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 |
9,587.0 |
9,564.0 |
-23.0 |
-0.2% |
9,222.0 |
High |
9,601.0 |
9,568.0 |
-33.0 |
-0.3% |
9,415.5 |
Low |
9,545.0 |
9,414.5 |
-130.5 |
-1.4% |
9,191.5 |
Close |
9,570.0 |
9,453.0 |
-117.0 |
-1.2% |
9,347.5 |
Range |
56.0 |
153.5 |
97.5 |
174.1% |
224.0 |
ATR |
144.5 |
145.3 |
0.8 |
0.5% |
0.0 |
Volume |
122,284 |
95,543 |
-26,741 |
-21.9% |
411,614 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,939.0 |
9,849.5 |
9,537.4 |
|
R3 |
9,785.5 |
9,696.0 |
9,495.2 |
|
R2 |
9,632.0 |
9,632.0 |
9,481.1 |
|
R1 |
9,542.5 |
9,542.5 |
9,467.1 |
9,510.5 |
PP |
9,478.5 |
9,478.5 |
9,478.5 |
9,462.5 |
S1 |
9,389.0 |
9,389.0 |
9,438.9 |
9,357.0 |
S2 |
9,325.0 |
9,325.0 |
9,424.9 |
|
S3 |
9,171.5 |
9,235.5 |
9,410.8 |
|
S4 |
9,018.0 |
9,082.0 |
9,368.6 |
|
|
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 |
9,288.0 |
313.0 |
3.3% |
120.0 |
1.3% |
53% |
False |
False |
88,113 |
10 |
9,601.0 |
9,042.5 |
558.5 |
5.9% |
127.5 |
1.3% |
74% |
False |
False |
86,224 |
20 |
9,601.0 |
8,903.0 |
698.0 |
7.4% |
142.4 |
1.5% |
79% |
False |
False |
105,617 |
40 |
10,044.0 |
8,903.0 |
1,141.0 |
12.1% |
139.4 |
1.5% |
48% |
False |
False |
103,089 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.2% |
120.5 |
1.3% |
48% |
False |
False |
86,350 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.2% |
112.1 |
1.2% |
48% |
False |
False |
64,917 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.2% |
118.3 |
1.3% |
48% |
False |
False |
51,985 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.2% |
118.7 |
1.3% |
48% |
False |
False |
43,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,220.4 |
2.618 |
9,969.9 |
1.618 |
9,816.4 |
1.000 |
9,721.5 |
0.618 |
9,662.9 |
HIGH |
9,568.0 |
0.618 |
9,509.4 |
0.500 |
9,491.3 |
0.382 |
9,473.1 |
LOW |
9,414.5 |
0.618 |
9,319.6 |
1.000 |
9,261.0 |
1.618 |
9,166.1 |
2.618 |
9,012.6 |
4.250 |
8,762.1 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,491.3 |
9,507.8 |
PP |
9,478.5 |
9,489.5 |
S1 |
9,465.8 |
9,471.3 |
|