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 |
1,289.4 |
1,281.5 |
-7.9 |
-0.6% |
1,301.4 |
High |
1,289.5 |
1,282.3 |
-7.2 |
-0.6% |
1,302.1 |
Low |
1,281.1 |
1,281.5 |
0.4 |
0.0% |
1,272.0 |
Close |
1,283.8 |
1,281.9 |
-1.9 |
-0.1% |
1,278.6 |
Range |
8.4 |
0.8 |
-7.6 |
-90.5% |
30.1 |
ATR |
12.2 |
11.5 |
-0.7 |
-5.8% |
0.0 |
Volume |
74 |
42 |
-32 |
-43.2% |
959 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.3 |
1,283.9 |
1,282.3 |
|
R3 |
1,283.5 |
1,283.1 |
1,282.1 |
|
R2 |
1,282.7 |
1,282.7 |
1,282.0 |
|
R1 |
1,282.3 |
1,282.3 |
1,282.0 |
1,282.5 |
PP |
1,281.9 |
1,281.9 |
1,281.9 |
1,282.0 |
S1 |
1,281.5 |
1,281.5 |
1,281.8 |
1,281.7 |
S2 |
1,281.1 |
1,281.1 |
1,281.8 |
|
S3 |
1,280.3 |
1,280.7 |
1,281.7 |
|
S4 |
1,279.5 |
1,279.9 |
1,281.5 |
|
|
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 |
1,290.0 |
1,272.0 |
18.0 |
1.4% |
7.0 |
0.5% |
55% |
False |
False |
150 |
10 |
1,316.4 |
1,272.0 |
44.4 |
3.5% |
8.4 |
0.7% |
22% |
False |
False |
184 |
20 |
1,321.4 |
1,272.0 |
49.4 |
3.9% |
10.2 |
0.8% |
20% |
False |
False |
681 |
40 |
1,346.8 |
1,272.0 |
74.8 |
5.8% |
13.1 |
1.0% |
13% |
False |
False |
68,181 |
60 |
1,346.8 |
1,241.2 |
105.6 |
8.2% |
13.5 |
1.1% |
39% |
False |
False |
84,074 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
13.7 |
1.1% |
39% |
False |
False |
75,538 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.1 |
1.1% |
39% |
False |
False |
61,342 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
14.5 |
1.1% |
27% |
False |
False |
51,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.7 |
2.618 |
1,284.4 |
1.618 |
1,283.6 |
1.000 |
1,283.1 |
0.618 |
1,282.8 |
HIGH |
1,282.3 |
0.618 |
1,282.0 |
0.500 |
1,281.9 |
0.382 |
1,281.8 |
LOW |
1,281.5 |
0.618 |
1,281.0 |
1.000 |
1,280.7 |
1.618 |
1,280.2 |
2.618 |
1,279.4 |
4.250 |
1,278.1 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,281.9 |
1,281.8 |
PP |
1,281.9 |
1,281.7 |
S1 |
1,281.9 |
1,281.6 |
|