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 |
5,616.0 |
5,596.0 |
-20.0 |
-0.4% |
5,590.0 |
High |
5,616.0 |
5,617.0 |
1.0 |
0.0% |
5,633.0 |
Low |
5,592.0 |
5,593.0 |
1.0 |
0.0% |
5,586.0 |
Close |
5,609.0 |
5,615.0 |
6.0 |
0.1% |
5,615.0 |
Range |
24.0 |
24.0 |
0.0 |
0.0% |
47.0 |
ATR |
39.8 |
38.6 |
-1.1 |
-2.8% |
0.0 |
Volume |
17,751 |
20,313 |
2,562 |
14.4% |
92,836 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,680.3 |
5,671.7 |
5,628.2 |
|
R3 |
5,656.3 |
5,647.7 |
5,621.6 |
|
R2 |
5,632.3 |
5,632.3 |
5,619.4 |
|
R1 |
5,623.7 |
5,623.7 |
5,617.2 |
5,628.0 |
PP |
5,608.3 |
5,608.3 |
5,608.3 |
5,610.5 |
S1 |
5,599.7 |
5,599.7 |
5,612.8 |
5,604.0 |
S2 |
5,584.3 |
5,584.3 |
5,610.6 |
|
S3 |
5,560.3 |
5,575.7 |
5,608.4 |
|
S4 |
5,536.3 |
5,551.7 |
5,601.8 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,752.3 |
5,730.7 |
5,640.9 |
|
R3 |
5,705.3 |
5,683.7 |
5,627.9 |
|
R2 |
5,658.3 |
5,658.3 |
5,623.6 |
|
R1 |
5,636.7 |
5,636.7 |
5,619.3 |
5,647.5 |
PP |
5,611.3 |
5,611.3 |
5,611.3 |
5,616.8 |
S1 |
5,589.7 |
5,589.7 |
5,610.7 |
5,600.5 |
S2 |
5,564.3 |
5,564.3 |
5,606.4 |
|
S3 |
5,517.3 |
5,542.7 |
5,602.1 |
|
S4 |
5,470.3 |
5,495.7 |
5,589.2 |
|
|
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% |
25.4 |
0.5% |
62% |
False |
False |
18,567 |
10 |
5,647.0 |
5,509.0 |
138.0 |
2.5% |
30.3 |
0.5% |
77% |
False |
False |
20,743 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
34.7 |
0.6% |
89% |
False |
False |
23,274 |
40 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
35.4 |
0.6% |
89% |
False |
False |
22,355 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
36.9 |
0.7% |
90% |
False |
False |
24,984 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
32.5 |
0.6% |
90% |
False |
False |
18,758 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
27.8 |
0.5% |
90% |
False |
False |
15,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,719.0 |
2.618 |
5,679.8 |
1.618 |
5,655.8 |
1.000 |
5,641.0 |
0.618 |
5,631.8 |
HIGH |
5,617.0 |
0.618 |
5,607.8 |
0.500 |
5,605.0 |
0.382 |
5,602.2 |
LOW |
5,593.0 |
0.618 |
5,578.2 |
1.000 |
5,569.0 |
1.618 |
5,554.2 |
2.618 |
5,530.2 |
4.250 |
5,491.0 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,611.7 |
5,614.2 |
PP |
5,608.3 |
5,613.3 |
S1 |
5,605.0 |
5,612.5 |
|