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 |
5,590.0 |
5,607.0 |
17.0 |
0.3% |
5,527.0 |
High |
5,612.0 |
5,614.0 |
2.0 |
0.0% |
5,647.0 |
Low |
5,586.0 |
5,587.0 |
1.0 |
0.0% |
5,509.0 |
Close |
5,600.0 |
5,596.0 |
-4.0 |
-0.1% |
5,609.0 |
Range |
26.0 |
27.0 |
1.0 |
3.8% |
138.0 |
ATR |
41.2 |
40.2 |
-1.0 |
-2.5% |
0.0 |
Volume |
19,357 |
15,209 |
-4,148 |
-21.4% |
114,603 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,680.0 |
5,665.0 |
5,610.9 |
|
R3 |
5,653.0 |
5,638.0 |
5,603.4 |
|
R2 |
5,626.0 |
5,626.0 |
5,601.0 |
|
R1 |
5,611.0 |
5,611.0 |
5,598.5 |
5,605.0 |
PP |
5,599.0 |
5,599.0 |
5,599.0 |
5,596.0 |
S1 |
5,584.0 |
5,584.0 |
5,593.5 |
5,578.0 |
S2 |
5,572.0 |
5,572.0 |
5,591.1 |
|
S3 |
5,545.0 |
5,557.0 |
5,588.6 |
|
S4 |
5,518.0 |
5,530.0 |
5,581.2 |
|
|
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 |
5,570.0 |
77.0 |
1.4% |
31.8 |
0.6% |
34% |
False |
False |
20,759 |
10 |
5,647.0 |
5,443.0 |
204.0 |
3.6% |
32.1 |
0.6% |
75% |
False |
False |
21,564 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
37.1 |
0.7% |
82% |
False |
False |
24,289 |
40 |
5,647.0 |
5,363.0 |
284.0 |
5.1% |
36.4 |
0.7% |
82% |
False |
False |
22,692 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
37.6 |
0.7% |
84% |
False |
False |
24,023 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
32.1 |
0.6% |
84% |
False |
False |
18,033 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
27.1 |
0.5% |
84% |
False |
False |
14,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,728.8 |
2.618 |
5,684.7 |
1.618 |
5,657.7 |
1.000 |
5,641.0 |
0.618 |
5,630.7 |
HIGH |
5,614.0 |
0.618 |
5,603.7 |
0.500 |
5,600.5 |
0.382 |
5,597.3 |
LOW |
5,587.0 |
0.618 |
5,570.3 |
1.000 |
5,560.0 |
1.618 |
5,543.3 |
2.618 |
5,516.3 |
4.250 |
5,472.3 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,600.5 |
5,606.5 |
PP |
5,599.0 |
5,603.0 |
S1 |
5,597.5 |
5,599.5 |
|