Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,990.75 |
1,988.25 |
-2.50 |
-0.1% |
1,948.25 |
High |
1,992.50 |
1,991.75 |
-0.75 |
0.0% |
1,984.00 |
Low |
1,985.75 |
1,979.50 |
-6.25 |
-0.3% |
1,948.25 |
Close |
1,989.25 |
1,988.75 |
-0.50 |
0.0% |
1,980.00 |
Range |
6.75 |
12.25 |
5.50 |
81.5% |
35.75 |
ATR |
15.32 |
15.10 |
-0.22 |
-1.4% |
0.00 |
Volume |
3,995 |
13,036 |
9,041 |
226.3% |
31,525 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.50 |
2,018.25 |
1,995.50 |
|
R3 |
2,011.25 |
2,006.00 |
1,992.00 |
|
R2 |
1,999.00 |
1,999.00 |
1,991.00 |
|
R1 |
1,993.75 |
1,993.75 |
1,989.75 |
1,996.50 |
PP |
1,986.75 |
1,986.75 |
1,986.75 |
1,988.00 |
S1 |
1,981.50 |
1,981.50 |
1,987.75 |
1,984.00 |
S2 |
1,974.50 |
1,974.50 |
1,986.50 |
|
S3 |
1,962.25 |
1,969.25 |
1,985.50 |
|
S4 |
1,950.00 |
1,957.00 |
1,982.00 |
|
|
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 |
1,973.75 |
20.75 |
1.0% |
10.00 |
0.5% |
72% |
False |
False |
6,225 |
10 |
1,994.50 |
1,929.50 |
65.00 |
3.3% |
12.00 |
0.6% |
91% |
False |
False |
6,296 |
20 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
16.50 |
0.8% |
95% |
False |
False |
5,543 |
40 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
16.50 |
0.8% |
95% |
False |
False |
4,139 |
60 |
1,994.50 |
1,882.75 |
111.75 |
5.6% |
15.00 |
0.8% |
95% |
False |
False |
3,131 |
80 |
1,994.50 |
1,840.00 |
154.50 |
7.8% |
14.50 |
0.7% |
96% |
False |
False |
2,391 |
100 |
1,994.50 |
1,790.00 |
204.50 |
10.3% |
14.75 |
0.7% |
97% |
False |
False |
1,948 |
120 |
1,994.50 |
1,790.00 |
204.50 |
10.3% |
14.75 |
0.7% |
97% |
False |
False |
1,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,043.75 |
2.618 |
2,023.75 |
1.618 |
2,011.50 |
1.000 |
2,004.00 |
0.618 |
1,999.25 |
HIGH |
1,991.75 |
0.618 |
1,987.00 |
0.500 |
1,985.50 |
0.382 |
1,984.25 |
LOW |
1,979.50 |
0.618 |
1,972.00 |
1.000 |
1,967.25 |
1.618 |
1,959.75 |
2.618 |
1,947.50 |
4.250 |
1,927.50 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,987.75 |
1,988.25 |
PP |
1,986.75 |
1,987.50 |
S1 |
1,985.50 |
1,987.00 |
|