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 |
5,607.0 |
5,620.0 |
13.0 |
0.2% |
5,527.0 |
High |
5,614.0 |
5,633.0 |
19.0 |
0.3% |
5,647.0 |
Low |
5,587.0 |
5,607.0 |
20.0 |
0.4% |
5,509.0 |
Close |
5,596.0 |
5,629.0 |
33.0 |
0.6% |
5,609.0 |
Range |
27.0 |
26.0 |
-1.0 |
-3.7% |
138.0 |
ATR |
40.2 |
40.0 |
-0.2 |
-0.6% |
0.0 |
Volume |
15,209 |
20,206 |
4,997 |
32.9% |
114,603 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,701.0 |
5,691.0 |
5,643.3 |
|
R3 |
5,675.0 |
5,665.0 |
5,636.2 |
|
R2 |
5,649.0 |
5,649.0 |
5,633.8 |
|
R1 |
5,639.0 |
5,639.0 |
5,631.4 |
5,644.0 |
PP |
5,623.0 |
5,623.0 |
5,623.0 |
5,625.5 |
S1 |
5,613.0 |
5,613.0 |
5,626.6 |
5,618.0 |
S2 |
5,597.0 |
5,597.0 |
5,624.2 |
|
S3 |
5,571.0 |
5,587.0 |
5,621.9 |
|
S4 |
5,545.0 |
5,561.0 |
5,614.7 |
|
|
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 |
5,586.0 |
61.0 |
1.1% |
29.8 |
0.5% |
70% |
False |
False |
19,480 |
10 |
5,647.0 |
5,462.0 |
185.0 |
3.3% |
31.9 |
0.6% |
90% |
False |
False |
21,571 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
36.1 |
0.6% |
94% |
False |
False |
24,127 |
40 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
35.6 |
0.6% |
94% |
False |
False |
22,466 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
37.2 |
0.7% |
94% |
False |
False |
24,357 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
32.3 |
0.6% |
94% |
False |
False |
18,284 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
27.4 |
0.5% |
94% |
False |
False |
14,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,743.5 |
2.618 |
5,701.1 |
1.618 |
5,675.1 |
1.000 |
5,659.0 |
0.618 |
5,649.1 |
HIGH |
5,633.0 |
0.618 |
5,623.1 |
0.500 |
5,620.0 |
0.382 |
5,616.9 |
LOW |
5,607.0 |
0.618 |
5,590.9 |
1.000 |
5,581.0 |
1.618 |
5,564.9 |
2.618 |
5,538.9 |
4.250 |
5,496.5 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,626.0 |
5,622.5 |
PP |
5,623.0 |
5,616.0 |
S1 |
5,620.0 |
5,609.5 |
|