Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,280.8 |
1,277.4 |
-3.4 |
-0.3% |
1,304.2 |
High |
1,281.6 |
1,291.9 |
10.3 |
0.8% |
1,304.9 |
Low |
1,275.0 |
1,275.7 |
0.7 |
0.1% |
1,273.4 |
Close |
1,278.9 |
1,285.2 |
6.3 |
0.5% |
1,280.2 |
Range |
6.6 |
16.2 |
9.6 |
145.5% |
31.5 |
ATR |
13.6 |
13.8 |
0.2 |
1.4% |
0.0 |
Volume |
53,712 |
103,850 |
50,138 |
93.3% |
474,728 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.9 |
1,325.2 |
1,294.1 |
|
R3 |
1,316.7 |
1,309.0 |
1,289.7 |
|
R2 |
1,300.5 |
1,300.5 |
1,288.2 |
|
R1 |
1,292.8 |
1,292.8 |
1,286.7 |
1,296.7 |
PP |
1,284.3 |
1,284.3 |
1,284.3 |
1,286.2 |
S1 |
1,276.6 |
1,276.6 |
1,283.7 |
1,280.5 |
S2 |
1,268.1 |
1,268.1 |
1,282.2 |
|
S3 |
1,251.9 |
1,260.4 |
1,280.7 |
|
S4 |
1,235.7 |
1,244.2 |
1,276.3 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.7 |
1,361.9 |
1,297.5 |
|
R3 |
1,349.2 |
1,330.4 |
1,288.9 |
|
R2 |
1,317.7 |
1,317.7 |
1,286.0 |
|
R1 |
1,298.9 |
1,298.9 |
1,283.1 |
1,292.6 |
PP |
1,286.2 |
1,286.2 |
1,286.2 |
1,283.0 |
S1 |
1,267.4 |
1,267.4 |
1,277.3 |
1,261.1 |
S2 |
1,254.7 |
1,254.7 |
1,274.4 |
|
S3 |
1,223.2 |
1,235.9 |
1,271.5 |
|
S4 |
1,191.7 |
1,204.4 |
1,262.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.3 |
1,273.4 |
25.9 |
2.0% |
12.3 |
1.0% |
46% |
False |
False |
95,589 |
10 |
1,321.8 |
1,273.4 |
48.4 |
3.8% |
12.4 |
1.0% |
24% |
False |
False |
102,628 |
20 |
1,324.3 |
1,273.4 |
50.9 |
4.0% |
13.3 |
1.0% |
23% |
False |
False |
110,571 |
40 |
1,347.5 |
1,273.4 |
74.1 |
5.8% |
14.2 |
1.1% |
16% |
False |
False |
70,082 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.8 |
1.1% |
41% |
False |
False |
47,641 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.7 |
1.1% |
41% |
False |
False |
36,526 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.1 |
1.1% |
41% |
False |
False |
29,526 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.4 |
1.1% |
29% |
False |
False |
24,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.8 |
2.618 |
1,334.3 |
1.618 |
1,318.1 |
1.000 |
1,308.1 |
0.618 |
1,301.9 |
HIGH |
1,291.9 |
0.618 |
1,285.7 |
0.500 |
1,283.8 |
0.382 |
1,281.9 |
LOW |
1,275.7 |
0.618 |
1,265.7 |
1.000 |
1,259.5 |
1.618 |
1,249.5 |
2.618 |
1,233.3 |
4.250 |
1,206.9 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,284.7 |
1,284.6 |
PP |
1,284.3 |
1,283.9 |
S1 |
1,283.8 |
1,283.3 |
|