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 |
3,193.0 |
3,190.0 |
-3.0 |
-0.1% |
3,073.0 |
High |
3,204.0 |
3,192.0 |
-12.0 |
-0.4% |
3,128.0 |
Low |
3,182.0 |
3,153.0 |
-29.0 |
-0.9% |
3,058.0 |
Close |
3,194.0 |
3,162.0 |
-32.0 |
-1.0% |
3,100.0 |
Range |
22.0 |
39.0 |
17.0 |
77.3% |
70.0 |
ATR |
48.3 |
47.8 |
-0.5 |
-1.1% |
0.0 |
Volume |
1,037,931 |
981,983 |
-55,948 |
-5.4% |
3,604,864 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,286.0 |
3,263.0 |
3,183.5 |
|
R3 |
3,247.0 |
3,224.0 |
3,172.7 |
|
R2 |
3,208.0 |
3,208.0 |
3,169.2 |
|
R1 |
3,185.0 |
3,185.0 |
3,165.6 |
3,177.0 |
PP |
3,169.0 |
3,169.0 |
3,169.0 |
3,165.0 |
S1 |
3,146.0 |
3,146.0 |
3,158.4 |
3,138.0 |
S2 |
3,130.0 |
3,130.0 |
3,154.9 |
|
S3 |
3,091.0 |
3,107.0 |
3,151.3 |
|
S4 |
3,052.0 |
3,068.0 |
3,140.6 |
|
|
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 |
3,204.0 |
3,081.0 |
123.0 |
3.9% |
41.6 |
1.3% |
66% |
False |
False |
849,355 |
10 |
3,204.0 |
3,009.0 |
195.0 |
6.2% |
42.3 |
1.3% |
78% |
False |
False |
782,801 |
20 |
3,204.0 |
2,973.0 |
231.0 |
7.3% |
45.6 |
1.4% |
82% |
False |
False |
949,747 |
40 |
3,291.0 |
2,973.0 |
318.0 |
10.1% |
47.1 |
1.5% |
59% |
False |
False |
951,858 |
60 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
42.6 |
1.3% |
54% |
False |
False |
850,359 |
80 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
39.0 |
1.2% |
54% |
False |
False |
641,169 |
100 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
39.6 |
1.3% |
54% |
False |
False |
513,276 |
120 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
39.1 |
1.2% |
61% |
False |
False |
427,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,357.8 |
2.618 |
3,294.1 |
1.618 |
3,255.1 |
1.000 |
3,231.0 |
0.618 |
3,216.1 |
HIGH |
3,192.0 |
0.618 |
3,177.1 |
0.500 |
3,172.5 |
0.382 |
3,167.9 |
LOW |
3,153.0 |
0.618 |
3,128.9 |
1.000 |
3,114.0 |
1.618 |
3,089.9 |
2.618 |
3,050.9 |
4.250 |
2,987.3 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,172.5 |
3,177.5 |
PP |
3,169.0 |
3,172.3 |
S1 |
3,165.5 |
3,167.2 |
|