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 |
3,140.0 |
3,176.0 |
36.0 |
1.1% |
3,060.0 |
High |
3,185.0 |
3,190.0 |
5.0 |
0.2% |
3,112.0 |
Low |
3,140.0 |
3,169.0 |
29.0 |
0.9% |
3,050.0 |
Close |
3,184.0 |
3,181.0 |
-3.0 |
-0.1% |
3,087.0 |
Range |
45.0 |
21.0 |
-24.0 |
-53.3% |
62.0 |
ATR |
46.6 |
44.8 |
-1.8 |
-3.9% |
0.0 |
Volume |
53,584 |
28,904 |
-24,680 |
-46.1% |
106,999 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,243.0 |
3,233.0 |
3,192.6 |
|
R3 |
3,222.0 |
3,212.0 |
3,186.8 |
|
R2 |
3,201.0 |
3,201.0 |
3,184.9 |
|
R1 |
3,191.0 |
3,191.0 |
3,182.9 |
3,196.0 |
PP |
3,180.0 |
3,180.0 |
3,180.0 |
3,182.5 |
S1 |
3,170.0 |
3,170.0 |
3,179.1 |
3,175.0 |
S2 |
3,159.0 |
3,159.0 |
3,177.2 |
|
S3 |
3,138.0 |
3,149.0 |
3,175.2 |
|
S4 |
3,117.0 |
3,128.0 |
3,169.5 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,269.0 |
3,240.0 |
3,121.1 |
|
R3 |
3,207.0 |
3,178.0 |
3,104.1 |
|
R2 |
3,145.0 |
3,145.0 |
3,098.4 |
|
R1 |
3,116.0 |
3,116.0 |
3,092.7 |
3,130.5 |
PP |
3,083.0 |
3,083.0 |
3,083.0 |
3,090.3 |
S1 |
3,054.0 |
3,054.0 |
3,081.3 |
3,068.5 |
S2 |
3,021.0 |
3,021.0 |
3,075.6 |
|
S3 |
2,959.0 |
2,992.0 |
3,070.0 |
|
S4 |
2,897.0 |
2,930.0 |
3,052.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,190.0 |
3,067.0 |
123.0 |
3.9% |
38.8 |
1.2% |
93% |
True |
False |
18,342 |
10 |
3,190.0 |
2,997.0 |
193.0 |
6.1% |
37.8 |
1.2% |
95% |
True |
False |
19,489 |
20 |
3,190.0 |
2,960.0 |
230.0 |
7.2% |
43.0 |
1.4% |
96% |
True |
False |
15,526 |
40 |
3,277.0 |
2,960.0 |
317.0 |
10.0% |
41.4 |
1.3% |
70% |
False |
False |
8,227 |
60 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
36.6 |
1.2% |
64% |
False |
False |
5,789 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
32.7 |
1.0% |
64% |
False |
False |
4,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,279.3 |
2.618 |
3,245.0 |
1.618 |
3,224.0 |
1.000 |
3,211.0 |
0.618 |
3,203.0 |
HIGH |
3,190.0 |
0.618 |
3,182.0 |
0.500 |
3,179.5 |
0.382 |
3,177.0 |
LOW |
3,169.0 |
0.618 |
3,156.0 |
1.000 |
3,148.0 |
1.618 |
3,135.0 |
2.618 |
3,114.0 |
4.250 |
3,079.8 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,180.5 |
3,170.8 |
PP |
3,180.0 |
3,160.7 |
S1 |
3,179.5 |
3,150.5 |
|