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 |
1,989.75 |
1,990.00 |
0.25 |
0.0% |
1,955.75 |
High |
1,991.50 |
1,999.75 |
8.25 |
0.4% |
1,992.00 |
Low |
1,981.50 |
1,988.75 |
7.25 |
0.4% |
1,955.75 |
Close |
1,987.75 |
1,995.00 |
7.25 |
0.4% |
1,987.75 |
Range |
10.00 |
11.00 |
1.00 |
10.0% |
36.25 |
ATR |
17.24 |
16.86 |
-0.37 |
-2.2% |
0.00 |
Volume |
1,115,885 |
853,066 |
-262,819 |
-23.6% |
4,775,033 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.50 |
2,022.25 |
2,001.00 |
|
R3 |
2,016.50 |
2,011.25 |
1,998.00 |
|
R2 |
2,005.50 |
2,005.50 |
1,997.00 |
|
R1 |
2,000.25 |
2,000.25 |
1,996.00 |
2,003.00 |
PP |
1,994.50 |
1,994.50 |
1,994.50 |
1,995.75 |
S1 |
1,989.25 |
1,989.25 |
1,994.00 |
1,992.00 |
S2 |
1,983.50 |
1,983.50 |
1,993.00 |
|
S3 |
1,972.50 |
1,978.25 |
1,992.00 |
|
S4 |
1,961.50 |
1,967.25 |
1,989.00 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,087.25 |
2,073.75 |
2,007.75 |
|
R3 |
2,051.00 |
2,037.50 |
1,997.75 |
|
R2 |
2,014.75 |
2,014.75 |
1,994.50 |
|
R1 |
2,001.25 |
2,001.25 |
1,991.00 |
2,008.00 |
PP |
1,978.50 |
1,978.50 |
1,978.50 |
1,982.00 |
S1 |
1,965.00 |
1,965.00 |
1,984.50 |
1,971.75 |
S2 |
1,942.25 |
1,942.25 |
1,981.00 |
|
S3 |
1,906.00 |
1,928.75 |
1,977.75 |
|
S4 |
1,869.75 |
1,892.50 |
1,967.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,999.75 |
1,968.25 |
31.50 |
1.6% |
11.25 |
0.6% |
85% |
True |
False |
947,526 |
10 |
1,999.75 |
1,923.50 |
76.25 |
3.8% |
13.75 |
0.7% |
94% |
True |
False |
1,076,297 |
20 |
1,999.75 |
1,890.25 |
109.50 |
5.5% |
19.50 |
1.0% |
96% |
True |
False |
1,509,269 |
40 |
1,999.75 |
1,890.25 |
109.50 |
5.5% |
17.00 |
0.9% |
96% |
True |
False |
1,462,236 |
60 |
1,999.75 |
1,890.25 |
109.50 |
5.5% |
15.75 |
0.8% |
96% |
True |
False |
1,268,577 |
80 |
1,999.75 |
1,847.25 |
152.50 |
7.6% |
15.50 |
0.8% |
97% |
True |
False |
952,730 |
100 |
1,999.75 |
1,796.50 |
203.25 |
10.2% |
16.50 |
0.8% |
98% |
True |
False |
762,833 |
120 |
1,999.75 |
1,796.50 |
203.25 |
10.2% |
16.75 |
0.8% |
98% |
True |
False |
635,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,046.50 |
2.618 |
2,028.50 |
1.618 |
2,017.50 |
1.000 |
2,010.75 |
0.618 |
2,006.50 |
HIGH |
1,999.75 |
0.618 |
1,995.50 |
0.500 |
1,994.25 |
0.382 |
1,993.00 |
LOW |
1,988.75 |
0.618 |
1,982.00 |
1.000 |
1,977.75 |
1.618 |
1,971.00 |
2.618 |
1,960.00 |
4.250 |
1,942.00 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,994.75 |
1,993.50 |
PP |
1,994.50 |
1,991.75 |
S1 |
1,994.25 |
1,990.25 |
|