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 |
5,620.0 |
5,616.0 |
-4.0 |
-0.1% |
5,527.0 |
High |
5,633.0 |
5,616.0 |
-17.0 |
-0.3% |
5,647.0 |
Low |
5,607.0 |
5,592.0 |
-15.0 |
-0.3% |
5,509.0 |
Close |
5,629.0 |
5,609.0 |
-20.0 |
-0.4% |
5,609.0 |
Range |
26.0 |
24.0 |
-2.0 |
-7.7% |
138.0 |
ATR |
40.0 |
39.8 |
-0.2 |
-0.5% |
0.0 |
Volume |
20,206 |
17,751 |
-2,455 |
-12.1% |
114,603 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,677.7 |
5,667.3 |
5,622.2 |
|
R3 |
5,653.7 |
5,643.3 |
5,615.6 |
|
R2 |
5,629.7 |
5,629.7 |
5,613.4 |
|
R1 |
5,619.3 |
5,619.3 |
5,611.2 |
5,612.5 |
PP |
5,605.7 |
5,605.7 |
5,605.7 |
5,602.3 |
S1 |
5,595.3 |
5,595.3 |
5,606.8 |
5,588.5 |
S2 |
5,581.7 |
5,581.7 |
5,604.6 |
|
S3 |
5,557.7 |
5,571.3 |
5,602.4 |
|
S4 |
5,533.7 |
5,547.3 |
5,595.8 |
|
|
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 |
5,633.0 |
5,586.0 |
47.0 |
0.8% |
24.8 |
0.4% |
49% |
False |
False |
17,423 |
10 |
5,647.0 |
5,499.0 |
148.0 |
2.6% |
30.3 |
0.5% |
74% |
False |
False |
20,566 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
35.9 |
0.6% |
87% |
False |
False |
23,713 |
40 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
35.2 |
0.6% |
87% |
False |
False |
22,292 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
37.1 |
0.7% |
88% |
False |
False |
24,647 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
32.2 |
0.6% |
88% |
False |
False |
18,505 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
27.6 |
0.5% |
88% |
False |
False |
14,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,718.0 |
2.618 |
5,678.8 |
1.618 |
5,654.8 |
1.000 |
5,640.0 |
0.618 |
5,630.8 |
HIGH |
5,616.0 |
0.618 |
5,606.8 |
0.500 |
5,604.0 |
0.382 |
5,601.2 |
LOW |
5,592.0 |
0.618 |
5,577.2 |
1.000 |
5,568.0 |
1.618 |
5,553.2 |
2.618 |
5,529.2 |
4.250 |
5,490.0 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,607.3 |
5,610.0 |
PP |
5,605.7 |
5,609.7 |
S1 |
5,604.0 |
5,609.3 |
|