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 |
3,175.0 |
3,155.0 |
-20.0 |
-0.6% |
3,111.0 |
High |
3,175.0 |
3,171.0 |
-4.0 |
-0.1% |
3,190.0 |
Low |
3,139.0 |
3,125.0 |
-14.0 |
-0.4% |
3,111.0 |
Close |
3,149.0 |
3,151.0 |
2.0 |
0.1% |
3,151.0 |
Range |
36.0 |
46.0 |
10.0 |
27.8% |
79.0 |
ATR |
44.6 |
44.7 |
0.1 |
0.2% |
0.0 |
Volume |
34,372 |
7,296 |
-27,076 |
-78.8% |
125,270 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,287.0 |
3,265.0 |
3,176.3 |
|
R3 |
3,241.0 |
3,219.0 |
3,163.7 |
|
R2 |
3,195.0 |
3,195.0 |
3,159.4 |
|
R1 |
3,173.0 |
3,173.0 |
3,155.2 |
3,161.0 |
PP |
3,149.0 |
3,149.0 |
3,149.0 |
3,143.0 |
S1 |
3,127.0 |
3,127.0 |
3,146.8 |
3,115.0 |
S2 |
3,103.0 |
3,103.0 |
3,142.6 |
|
S3 |
3,057.0 |
3,081.0 |
3,138.4 |
|
S4 |
3,011.0 |
3,035.0 |
3,125.7 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,387.7 |
3,348.3 |
3,194.5 |
|
R3 |
3,308.7 |
3,269.3 |
3,172.7 |
|
R2 |
3,229.7 |
3,229.7 |
3,165.5 |
|
R1 |
3,190.3 |
3,190.3 |
3,158.2 |
3,210.0 |
PP |
3,150.7 |
3,150.7 |
3,150.7 |
3,160.5 |
S1 |
3,111.3 |
3,111.3 |
3,143.8 |
3,131.0 |
S2 |
3,071.7 |
3,071.7 |
3,136.5 |
|
S3 |
2,992.7 |
3,032.3 |
3,129.3 |
|
S4 |
2,913.7 |
2,953.3 |
3,107.6 |
|
|
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 |
3,111.0 |
79.0 |
2.5% |
38.0 |
1.2% |
51% |
False |
False |
25,054 |
10 |
3,190.0 |
3,050.0 |
140.0 |
4.4% |
33.5 |
1.1% |
72% |
False |
False |
23,226 |
20 |
3,190.0 |
2,960.0 |
230.0 |
7.3% |
40.1 |
1.3% |
83% |
False |
False |
17,125 |
40 |
3,251.0 |
2,960.0 |
291.0 |
9.2% |
42.1 |
1.3% |
66% |
False |
False |
9,261 |
60 |
3,306.0 |
2,960.0 |
346.0 |
11.0% |
36.7 |
1.2% |
55% |
False |
False |
6,471 |
80 |
3,306.0 |
2,960.0 |
346.0 |
11.0% |
33.0 |
1.0% |
55% |
False |
False |
5,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,366.5 |
2.618 |
3,291.4 |
1.618 |
3,245.4 |
1.000 |
3,217.0 |
0.618 |
3,199.4 |
HIGH |
3,171.0 |
0.618 |
3,153.4 |
0.500 |
3,148.0 |
0.382 |
3,142.6 |
LOW |
3,125.0 |
0.618 |
3,096.6 |
1.000 |
3,079.0 |
1.618 |
3,050.6 |
2.618 |
3,004.6 |
4.250 |
2,929.5 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,150.0 |
3,157.5 |
PP |
3,149.0 |
3,155.3 |
S1 |
3,148.0 |
3,153.2 |
|