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 |
1,283.7 |
1,290.4 |
6.7 |
0.5% |
1,280.8 |
High |
1,297.6 |
1,292.5 |
-5.1 |
-0.4% |
1,297.6 |
Low |
1,283.0 |
1,284.1 |
1.1 |
0.1% |
1,275.0 |
Close |
1,290.4 |
1,287.4 |
-3.0 |
-0.2% |
1,287.4 |
Range |
14.6 |
8.4 |
-6.2 |
-42.5% |
22.6 |
ATR |
13.4 |
13.0 |
-0.4 |
-2.7% |
0.0 |
Volume |
110,166 |
76,388 |
-33,778 |
-30.7% |
411,356 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,308.7 |
1,292.0 |
|
R3 |
1,304.8 |
1,300.3 |
1,289.7 |
|
R2 |
1,296.4 |
1,296.4 |
1,288.9 |
|
R1 |
1,291.9 |
1,291.9 |
1,288.2 |
1,290.0 |
PP |
1,288.0 |
1,288.0 |
1,288.0 |
1,287.0 |
S1 |
1,283.5 |
1,283.5 |
1,286.6 |
1,281.6 |
S2 |
1,279.6 |
1,279.6 |
1,285.9 |
|
S3 |
1,271.2 |
1,275.1 |
1,285.1 |
|
S4 |
1,262.8 |
1,266.7 |
1,282.8 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.5 |
1,343.5 |
1,299.8 |
|
R3 |
1,331.9 |
1,320.9 |
1,293.6 |
|
R2 |
1,309.3 |
1,309.3 |
1,291.5 |
|
R1 |
1,298.3 |
1,298.3 |
1,289.5 |
1,303.8 |
PP |
1,286.7 |
1,286.7 |
1,286.7 |
1,289.4 |
S1 |
1,275.7 |
1,275.7 |
1,285.3 |
1,281.2 |
S2 |
1,264.1 |
1,264.1 |
1,283.3 |
|
S3 |
1,241.5 |
1,253.1 |
1,281.2 |
|
S4 |
1,218.9 |
1,230.5 |
1,275.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.6 |
1,275.0 |
22.6 |
1.8% |
10.6 |
0.8% |
55% |
False |
False |
82,271 |
10 |
1,304.9 |
1,273.4 |
31.5 |
2.4% |
10.9 |
0.8% |
44% |
False |
False |
88,608 |
20 |
1,324.3 |
1,273.4 |
50.9 |
4.0% |
12.5 |
1.0% |
28% |
False |
False |
102,300 |
40 |
1,347.5 |
1,273.4 |
74.1 |
5.8% |
14.0 |
1.1% |
19% |
False |
False |
76,000 |
60 |
1,347.5 |
1,247.0 |
100.5 |
7.8% |
13.9 |
1.1% |
40% |
False |
False |
51,819 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.4 |
1.0% |
43% |
False |
False |
39,552 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.0 |
1.1% |
43% |
False |
False |
32,007 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.2 |
1.1% |
31% |
False |
False |
26,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.2 |
2.618 |
1,314.5 |
1.618 |
1,306.1 |
1.000 |
1,300.9 |
0.618 |
1,297.7 |
HIGH |
1,292.5 |
0.618 |
1,289.3 |
0.500 |
1,288.3 |
0.382 |
1,287.3 |
LOW |
1,284.1 |
0.618 |
1,278.9 |
1.000 |
1,275.7 |
1.618 |
1,270.5 |
2.618 |
1,262.1 |
4.250 |
1,248.4 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,288.3 |
1,289.3 |
PP |
1,288.0 |
1,288.6 |
S1 |
1,287.7 |
1,288.0 |
|