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 |
9,403.0 |
9,462.0 |
59.0 |
0.6% |
9,222.0 |
High |
9,515.5 |
9,593.0 |
77.5 |
0.8% |
9,415.5 |
Low |
9,402.5 |
9,443.0 |
40.5 |
0.4% |
9,191.5 |
Close |
9,498.5 |
9,591.5 |
93.0 |
1.0% |
9,347.5 |
Range |
113.0 |
150.0 |
37.0 |
32.7% |
224.0 |
ATR |
151.5 |
151.4 |
-0.1 |
-0.1% |
0.0 |
Volume |
88,644 |
65,301 |
-23,343 |
-26.3% |
411,614 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,992.5 |
9,942.0 |
9,674.0 |
|
R3 |
9,842.5 |
9,792.0 |
9,632.8 |
|
R2 |
9,692.5 |
9,692.5 |
9,619.0 |
|
R1 |
9,642.0 |
9,642.0 |
9,605.3 |
9,667.3 |
PP |
9,542.5 |
9,542.5 |
9,542.5 |
9,555.1 |
S1 |
9,492.0 |
9,492.0 |
9,577.8 |
9,517.3 |
S2 |
9,392.5 |
9,392.5 |
9,564.0 |
|
S3 |
9,242.5 |
9,342.0 |
9,550.3 |
|
S4 |
9,092.5 |
9,192.0 |
9,509.0 |
|
|
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 |
9,593.0 |
9,245.5 |
347.5 |
3.6% |
123.6 |
1.3% |
100% |
True |
False |
82,091 |
10 |
9,593.0 |
9,042.5 |
550.5 |
5.7% |
130.7 |
1.4% |
100% |
True |
False |
87,509 |
20 |
9,710.0 |
8,903.0 |
807.0 |
8.4% |
150.7 |
1.6% |
85% |
False |
False |
111,257 |
40 |
10,044.0 |
8,903.0 |
1,141.0 |
11.9% |
137.7 |
1.4% |
60% |
False |
False |
101,416 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
119.3 |
1.2% |
60% |
False |
False |
82,766 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
113.0 |
1.2% |
60% |
False |
False |
62,205 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
118.0 |
1.2% |
60% |
False |
False |
49,808 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
119.0 |
1.2% |
60% |
False |
False |
41,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,230.5 |
2.618 |
9,985.7 |
1.618 |
9,835.7 |
1.000 |
9,743.0 |
0.618 |
9,685.7 |
HIGH |
9,593.0 |
0.618 |
9,535.7 |
0.500 |
9,518.0 |
0.382 |
9,500.3 |
LOW |
9,443.0 |
0.618 |
9,350.3 |
1.000 |
9,293.0 |
1.618 |
9,200.3 |
2.618 |
9,050.3 |
4.250 |
8,805.5 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,567.0 |
9,541.2 |
PP |
9,542.5 |
9,490.8 |
S1 |
9,518.0 |
9,440.5 |
|