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 |
9,462.0 |
9,587.0 |
125.0 |
1.3% |
9,222.0 |
High |
9,593.0 |
9,601.0 |
8.0 |
0.1% |
9,415.5 |
Low |
9,443.0 |
9,545.0 |
102.0 |
1.1% |
9,191.5 |
Close |
9,591.5 |
9,570.0 |
-21.5 |
-0.2% |
9,347.5 |
Range |
150.0 |
56.0 |
-94.0 |
-62.7% |
224.0 |
ATR |
151.4 |
144.5 |
-6.8 |
-4.5% |
0.0 |
Volume |
65,301 |
122,284 |
56,983 |
87.3% |
411,614 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,740.0 |
9,711.0 |
9,600.8 |
|
R3 |
9,684.0 |
9,655.0 |
9,585.4 |
|
R2 |
9,628.0 |
9,628.0 |
9,580.3 |
|
R1 |
9,599.0 |
9,599.0 |
9,575.1 |
9,585.5 |
PP |
9,572.0 |
9,572.0 |
9,572.0 |
9,565.3 |
S1 |
9,543.0 |
9,543.0 |
9,564.9 |
9,529.5 |
S2 |
9,516.0 |
9,516.0 |
9,559.7 |
|
S3 |
9,460.0 |
9,487.0 |
9,554.6 |
|
S4 |
9,404.0 |
9,431.0 |
9,539.2 |
|
|
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 |
9,601.0 |
9,276.5 |
324.5 |
3.4% |
115.5 |
1.2% |
90% |
True |
False |
89,441 |
10 |
9,601.0 |
9,042.5 |
558.5 |
5.8% |
124.6 |
1.3% |
94% |
True |
False |
90,089 |
20 |
9,607.5 |
8,903.0 |
704.5 |
7.4% |
146.7 |
1.5% |
95% |
False |
False |
109,244 |
40 |
10,044.0 |
8,903.0 |
1,141.0 |
11.9% |
136.7 |
1.4% |
58% |
False |
False |
102,898 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
119.1 |
1.2% |
58% |
False |
False |
84,797 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
111.9 |
1.2% |
58% |
False |
False |
63,732 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
117.6 |
1.2% |
58% |
False |
False |
51,030 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.0% |
119.0 |
1.2% |
58% |
False |
False |
42,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,839.0 |
2.618 |
9,747.6 |
1.618 |
9,691.6 |
1.000 |
9,657.0 |
0.618 |
9,635.6 |
HIGH |
9,601.0 |
0.618 |
9,579.6 |
0.500 |
9,573.0 |
0.382 |
9,566.4 |
LOW |
9,545.0 |
0.618 |
9,510.4 |
1.000 |
9,489.0 |
1.618 |
9,454.4 |
2.618 |
9,398.4 |
4.250 |
9,307.0 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,573.0 |
9,547.3 |
PP |
9,572.0 |
9,524.5 |
S1 |
9,571.0 |
9,501.8 |
|