Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,621.0 |
5,590.0 |
-31.0 |
-0.6% |
5,527.0 |
High |
5,627.0 |
5,612.0 |
-15.0 |
-0.3% |
5,647.0 |
Low |
5,606.0 |
5,586.0 |
-20.0 |
-0.4% |
5,509.0 |
Close |
5,609.0 |
5,600.0 |
-9.0 |
-0.2% |
5,609.0 |
Range |
21.0 |
26.0 |
5.0 |
23.8% |
138.0 |
ATR |
42.4 |
41.2 |
-1.2 |
-2.8% |
0.0 |
Volume |
14,594 |
19,357 |
4,763 |
32.6% |
114,603 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,677.3 |
5,664.7 |
5,614.3 |
|
R3 |
5,651.3 |
5,638.7 |
5,607.2 |
|
R2 |
5,625.3 |
5,625.3 |
5,604.8 |
|
R1 |
5,612.7 |
5,612.7 |
5,602.4 |
5,619.0 |
PP |
5,599.3 |
5,599.3 |
5,599.3 |
5,602.5 |
S1 |
5,586.7 |
5,586.7 |
5,597.6 |
5,593.0 |
S2 |
5,573.3 |
5,573.3 |
5,595.2 |
|
S3 |
5,547.3 |
5,560.7 |
5,592.9 |
|
S4 |
5,521.3 |
5,534.7 |
5,585.7 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,002.3 |
5,943.7 |
5,684.9 |
|
R3 |
5,864.3 |
5,805.7 |
5,647.0 |
|
R2 |
5,726.3 |
5,726.3 |
5,634.3 |
|
R1 |
5,667.7 |
5,667.7 |
5,621.7 |
5,697.0 |
PP |
5,588.3 |
5,588.3 |
5,588.3 |
5,603.0 |
S1 |
5,529.7 |
5,529.7 |
5,596.4 |
5,559.0 |
S2 |
5,450.3 |
5,450.3 |
5,583.7 |
|
S3 |
5,312.3 |
5,391.7 |
5,571.1 |
|
S4 |
5,174.3 |
5,253.7 |
5,533.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,647.0 |
5,543.0 |
104.0 |
1.9% |
35.4 |
0.6% |
55% |
False |
False |
23,685 |
10 |
5,647.0 |
5,406.0 |
241.0 |
4.3% |
36.9 |
0.7% |
80% |
False |
False |
23,605 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
37.6 |
0.7% |
83% |
False |
False |
24,245 |
40 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
36.9 |
0.7% |
85% |
False |
False |
22,997 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
37.6 |
0.7% |
85% |
False |
False |
23,774 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
32.2 |
0.6% |
85% |
False |
False |
17,843 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
26.8 |
0.5% |
85% |
False |
False |
14,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,722.5 |
2.618 |
5,680.1 |
1.618 |
5,654.1 |
1.000 |
5,638.0 |
0.618 |
5,628.1 |
HIGH |
5,612.0 |
0.618 |
5,602.1 |
0.500 |
5,599.0 |
0.382 |
5,595.9 |
LOW |
5,586.0 |
0.618 |
5,569.9 |
1.000 |
5,560.0 |
1.618 |
5,543.9 |
2.618 |
5,517.9 |
4.250 |
5,475.5 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,599.7 |
5,616.5 |
PP |
5,599.3 |
5,611.0 |
S1 |
5,599.0 |
5,605.5 |
|