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 |
4,071.50 |
4,075.50 |
4.00 |
0.1% |
4,057.50 |
High |
4,076.25 |
4,086.00 |
9.75 |
0.2% |
4,086.00 |
Low |
4,054.50 |
4,062.00 |
7.50 |
0.2% |
4,054.50 |
Close |
4,069.75 |
4,082.00 |
12.25 |
0.3% |
4,082.00 |
Range |
21.75 |
24.00 |
2.25 |
10.3% |
31.50 |
ATR |
32.73 |
32.11 |
-0.62 |
-1.9% |
0.00 |
Volume |
166,452 |
167,836 |
1,384 |
0.8% |
778,576 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,148.75 |
4,139.25 |
4,095.25 |
|
R3 |
4,124.75 |
4,115.25 |
4,088.50 |
|
R2 |
4,100.75 |
4,100.75 |
4,086.50 |
|
R1 |
4,091.25 |
4,091.25 |
4,084.25 |
4,096.00 |
PP |
4,076.75 |
4,076.75 |
4,076.75 |
4,079.00 |
S1 |
4,067.25 |
4,067.25 |
4,079.75 |
4,072.00 |
S2 |
4,052.75 |
4,052.75 |
4,077.50 |
|
S3 |
4,028.75 |
4,043.25 |
4,075.50 |
|
S4 |
4,004.75 |
4,019.25 |
4,068.75 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,168.75 |
4,156.75 |
4,099.25 |
|
R3 |
4,137.25 |
4,125.25 |
4,090.75 |
|
R2 |
4,105.75 |
4,105.75 |
4,087.75 |
|
R1 |
4,093.75 |
4,093.75 |
4,085.00 |
4,099.75 |
PP |
4,074.25 |
4,074.25 |
4,074.25 |
4,077.00 |
S1 |
4,062.25 |
4,062.25 |
4,079.00 |
4,068.25 |
S2 |
4,042.75 |
4,042.75 |
4,076.25 |
|
S3 |
4,011.25 |
4,030.75 |
4,073.25 |
|
S4 |
3,979.75 |
3,999.25 |
4,064.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,086.00 |
4,054.50 |
31.50 |
0.8% |
19.00 |
0.5% |
87% |
True |
False |
155,715 |
10 |
4,086.00 |
3,991.00 |
95.00 |
2.3% |
20.75 |
0.5% |
96% |
True |
False |
160,917 |
20 |
4,086.00 |
3,826.50 |
259.50 |
6.4% |
33.75 |
0.8% |
98% |
True |
False |
214,695 |
40 |
4,086.00 |
3,826.50 |
259.50 |
6.4% |
38.50 |
0.9% |
98% |
True |
False |
239,659 |
60 |
4,086.00 |
3,744.75 |
341.25 |
8.4% |
35.75 |
0.9% |
99% |
True |
False |
214,993 |
80 |
4,086.00 |
3,509.00 |
577.00 |
14.1% |
36.00 |
0.9% |
99% |
True |
False |
161,553 |
100 |
4,086.00 |
3,404.00 |
682.00 |
16.7% |
38.75 |
0.9% |
99% |
True |
False |
129,253 |
120 |
4,086.00 |
3,404.00 |
682.00 |
16.7% |
41.00 |
1.0% |
99% |
True |
False |
107,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,188.00 |
2.618 |
4,148.75 |
1.618 |
4,124.75 |
1.000 |
4,110.00 |
0.618 |
4,100.75 |
HIGH |
4,086.00 |
0.618 |
4,076.75 |
0.500 |
4,074.00 |
0.382 |
4,071.25 |
LOW |
4,062.00 |
0.618 |
4,047.25 |
1.000 |
4,038.00 |
1.618 |
4,023.25 |
2.618 |
3,999.25 |
4.250 |
3,960.00 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,079.25 |
4,078.00 |
PP |
4,076.75 |
4,074.25 |
S1 |
4,074.00 |
4,070.25 |
|