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 |
1,990.00 |
1,994.50 |
4.50 |
0.2% |
1,955.75 |
High |
1,999.75 |
2,002.75 |
3.00 |
0.2% |
1,992.00 |
Low |
1,988.75 |
1,992.25 |
3.50 |
0.2% |
1,955.75 |
Close |
1,995.00 |
1,998.50 |
3.50 |
0.2% |
1,987.75 |
Range |
11.00 |
10.50 |
-0.50 |
-4.5% |
36.25 |
ATR |
16.86 |
16.41 |
-0.45 |
-2.7% |
0.00 |
Volume |
853,066 |
878,014 |
24,948 |
2.9% |
4,775,033 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,029.25 |
2,024.50 |
2,004.25 |
|
R3 |
2,018.75 |
2,014.00 |
2,001.50 |
|
R2 |
2,008.25 |
2,008.25 |
2,000.50 |
|
R1 |
2,003.50 |
2,003.50 |
1,999.50 |
2,006.00 |
PP |
1,997.75 |
1,997.75 |
1,997.75 |
1,999.00 |
S1 |
1,993.00 |
1,993.00 |
1,997.50 |
1,995.50 |
S2 |
1,987.25 |
1,987.25 |
1,996.50 |
|
S3 |
1,976.75 |
1,982.50 |
1,995.50 |
|
S4 |
1,966.25 |
1,972.00 |
1,992.75 |
|
|
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 |
2,002.75 |
1,973.00 |
29.75 |
1.5% |
11.25 |
0.6% |
86% |
True |
False |
949,452 |
10 |
2,002.75 |
1,930.75 |
72.00 |
3.6% |
13.25 |
0.7% |
94% |
True |
False |
1,040,676 |
20 |
2,002.75 |
1,890.25 |
112.50 |
5.6% |
19.00 |
1.0% |
96% |
True |
False |
1,477,715 |
40 |
2,002.75 |
1,890.25 |
112.50 |
5.6% |
17.00 |
0.9% |
96% |
True |
False |
1,455,290 |
60 |
2,002.75 |
1,890.25 |
112.50 |
5.6% |
15.75 |
0.8% |
96% |
True |
False |
1,283,040 |
80 |
2,002.75 |
1,847.25 |
155.50 |
7.8% |
15.50 |
0.8% |
97% |
True |
False |
963,680 |
100 |
2,002.75 |
1,796.50 |
206.25 |
10.3% |
16.50 |
0.8% |
98% |
True |
False |
771,581 |
120 |
2,002.75 |
1,796.50 |
206.25 |
10.3% |
16.75 |
0.8% |
98% |
True |
False |
643,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,047.50 |
2.618 |
2,030.25 |
1.618 |
2,019.75 |
1.000 |
2,013.25 |
0.618 |
2,009.25 |
HIGH |
2,002.75 |
0.618 |
1,998.75 |
0.500 |
1,997.50 |
0.382 |
1,996.25 |
LOW |
1,992.25 |
0.618 |
1,985.75 |
1.000 |
1,981.75 |
1.618 |
1,975.25 |
2.618 |
1,964.75 |
4.250 |
1,947.50 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,998.25 |
1,996.50 |
PP |
1,997.75 |
1,994.25 |
S1 |
1,997.50 |
1,992.00 |
|