Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,982.00 |
1,980.25 |
-1.75 |
-0.1% |
1,948.25 |
High |
1,983.50 |
1,991.50 |
8.00 |
0.4% |
1,984.00 |
Low |
1,973.75 |
1,980.25 |
6.50 |
0.3% |
1,948.25 |
Close |
1,980.00 |
1,987.00 |
7.00 |
0.4% |
1,980.00 |
Range |
9.75 |
11.25 |
1.50 |
15.4% |
35.75 |
ATR |
16.82 |
16.44 |
-0.38 |
-2.3% |
0.00 |
Volume |
2,750 |
3,557 |
807 |
29.3% |
31,525 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.00 |
2,014.75 |
1,993.25 |
|
R3 |
2,008.75 |
2,003.50 |
1,990.00 |
|
R2 |
1,997.50 |
1,997.50 |
1,989.00 |
|
R1 |
1,992.25 |
1,992.25 |
1,988.00 |
1,995.00 |
PP |
1,986.25 |
1,986.25 |
1,986.25 |
1,987.50 |
S1 |
1,981.00 |
1,981.00 |
1,986.00 |
1,983.50 |
S2 |
1,975.00 |
1,975.00 |
1,985.00 |
|
S3 |
1,963.75 |
1,969.75 |
1,984.00 |
|
S4 |
1,952.50 |
1,958.50 |
1,980.75 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,078.00 |
2,064.75 |
1,999.75 |
|
R3 |
2,042.25 |
2,029.00 |
1,989.75 |
|
R2 |
2,006.50 |
2,006.50 |
1,986.50 |
|
R1 |
1,993.25 |
1,993.25 |
1,983.25 |
2,000.00 |
PP |
1,970.75 |
1,970.75 |
1,970.75 |
1,974.00 |
S1 |
1,957.50 |
1,957.50 |
1,976.75 |
1,964.00 |
S2 |
1,935.00 |
1,935.00 |
1,973.50 |
|
S3 |
1,899.25 |
1,921.75 |
1,970.25 |
|
S4 |
1,863.50 |
1,886.00 |
1,960.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,991.50 |
1,960.75 |
30.75 |
1.5% |
11.00 |
0.6% |
85% |
True |
False |
4,276 |
10 |
1,991.50 |
1,915.75 |
75.75 |
3.8% |
13.50 |
0.7% |
94% |
True |
False |
4,988 |
20 |
1,991.50 |
1,882.75 |
108.75 |
5.5% |
18.75 |
0.9% |
96% |
True |
False |
4,810 |
40 |
1,991.50 |
1,882.75 |
108.75 |
5.5% |
16.50 |
0.8% |
96% |
True |
False |
3,663 |
60 |
1,991.50 |
1,882.75 |
108.75 |
5.5% |
15.00 |
0.8% |
96% |
True |
False |
2,729 |
80 |
1,991.50 |
1,840.00 |
151.50 |
7.6% |
14.50 |
0.7% |
97% |
True |
False |
2,104 |
100 |
1,991.50 |
1,790.00 |
201.50 |
10.1% |
15.00 |
0.8% |
98% |
True |
False |
1,702 |
120 |
1,991.50 |
1,790.00 |
201.50 |
10.1% |
14.75 |
0.7% |
98% |
True |
False |
1,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.25 |
2.618 |
2,021.00 |
1.618 |
2,009.75 |
1.000 |
2,002.75 |
0.618 |
1,998.50 |
HIGH |
1,991.50 |
0.618 |
1,987.25 |
0.500 |
1,986.00 |
0.382 |
1,984.50 |
LOW |
1,980.25 |
0.618 |
1,973.25 |
1.000 |
1,969.00 |
1.618 |
1,962.00 |
2.618 |
1,950.75 |
4.250 |
1,932.50 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,986.50 |
1,985.50 |
PP |
1,986.25 |
1,983.75 |
S1 |
1,986.00 |
1,982.25 |
|