Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,277.4 |
1,281.6 |
4.2 |
0.3% |
1,304.2 |
High |
1,291.9 |
1,288.2 |
-3.7 |
-0.3% |
1,304.9 |
Low |
1,275.7 |
1,280.9 |
5.2 |
0.4% |
1,273.4 |
Close |
1,285.2 |
1,283.4 |
-1.8 |
-0.1% |
1,280.2 |
Range |
16.2 |
7.3 |
-8.9 |
-54.9% |
31.5 |
ATR |
13.8 |
13.3 |
-0.5 |
-3.4% |
0.0 |
Volume |
103,850 |
67,240 |
-36,610 |
-35.3% |
474,728 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.1 |
1,302.0 |
1,287.4 |
|
R3 |
1,298.8 |
1,294.7 |
1,285.4 |
|
R2 |
1,291.5 |
1,291.5 |
1,284.7 |
|
R1 |
1,287.4 |
1,287.4 |
1,284.1 |
1,289.5 |
PP |
1,284.2 |
1,284.2 |
1,284.2 |
1,285.2 |
S1 |
1,280.1 |
1,280.1 |
1,282.7 |
1,282.2 |
S2 |
1,276.9 |
1,276.9 |
1,282.1 |
|
S3 |
1,269.6 |
1,272.8 |
1,281.4 |
|
S4 |
1,262.3 |
1,265.5 |
1,279.4 |
|
|
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 |
1,292.0 |
1,273.4 |
18.6 |
1.4% |
11.6 |
0.9% |
54% |
False |
False |
92,376 |
10 |
1,321.8 |
1,273.4 |
48.4 |
3.8% |
12.1 |
0.9% |
21% |
False |
False |
99,505 |
20 |
1,324.3 |
1,273.4 |
50.9 |
4.0% |
13.1 |
1.0% |
20% |
False |
False |
107,390 |
40 |
1,347.5 |
1,273.4 |
74.1 |
5.8% |
14.2 |
1.1% |
13% |
False |
False |
71,663 |
60 |
1,347.5 |
1,242.0 |
105.5 |
8.2% |
13.9 |
1.1% |
39% |
False |
False |
48,741 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.6 |
1.1% |
39% |
False |
False |
37,341 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.0 |
1.1% |
39% |
False |
False |
30,191 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.2 |
1.1% |
28% |
False |
False |
25,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.2 |
2.618 |
1,307.3 |
1.618 |
1,300.0 |
1.000 |
1,295.5 |
0.618 |
1,292.7 |
HIGH |
1,288.2 |
0.618 |
1,285.4 |
0.500 |
1,284.6 |
0.382 |
1,283.7 |
LOW |
1,280.9 |
0.618 |
1,276.4 |
1.000 |
1,273.6 |
1.618 |
1,269.1 |
2.618 |
1,261.8 |
4.250 |
1,249.9 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,284.6 |
1,283.5 |
PP |
1,284.2 |
1,283.4 |
S1 |
1,283.8 |
1,283.4 |
|