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 |
1,996.75 |
1,999.25 |
2.50 |
0.1% |
1,990.00 |
High |
1,999.00 |
2,003.75 |
4.75 |
0.2% |
2,003.75 |
Low |
1,987.50 |
1,992.25 |
4.75 |
0.2% |
1,987.50 |
Close |
1,996.75 |
2,001.50 |
4.75 |
0.2% |
2,001.50 |
Range |
11.50 |
11.50 |
0.00 |
0.0% |
16.25 |
ATR |
15.43 |
15.15 |
-0.28 |
-1.8% |
0.00 |
Volume |
1,088,971 |
1,042,385 |
-46,586 |
-4.3% |
4,623,804 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.75 |
2,029.00 |
2,007.75 |
|
R3 |
2,022.25 |
2,017.50 |
2,004.75 |
|
R2 |
2,010.75 |
2,010.75 |
2,003.50 |
|
R1 |
2,006.00 |
2,006.00 |
2,002.50 |
2,008.50 |
PP |
1,999.25 |
1,999.25 |
1,999.25 |
2,000.25 |
S1 |
1,994.50 |
1,994.50 |
2,000.50 |
1,997.00 |
S2 |
1,987.75 |
1,987.75 |
1,999.50 |
|
S3 |
1,976.25 |
1,983.00 |
1,998.25 |
|
S4 |
1,964.75 |
1,971.50 |
1,995.25 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.25 |
2,040.25 |
2,010.50 |
|
R3 |
2,030.00 |
2,024.00 |
2,006.00 |
|
R2 |
2,013.75 |
2,013.75 |
2,004.50 |
|
R1 |
2,007.75 |
2,007.75 |
2,003.00 |
2,010.75 |
PP |
1,997.50 |
1,997.50 |
1,997.50 |
1,999.00 |
S1 |
1,991.50 |
1,991.50 |
2,000.00 |
1,994.50 |
S2 |
1,981.25 |
1,981.25 |
1,998.50 |
|
S3 |
1,965.00 |
1,975.25 |
1,997.00 |
|
S4 |
1,948.75 |
1,959.00 |
1,992.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,003.75 |
1,987.50 |
16.25 |
0.8% |
10.25 |
0.5% |
86% |
True |
False |
924,760 |
10 |
2,003.75 |
1,955.75 |
48.00 |
2.4% |
11.00 |
0.6% |
95% |
True |
False |
939,883 |
20 |
2,003.75 |
1,890.25 |
113.50 |
5.7% |
16.50 |
0.8% |
98% |
True |
False |
1,250,967 |
40 |
2,003.75 |
1,890.25 |
113.50 |
5.7% |
16.75 |
0.8% |
98% |
True |
False |
1,447,039 |
60 |
2,003.75 |
1,890.25 |
113.50 |
5.7% |
15.50 |
0.8% |
98% |
True |
False |
1,330,129 |
80 |
2,003.75 |
1,851.75 |
152.00 |
7.6% |
15.25 |
0.8% |
99% |
True |
False |
999,738 |
100 |
2,003.75 |
1,796.50 |
207.25 |
10.4% |
16.00 |
0.8% |
99% |
True |
False |
800,421 |
120 |
2,003.75 |
1,796.50 |
207.25 |
10.4% |
16.75 |
0.8% |
99% |
True |
False |
667,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,052.50 |
2.618 |
2,033.75 |
1.618 |
2,022.25 |
1.000 |
2,015.25 |
0.618 |
2,010.75 |
HIGH |
2,003.75 |
0.618 |
1,999.25 |
0.500 |
1,998.00 |
0.382 |
1,996.75 |
LOW |
1,992.25 |
0.618 |
1,985.25 |
1.000 |
1,980.75 |
1.618 |
1,973.75 |
2.618 |
1,962.25 |
4.250 |
1,943.50 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
2,000.25 |
1,999.50 |
PP |
1,999.25 |
1,997.50 |
S1 |
1,998.00 |
1,995.50 |
|