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 |
1,994.50 |
1,999.25 |
4.75 |
0.2% |
1,955.75 |
High |
2,002.75 |
2,000.50 |
-2.25 |
-0.1% |
1,992.00 |
Low |
1,992.25 |
1,993.50 |
1.25 |
0.1% |
1,955.75 |
Close |
1,998.50 |
1,997.00 |
-1.50 |
-0.1% |
1,987.75 |
Range |
10.50 |
7.00 |
-3.50 |
-33.3% |
36.25 |
ATR |
16.41 |
15.74 |
-0.67 |
-4.1% |
0.00 |
Volume |
878,014 |
761,368 |
-116,646 |
-13.3% |
4,775,033 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.00 |
2,014.50 |
2,000.75 |
|
R3 |
2,011.00 |
2,007.50 |
1,999.00 |
|
R2 |
2,004.00 |
2,004.00 |
1,998.25 |
|
R1 |
2,000.50 |
2,000.50 |
1,997.75 |
1,998.75 |
PP |
1,997.00 |
1,997.00 |
1,997.00 |
1,996.00 |
S1 |
1,993.50 |
1,993.50 |
1,996.25 |
1,991.75 |
S2 |
1,990.00 |
1,990.00 |
1,995.75 |
|
S3 |
1,983.00 |
1,986.50 |
1,995.00 |
|
S4 |
1,976.00 |
1,979.50 |
1,993.25 |
|
|
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 |
1,980.75 |
22.00 |
1.1% |
10.00 |
0.5% |
74% |
False |
False |
889,975 |
10 |
2,002.75 |
1,937.25 |
65.50 |
3.3% |
12.50 |
0.6% |
91% |
False |
False |
1,004,808 |
20 |
2,002.75 |
1,890.25 |
112.50 |
5.6% |
18.50 |
0.9% |
95% |
False |
False |
1,427,335 |
40 |
2,002.75 |
1,890.25 |
112.50 |
5.6% |
16.75 |
0.8% |
95% |
False |
False |
1,437,933 |
60 |
2,002.75 |
1,890.25 |
112.50 |
5.6% |
15.75 |
0.8% |
95% |
False |
False |
1,295,433 |
80 |
2,002.75 |
1,847.25 |
155.50 |
7.8% |
15.50 |
0.8% |
96% |
False |
False |
973,150 |
100 |
2,002.75 |
1,796.50 |
206.25 |
10.3% |
16.25 |
0.8% |
97% |
False |
False |
779,179 |
120 |
2,002.75 |
1,796.50 |
206.25 |
10.3% |
16.75 |
0.8% |
97% |
False |
False |
649,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.25 |
2.618 |
2,018.75 |
1.618 |
2,011.75 |
1.000 |
2,007.50 |
0.618 |
2,004.75 |
HIGH |
2,000.50 |
0.618 |
1,997.75 |
0.500 |
1,997.00 |
0.382 |
1,996.25 |
LOW |
1,993.50 |
0.618 |
1,989.25 |
1.000 |
1,986.50 |
1.618 |
1,982.25 |
2.618 |
1,975.25 |
4.250 |
1,963.75 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,997.00 |
1,996.50 |
PP |
1,997.00 |
1,996.25 |
S1 |
1,997.00 |
1,995.75 |
|