Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3,116.0 |
3,152.0 |
36.0 |
1.2% |
3,073.0 |
High |
3,168.0 |
3,199.0 |
31.0 |
1.0% |
3,128.0 |
Low |
3,116.0 |
3,151.0 |
35.0 |
1.1% |
3,058.0 |
Close |
3,163.0 |
3,198.0 |
35.0 |
1.1% |
3,100.0 |
Range |
52.0 |
48.0 |
-4.0 |
-7.7% |
70.0 |
ATR |
50.5 |
50.3 |
-0.2 |
-0.3% |
0.0 |
Volume |
875,664 |
689,857 |
-185,807 |
-21.2% |
3,604,864 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,326.7 |
3,310.3 |
3,224.4 |
|
R3 |
3,278.7 |
3,262.3 |
3,211.2 |
|
R2 |
3,230.7 |
3,230.7 |
3,206.8 |
|
R1 |
3,214.3 |
3,214.3 |
3,202.4 |
3,222.5 |
PP |
3,182.7 |
3,182.7 |
3,182.7 |
3,186.8 |
S1 |
3,166.3 |
3,166.3 |
3,193.6 |
3,174.5 |
S2 |
3,134.7 |
3,134.7 |
3,189.2 |
|
S3 |
3,086.7 |
3,118.3 |
3,184.8 |
|
S4 |
3,038.7 |
3,070.3 |
3,171.6 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,305.3 |
3,272.7 |
3,138.5 |
|
R3 |
3,235.3 |
3,202.7 |
3,119.3 |
|
R2 |
3,165.3 |
3,165.3 |
3,112.8 |
|
R1 |
3,132.7 |
3,132.7 |
3,106.4 |
3,149.0 |
PP |
3,095.3 |
3,095.3 |
3,095.3 |
3,103.5 |
S1 |
3,062.7 |
3,062.7 |
3,093.6 |
3,079.0 |
S2 |
3,025.3 |
3,025.3 |
3,087.2 |
|
S3 |
2,955.3 |
2,992.7 |
3,080.8 |
|
S4 |
2,885.3 |
2,922.7 |
3,061.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,199.0 |
3,063.0 |
136.0 |
4.3% |
46.0 |
1.4% |
99% |
True |
False |
762,800 |
10 |
3,199.0 |
3,009.0 |
190.0 |
5.9% |
43.7 |
1.4% |
99% |
True |
False |
776,955 |
20 |
3,213.0 |
2,973.0 |
240.0 |
7.5% |
49.0 |
1.5% |
94% |
False |
False |
1,010,146 |
40 |
3,291.0 |
2,973.0 |
318.0 |
9.9% |
46.9 |
1.5% |
71% |
False |
False |
936,322 |
60 |
3,322.0 |
2,973.0 |
349.0 |
10.9% |
42.3 |
1.3% |
64% |
False |
False |
818,365 |
80 |
3,322.0 |
2,973.0 |
349.0 |
10.9% |
39.2 |
1.2% |
64% |
False |
False |
615,929 |
100 |
3,322.0 |
2,973.0 |
349.0 |
10.9% |
39.7 |
1.2% |
64% |
False |
False |
493,080 |
120 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
39.1 |
1.2% |
70% |
False |
False |
410,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,403.0 |
2.618 |
3,324.7 |
1.618 |
3,276.7 |
1.000 |
3,247.0 |
0.618 |
3,228.7 |
HIGH |
3,199.0 |
0.618 |
3,180.7 |
0.500 |
3,175.0 |
0.382 |
3,169.3 |
LOW |
3,151.0 |
0.618 |
3,121.3 |
1.000 |
3,103.0 |
1.618 |
3,073.3 |
2.618 |
3,025.3 |
4.250 |
2,947.0 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,190.3 |
3,178.7 |
PP |
3,182.7 |
3,159.3 |
S1 |
3,175.0 |
3,140.0 |
|