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 |
4,047.75 |
4,057.50 |
9.75 |
0.2% |
3,991.00 |
High |
4,061.00 |
4,078.50 |
17.50 |
0.4% |
4,061.00 |
Low |
4,036.50 |
4,056.75 |
20.25 |
0.5% |
3,991.00 |
Close |
4,054.75 |
4,063.50 |
8.75 |
0.2% |
4,054.75 |
Range |
24.50 |
21.75 |
-2.75 |
-11.2% |
70.00 |
ATR |
37.74 |
36.74 |
-1.00 |
-2.6% |
0.00 |
Volume |
211,674 |
168,702 |
-42,972 |
-20.3% |
830,603 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,131.50 |
4,119.25 |
4,075.50 |
|
R3 |
4,109.75 |
4,097.50 |
4,069.50 |
|
R2 |
4,088.00 |
4,088.00 |
4,067.50 |
|
R1 |
4,075.75 |
4,075.75 |
4,065.50 |
4,082.00 |
PP |
4,066.25 |
4,066.25 |
4,066.25 |
4,069.25 |
S1 |
4,054.00 |
4,054.00 |
4,061.50 |
4,060.00 |
S2 |
4,044.50 |
4,044.50 |
4,059.50 |
|
S3 |
4,022.75 |
4,032.25 |
4,057.50 |
|
S4 |
4,001.00 |
4,010.50 |
4,051.50 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,245.50 |
4,220.25 |
4,093.25 |
|
R3 |
4,175.50 |
4,150.25 |
4,074.00 |
|
R2 |
4,105.50 |
4,105.50 |
4,067.50 |
|
R1 |
4,080.25 |
4,080.25 |
4,061.25 |
4,093.00 |
PP |
4,035.50 |
4,035.50 |
4,035.50 |
4,042.00 |
S1 |
4,010.25 |
4,010.25 |
4,048.25 |
4,023.00 |
S2 |
3,965.50 |
3,965.50 |
4,042.00 |
|
S3 |
3,895.50 |
3,940.25 |
4,035.50 |
|
S4 |
3,825.50 |
3,870.25 |
4,016.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,078.50 |
4,015.75 |
62.75 |
1.5% |
21.00 |
0.5% |
76% |
True |
False |
167,991 |
10 |
4,078.50 |
3,883.25 |
195.25 |
4.8% |
29.75 |
0.7% |
92% |
True |
False |
196,079 |
20 |
4,078.50 |
3,826.50 |
252.00 |
6.2% |
40.00 |
1.0% |
94% |
True |
False |
253,246 |
40 |
4,078.50 |
3,826.50 |
252.00 |
6.2% |
39.50 |
1.0% |
94% |
True |
False |
239,962 |
60 |
4,078.50 |
3,700.25 |
378.25 |
9.3% |
36.75 |
0.9% |
96% |
True |
False |
204,964 |
80 |
4,078.50 |
3,500.00 |
578.50 |
14.2% |
37.25 |
0.9% |
97% |
True |
False |
153,932 |
100 |
4,078.50 |
3,404.00 |
674.50 |
16.6% |
40.75 |
1.0% |
98% |
True |
False |
123,158 |
120 |
4,078.50 |
3,404.00 |
674.50 |
16.6% |
41.25 |
1.0% |
98% |
True |
False |
102,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,171.00 |
2.618 |
4,135.50 |
1.618 |
4,113.75 |
1.000 |
4,100.25 |
0.618 |
4,092.00 |
HIGH |
4,078.50 |
0.618 |
4,070.25 |
0.500 |
4,067.50 |
0.382 |
4,065.00 |
LOW |
4,056.75 |
0.618 |
4,043.25 |
1.000 |
4,035.00 |
1.618 |
4,021.50 |
2.618 |
3,999.75 |
4.250 |
3,964.25 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,067.50 |
4,061.00 |
PP |
4,066.25 |
4,058.25 |
S1 |
4,065.00 |
4,055.50 |
|