Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4,073.50 |
4,071.50 |
-2.00 |
0.0% |
3,991.00 |
High |
4,077.00 |
4,076.25 |
-0.75 |
0.0% |
4,061.00 |
Low |
4,063.50 |
4,054.50 |
-9.00 |
-0.2% |
3,991.00 |
Close |
4,072.75 |
4,069.75 |
-3.00 |
-0.1% |
4,054.75 |
Range |
13.50 |
21.75 |
8.25 |
61.1% |
70.00 |
ATR |
33.57 |
32.73 |
-0.84 |
-2.5% |
0.00 |
Volume |
128,378 |
166,452 |
38,074 |
29.7% |
830,603 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,132.00 |
4,122.75 |
4,081.75 |
|
R3 |
4,110.25 |
4,101.00 |
4,075.75 |
|
R2 |
4,088.50 |
4,088.50 |
4,073.75 |
|
R1 |
4,079.25 |
4,079.25 |
4,071.75 |
4,073.00 |
PP |
4,066.75 |
4,066.75 |
4,066.75 |
4,063.75 |
S1 |
4,057.50 |
4,057.50 |
4,067.75 |
4,051.25 |
S2 |
4,045.00 |
4,045.00 |
4,065.75 |
|
S3 |
4,023.25 |
4,035.75 |
4,063.75 |
|
S4 |
4,001.50 |
4,014.00 |
4,057.75 |
|
|
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 |
4,036.50 |
42.00 |
1.0% |
19.00 |
0.5% |
79% |
False |
False |
164,482 |
10 |
4,078.50 |
3,947.25 |
131.25 |
3.2% |
23.00 |
0.6% |
93% |
False |
False |
180,396 |
20 |
4,078.50 |
3,826.50 |
252.00 |
6.2% |
35.00 |
0.9% |
97% |
False |
False |
229,429 |
40 |
4,078.50 |
3,826.50 |
252.00 |
6.2% |
38.75 |
0.9% |
97% |
False |
False |
238,498 |
60 |
4,078.50 |
3,726.75 |
351.75 |
8.6% |
36.00 |
0.9% |
98% |
False |
False |
212,271 |
80 |
4,078.50 |
3,500.00 |
578.50 |
14.2% |
36.25 |
0.9% |
98% |
False |
False |
159,456 |
100 |
4,078.50 |
3,404.00 |
674.50 |
16.6% |
38.75 |
1.0% |
99% |
False |
False |
127,576 |
120 |
4,078.50 |
3,404.00 |
674.50 |
16.6% |
41.00 |
1.0% |
99% |
False |
False |
106,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,168.75 |
2.618 |
4,133.25 |
1.618 |
4,111.50 |
1.000 |
4,098.00 |
0.618 |
4,089.75 |
HIGH |
4,076.25 |
0.618 |
4,068.00 |
0.500 |
4,065.50 |
0.382 |
4,062.75 |
LOW |
4,054.50 |
0.618 |
4,041.00 |
1.000 |
4,032.75 |
1.618 |
4,019.25 |
2.618 |
3,997.50 |
4.250 |
3,962.00 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,068.25 |
4,068.50 |
PP |
4,066.75 |
4,067.00 |
S1 |
4,065.50 |
4,065.75 |
|