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 |
3,152.0 |
3,193.0 |
41.0 |
1.3% |
3,073.0 |
High |
3,199.0 |
3,204.0 |
5.0 |
0.2% |
3,128.0 |
Low |
3,151.0 |
3,182.0 |
31.0 |
1.0% |
3,058.0 |
Close |
3,198.0 |
3,194.0 |
-4.0 |
-0.1% |
3,100.0 |
Range |
48.0 |
22.0 |
-26.0 |
-54.2% |
70.0 |
ATR |
50.3 |
48.3 |
-2.0 |
-4.0% |
0.0 |
Volume |
689,857 |
1,037,931 |
348,074 |
50.5% |
3,604,864 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,259.3 |
3,248.7 |
3,206.1 |
|
R3 |
3,237.3 |
3,226.7 |
3,200.1 |
|
R2 |
3,215.3 |
3,215.3 |
3,198.0 |
|
R1 |
3,204.7 |
3,204.7 |
3,196.0 |
3,210.0 |
PP |
3,193.3 |
3,193.3 |
3,193.3 |
3,196.0 |
S1 |
3,182.7 |
3,182.7 |
3,192.0 |
3,188.0 |
S2 |
3,171.3 |
3,171.3 |
3,190.0 |
|
S3 |
3,149.3 |
3,160.7 |
3,188.0 |
|
S4 |
3,127.3 |
3,138.7 |
3,181.9 |
|
|
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 |
3,204.0 |
3,074.0 |
130.0 |
4.1% |
44.0 |
1.4% |
92% |
True |
False |
827,897 |
10 |
3,204.0 |
3,009.0 |
195.0 |
6.1% |
42.7 |
1.3% |
95% |
True |
False |
795,521 |
20 |
3,204.0 |
2,973.0 |
231.0 |
7.2% |
47.6 |
1.5% |
96% |
True |
False |
982,328 |
40 |
3,291.0 |
2,973.0 |
318.0 |
10.0% |
46.7 |
1.5% |
69% |
False |
False |
947,836 |
60 |
3,322.0 |
2,973.0 |
349.0 |
10.9% |
42.4 |
1.3% |
63% |
False |
False |
835,434 |
80 |
3,322.0 |
2,973.0 |
349.0 |
10.9% |
38.9 |
1.2% |
63% |
False |
False |
628,898 |
100 |
3,322.0 |
2,973.0 |
349.0 |
10.9% |
39.5 |
1.2% |
63% |
False |
False |
503,458 |
120 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
39.2 |
1.2% |
69% |
False |
False |
419,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,297.5 |
2.618 |
3,261.6 |
1.618 |
3,239.6 |
1.000 |
3,226.0 |
0.618 |
3,217.6 |
HIGH |
3,204.0 |
0.618 |
3,195.6 |
0.500 |
3,193.0 |
0.382 |
3,190.4 |
LOW |
3,182.0 |
0.618 |
3,168.4 |
1.000 |
3,160.0 |
1.618 |
3,146.4 |
2.618 |
3,124.4 |
4.250 |
3,088.5 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,193.7 |
3,182.7 |
PP |
3,193.3 |
3,171.3 |
S1 |
3,193.0 |
3,160.0 |
|