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 |
9,564.0 |
9,490.0 |
-74.0 |
-0.8% |
9,403.0 |
High |
9,568.0 |
9,518.0 |
-50.0 |
-0.5% |
9,601.0 |
Low |
9,414.5 |
9,368.0 |
-46.5 |
-0.5% |
9,368.0 |
Close |
9,453.0 |
9,440.5 |
-12.5 |
-0.1% |
9,440.5 |
Range |
153.5 |
150.0 |
-3.5 |
-2.3% |
233.0 |
ATR |
145.3 |
145.7 |
0.3 |
0.2% |
0.0 |
Volume |
95,543 |
46,045 |
-49,498 |
-51.8% |
417,817 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,892.2 |
9,816.3 |
9,523.0 |
|
R3 |
9,742.2 |
9,666.3 |
9,481.8 |
|
R2 |
9,592.2 |
9,592.2 |
9,468.0 |
|
R1 |
9,516.3 |
9,516.3 |
9,454.3 |
9,479.3 |
PP |
9,442.2 |
9,442.2 |
9,442.2 |
9,423.6 |
S1 |
9,366.3 |
9,366.3 |
9,426.8 |
9,329.3 |
S2 |
9,292.2 |
9,292.2 |
9,413.0 |
|
S3 |
9,142.2 |
9,216.3 |
9,399.3 |
|
S4 |
8,992.2 |
9,066.3 |
9,358.0 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,168.8 |
10,037.7 |
9,568.7 |
|
R3 |
9,935.8 |
9,804.7 |
9,504.6 |
|
R2 |
9,702.8 |
9,702.8 |
9,483.2 |
|
R1 |
9,571.7 |
9,571.7 |
9,461.9 |
9,637.3 |
PP |
9,469.8 |
9,469.8 |
9,469.8 |
9,502.6 |
S1 |
9,338.7 |
9,338.7 |
9,419.1 |
9,404.3 |
S2 |
9,236.8 |
9,236.8 |
9,397.8 |
|
S3 |
9,003.8 |
9,105.7 |
9,376.4 |
|
S4 |
8,770.8 |
8,872.7 |
9,312.4 |
|
|
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 |
9,368.0 |
233.0 |
2.5% |
124.5 |
1.3% |
31% |
False |
True |
83,563 |
10 |
9,601.0 |
9,191.5 |
409.5 |
4.3% |
114.1 |
1.2% |
61% |
False |
False |
82,943 |
20 |
9,601.0 |
8,903.0 |
698.0 |
7.4% |
137.0 |
1.5% |
77% |
False |
False |
101,237 |
40 |
10,020.5 |
8,903.0 |
1,117.5 |
11.8% |
139.8 |
1.5% |
48% |
False |
False |
103,587 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.2% |
121.0 |
1.3% |
47% |
False |
False |
87,079 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.2% |
112.3 |
1.2% |
47% |
False |
False |
65,488 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.2% |
118.1 |
1.3% |
47% |
False |
False |
52,442 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.2% |
118.8 |
1.3% |
47% |
False |
False |
43,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,155.5 |
2.618 |
9,910.7 |
1.618 |
9,760.7 |
1.000 |
9,668.0 |
0.618 |
9,610.7 |
HIGH |
9,518.0 |
0.618 |
9,460.7 |
0.500 |
9,443.0 |
0.382 |
9,425.3 |
LOW |
9,368.0 |
0.618 |
9,275.3 |
1.000 |
9,218.0 |
1.618 |
9,125.3 |
2.618 |
8,975.3 |
4.250 |
8,730.5 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,443.0 |
9,484.5 |
PP |
9,442.2 |
9,469.8 |
S1 |
9,441.3 |
9,455.2 |
|