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 |
1,987.00 |
1,990.75 |
3.75 |
0.2% |
1,948.25 |
High |
1,994.50 |
1,992.50 |
-2.00 |
-0.1% |
1,984.00 |
Low |
1,984.50 |
1,985.75 |
1.25 |
0.1% |
1,948.25 |
Close |
1,990.75 |
1,989.25 |
-1.50 |
-0.1% |
1,980.00 |
Range |
10.00 |
6.75 |
-3.25 |
-32.5% |
35.75 |
ATR |
15.98 |
15.32 |
-0.66 |
-4.1% |
0.00 |
Volume |
7,791 |
3,995 |
-3,796 |
-48.7% |
31,525 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.50 |
2,006.00 |
1,993.00 |
|
R3 |
2,002.75 |
1,999.25 |
1,991.00 |
|
R2 |
1,996.00 |
1,996.00 |
1,990.50 |
|
R1 |
1,992.50 |
1,992.50 |
1,989.75 |
1,991.00 |
PP |
1,989.25 |
1,989.25 |
1,989.25 |
1,988.25 |
S1 |
1,985.75 |
1,985.75 |
1,988.75 |
1,984.00 |
S2 |
1,982.50 |
1,982.50 |
1,988.00 |
|
S3 |
1,975.75 |
1,979.00 |
1,987.50 |
|
S4 |
1,969.00 |
1,972.25 |
1,985.50 |
|
|
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 |
1,973.00 |
21.50 |
1.1% |
9.75 |
0.5% |
76% |
False |
False |
5,246 |
10 |
1,994.50 |
1,929.50 |
65.00 |
3.3% |
12.00 |
0.6% |
92% |
False |
False |
5,315 |
20 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
18.00 |
0.9% |
95% |
False |
False |
5,109 |
40 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
16.25 |
0.8% |
95% |
False |
False |
3,847 |
60 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
15.00 |
0.8% |
95% |
False |
False |
2,915 |
80 |
1,994.50 |
1,840.00 |
154.50 |
7.8% |
14.50 |
0.7% |
97% |
False |
False |
2,230 |
100 |
1,994.50 |
1,790.00 |
204.50 |
10.3% |
15.00 |
0.7% |
97% |
False |
False |
1,819 |
120 |
1,994.50 |
1,790.00 |
204.50 |
10.3% |
14.75 |
0.7% |
97% |
False |
False |
1,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.25 |
2.618 |
2,010.25 |
1.618 |
2,003.50 |
1.000 |
1,999.25 |
0.618 |
1,996.75 |
HIGH |
1,992.50 |
0.618 |
1,990.00 |
0.500 |
1,989.00 |
0.382 |
1,988.25 |
LOW |
1,985.75 |
0.618 |
1,981.50 |
1.000 |
1,979.00 |
1.618 |
1,974.75 |
2.618 |
1,968.00 |
4.250 |
1,957.00 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,989.25 |
1,988.50 |
PP |
1,989.25 |
1,988.00 |
S1 |
1,989.00 |
1,987.50 |
|