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 |
9,388.5 |
9,403.0 |
14.5 |
0.2% |
9,222.0 |
High |
9,415.5 |
9,515.5 |
100.0 |
1.1% |
9,415.5 |
Low |
9,288.0 |
9,402.5 |
114.5 |
1.2% |
9,191.5 |
Close |
9,347.5 |
9,498.5 |
151.0 |
1.6% |
9,347.5 |
Range |
127.5 |
113.0 |
-14.5 |
-11.4% |
224.0 |
ATR |
150.2 |
151.5 |
1.3 |
0.8% |
0.0 |
Volume |
68,793 |
88,644 |
19,851 |
28.9% |
411,614 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,811.2 |
9,767.8 |
9,560.7 |
|
R3 |
9,698.2 |
9,654.8 |
9,529.6 |
|
R2 |
9,585.2 |
9,585.2 |
9,519.2 |
|
R1 |
9,541.8 |
9,541.8 |
9,508.9 |
9,563.5 |
PP |
9,472.2 |
9,472.2 |
9,472.2 |
9,483.0 |
S1 |
9,428.8 |
9,428.8 |
9,488.1 |
9,450.5 |
S2 |
9,359.2 |
9,359.2 |
9,477.8 |
|
S3 |
9,246.2 |
9,315.8 |
9,467.4 |
|
S4 |
9,133.2 |
9,202.8 |
9,436.4 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,990.2 |
9,892.8 |
9,470.7 |
|
R3 |
9,766.2 |
9,668.8 |
9,409.1 |
|
R2 |
9,542.2 |
9,542.2 |
9,388.6 |
|
R1 |
9,444.8 |
9,444.8 |
9,368.0 |
9,493.5 |
PP |
9,318.2 |
9,318.2 |
9,318.2 |
9,342.5 |
S1 |
9,220.8 |
9,220.8 |
9,327.0 |
9,269.5 |
S2 |
9,094.2 |
9,094.2 |
9,306.4 |
|
S3 |
8,870.2 |
8,996.8 |
9,285.9 |
|
S4 |
8,646.2 |
8,772.8 |
9,224.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,515.5 |
9,245.5 |
270.0 |
2.8% |
110.6 |
1.2% |
94% |
True |
False |
85,856 |
10 |
9,515.5 |
9,042.5 |
473.0 |
5.0% |
129.2 |
1.4% |
96% |
True |
False |
90,189 |
20 |
9,710.0 |
8,903.0 |
807.0 |
8.5% |
149.2 |
1.6% |
74% |
False |
False |
113,205 |
40 |
10,044.0 |
8,903.0 |
1,141.0 |
12.0% |
136.3 |
1.4% |
52% |
False |
False |
101,566 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.1% |
118.2 |
1.2% |
52% |
False |
False |
81,689 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.1% |
112.8 |
1.2% |
52% |
False |
False |
61,390 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.1% |
116.8 |
1.2% |
52% |
False |
False |
49,155 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.1% |
118.1 |
1.2% |
52% |
False |
False |
40,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,995.8 |
2.618 |
9,811.3 |
1.618 |
9,698.3 |
1.000 |
9,628.5 |
0.618 |
9,585.3 |
HIGH |
9,515.5 |
0.618 |
9,472.3 |
0.500 |
9,459.0 |
0.382 |
9,445.7 |
LOW |
9,402.5 |
0.618 |
9,332.7 |
1.000 |
9,289.5 |
1.618 |
9,219.7 |
2.618 |
9,106.7 |
4.250 |
8,922.3 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,485.3 |
9,464.3 |
PP |
9,472.2 |
9,430.2 |
S1 |
9,459.0 |
9,396.0 |
|