
1,284.2 |
1,284.2 |
1,284.2 |
1,281.2 |
S1 |
1,266.4 |
1,266.4 |
1,275.8 |
1,260.3 |
S2 |
1,254.1 |
1,254.1 |
1,273.1 |
|
S3 |
1,224.0 |
1,236.3 |
1,270.3 |
|
S4 |
1,193.9 |
1,206.2 |
1,262.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,301.6 |
1,272.0 |
29.6 |
2.3% |
8.2 |
0.6% |
18% |
False |
False |
222 |
10 |
1,316.4 |
1,272.0 |
44.4 |
3.5% |
9.3 |
0.7% |
12% |
False |
False |
240 |
20 |
1,321.4 |
1,272.0 |
49.4 |
3.9% |
11.2 |
0.9% |
11% |
False |
False |
11,562 |
40 |
1,346.8 |
1,272.0 |
74.8 |
5.9% |
13.6 |
1.1% |
7% |
False |
False |
74,396 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
13.6 |
1.1% |
35% |
False |
False |
87,097 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.1 |
1.1% |
35% |
False |
False |
75,684 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.4 |
1.1% |
35% |
False |
False |
61,395 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
14.8 |
1.2% |
24% |
False |
False |
51,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.2 |
2.618 |
1,287.8 |
1.618 |
1,283.9 |
1.000 |
1,281.5 |
0.618 |
1,280.0 |
HIGH |
1,277.6 |
0.618 |
1,276.1 |
0.500 |
1,275.7 |
0.382 |
1,275.2 |
LOW |
1,273.7 |
0.618 |
1,271.3 |
1.000 |
1,269.8 |
1.618 |
1,267.4 |
2.618 |
1,263.5 |
4.250 |
1,257.1 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,276.8 |
1,281.0 |
PP |
1,276.2 |
1,279.8 |
S1 |
1,275.7 |
1,278.5 |
|