Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,980.25 |
1,987.00 |
6.75 |
0.3% |
1,948.25 |
High |
1,991.50 |
1,994.50 |
3.00 |
0.2% |
1,984.00 |
Low |
1,980.25 |
1,984.50 |
4.25 |
0.2% |
1,948.25 |
Close |
1,987.00 |
1,990.75 |
3.75 |
0.2% |
1,980.00 |
Range |
11.25 |
10.00 |
-1.25 |
-11.1% |
35.75 |
ATR |
16.44 |
15.98 |
-0.46 |
-2.8% |
0.00 |
Volume |
3,557 |
7,791 |
4,234 |
119.0% |
31,525 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.00 |
2,015.25 |
1,996.25 |
|
R3 |
2,010.00 |
2,005.25 |
1,993.50 |
|
R2 |
2,000.00 |
2,000.00 |
1,992.50 |
|
R1 |
1,995.25 |
1,995.25 |
1,991.75 |
1,997.50 |
PP |
1,990.00 |
1,990.00 |
1,990.00 |
1,991.00 |
S1 |
1,985.25 |
1,985.25 |
1,989.75 |
1,987.50 |
S2 |
1,980.00 |
1,980.00 |
1,989.00 |
|
S3 |
1,970.00 |
1,975.25 |
1,988.00 |
|
S4 |
1,960.00 |
1,965.25 |
1,985.25 |
|
|
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 |
1,994.50 |
1,965.50 |
29.00 |
1.5% |
11.00 |
0.5% |
87% |
True |
False |
4,889 |
10 |
1,994.50 |
1,923.50 |
71.00 |
3.6% |
13.00 |
0.6% |
95% |
True |
False |
5,150 |
20 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
18.50 |
0.9% |
97% |
True |
False |
5,024 |
40 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
16.50 |
0.8% |
97% |
True |
False |
3,774 |
60 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
15.00 |
0.8% |
97% |
True |
False |
2,858 |
80 |
1,994.50 |
1,840.00 |
154.50 |
7.8% |
14.50 |
0.7% |
98% |
True |
False |
2,182 |
100 |
1,994.50 |
1,790.00 |
204.50 |
10.3% |
15.25 |
0.8% |
98% |
True |
False |
1,779 |
120 |
1,994.50 |
1,790.00 |
204.50 |
10.3% |
14.75 |
0.7% |
98% |
True |
False |
1,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,037.00 |
2.618 |
2,020.75 |
1.618 |
2,010.75 |
1.000 |
2,004.50 |
0.618 |
2,000.75 |
HIGH |
1,994.50 |
0.618 |
1,990.75 |
0.500 |
1,989.50 |
0.382 |
1,988.25 |
LOW |
1,984.50 |
0.618 |
1,978.25 |
1.000 |
1,974.50 |
1.618 |
1,968.25 |
2.618 |
1,958.25 |
4.250 |
1,942.00 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,990.25 |
1,988.50 |
PP |
1,990.00 |
1,986.25 |
S1 |
1,989.50 |
1,984.00 |
|