Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3,190.0 |
3,173.0 |
-17.0 |
-0.5% |
3,116.0 |
High |
3,192.0 |
3,187.0 |
-5.0 |
-0.2% |
3,204.0 |
Low |
3,153.0 |
3,137.0 |
-16.0 |
-0.5% |
3,116.0 |
Close |
3,162.0 |
3,165.0 |
3.0 |
0.1% |
3,165.0 |
Range |
39.0 |
50.0 |
11.0 |
28.2% |
88.0 |
ATR |
47.8 |
47.9 |
0.2 |
0.3% |
0.0 |
Volume |
981,983 |
399,369 |
-582,614 |
-59.3% |
3,984,804 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,313.0 |
3,289.0 |
3,192.5 |
|
R3 |
3,263.0 |
3,239.0 |
3,178.8 |
|
R2 |
3,213.0 |
3,213.0 |
3,174.2 |
|
R1 |
3,189.0 |
3,189.0 |
3,169.6 |
3,176.0 |
PP |
3,163.0 |
3,163.0 |
3,163.0 |
3,156.5 |
S1 |
3,139.0 |
3,139.0 |
3,160.4 |
3,126.0 |
S2 |
3,113.0 |
3,113.0 |
3,155.8 |
|
S3 |
3,063.0 |
3,089.0 |
3,151.3 |
|
S4 |
3,013.0 |
3,039.0 |
3,137.5 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,425.7 |
3,383.3 |
3,213.4 |
|
R3 |
3,337.7 |
3,295.3 |
3,189.2 |
|
R2 |
3,249.7 |
3,249.7 |
3,181.1 |
|
R1 |
3,207.3 |
3,207.3 |
3,173.1 |
3,228.5 |
PP |
3,161.7 |
3,161.7 |
3,161.7 |
3,172.3 |
S1 |
3,119.3 |
3,119.3 |
3,156.9 |
3,140.5 |
S2 |
3,073.7 |
3,073.7 |
3,148.9 |
|
S3 |
2,985.7 |
3,031.3 |
3,140.8 |
|
S4 |
2,897.7 |
2,943.3 |
3,116.6 |
|
|
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 |
3,116.0 |
88.0 |
2.8% |
42.2 |
1.3% |
56% |
False |
False |
796,960 |
10 |
3,204.0 |
3,058.0 |
146.0 |
4.6% |
38.2 |
1.2% |
73% |
False |
False |
758,966 |
20 |
3,204.0 |
2,973.0 |
231.0 |
7.3% |
44.8 |
1.4% |
83% |
False |
False |
919,617 |
40 |
3,271.0 |
2,973.0 |
298.0 |
9.4% |
47.1 |
1.5% |
64% |
False |
False |
955,308 |
60 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
42.4 |
1.3% |
55% |
False |
False |
855,574 |
80 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
39.0 |
1.2% |
55% |
False |
False |
646,087 |
100 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
39.7 |
1.3% |
55% |
False |
False |
517,266 |
120 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
39.2 |
1.2% |
62% |
False |
False |
431,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,399.5 |
2.618 |
3,317.9 |
1.618 |
3,267.9 |
1.000 |
3,237.0 |
0.618 |
3,217.9 |
HIGH |
3,187.0 |
0.618 |
3,167.9 |
0.500 |
3,162.0 |
0.382 |
3,156.1 |
LOW |
3,137.0 |
0.618 |
3,106.1 |
1.000 |
3,087.0 |
1.618 |
3,056.1 |
2.618 |
3,006.1 |
4.250 |
2,924.5 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,164.0 |
3,170.5 |
PP |
3,163.0 |
3,168.7 |
S1 |
3,162.0 |
3,166.8 |
|