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 |
1,988.25 |
1,990.75 |
2.50 |
0.1% |
1,980.25 |
High |
1,991.75 |
1,995.75 |
4.00 |
0.2% |
1,995.75 |
Low |
1,979.50 |
1,984.50 |
5.00 |
0.3% |
1,979.50 |
Close |
1,988.75 |
1,993.50 |
4.75 |
0.2% |
1,993.50 |
Range |
12.25 |
11.25 |
-1.00 |
-8.2% |
16.25 |
ATR |
15.10 |
14.82 |
-0.27 |
-1.8% |
0.00 |
Volume |
13,036 |
4,168 |
-8,868 |
-68.0% |
32,547 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.00 |
2,020.50 |
1,999.75 |
|
R3 |
2,013.75 |
2,009.25 |
1,996.50 |
|
R2 |
2,002.50 |
2,002.50 |
1,995.50 |
|
R1 |
1,998.00 |
1,998.00 |
1,994.50 |
2,000.25 |
PP |
1,991.25 |
1,991.25 |
1,991.25 |
1,992.50 |
S1 |
1,986.75 |
1,986.75 |
1,992.50 |
1,989.00 |
S2 |
1,980.00 |
1,980.00 |
1,991.50 |
|
S3 |
1,968.75 |
1,975.50 |
1,990.50 |
|
S4 |
1,957.50 |
1,964.25 |
1,987.25 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.25 |
2,032.25 |
2,002.50 |
|
R3 |
2,022.00 |
2,016.00 |
1,998.00 |
|
R2 |
2,005.75 |
2,005.75 |
1,996.50 |
|
R1 |
1,999.75 |
1,999.75 |
1,995.00 |
2,002.75 |
PP |
1,989.50 |
1,989.50 |
1,989.50 |
1,991.00 |
S1 |
1,983.50 |
1,983.50 |
1,992.00 |
1,986.50 |
S2 |
1,973.25 |
1,973.25 |
1,990.50 |
|
S3 |
1,957.00 |
1,967.25 |
1,989.00 |
|
S4 |
1,940.75 |
1,951.00 |
1,984.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,995.75 |
1,979.50 |
16.25 |
0.8% |
10.25 |
0.5% |
86% |
True |
False |
6,509 |
10 |
1,995.75 |
1,948.25 |
47.50 |
2.4% |
10.75 |
0.5% |
95% |
True |
False |
6,407 |
20 |
1,995.75 |
1,882.75 |
113.00 |
5.7% |
16.00 |
0.8% |
98% |
True |
False |
5,369 |
40 |
1,995.75 |
1,882.75 |
113.00 |
5.7% |
16.50 |
0.8% |
98% |
True |
False |
4,205 |
60 |
1,995.75 |
1,882.75 |
113.00 |
5.7% |
15.00 |
0.8% |
98% |
True |
False |
3,199 |
80 |
1,995.75 |
1,846.00 |
149.75 |
7.5% |
14.25 |
0.7% |
98% |
True |
False |
2,443 |
100 |
1,995.75 |
1,790.00 |
205.75 |
10.3% |
14.75 |
0.7% |
99% |
True |
False |
1,989 |
120 |
1,995.75 |
1,790.00 |
205.75 |
10.3% |
14.75 |
0.7% |
99% |
True |
False |
1,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,043.50 |
2.618 |
2,025.25 |
1.618 |
2,014.00 |
1.000 |
2,007.00 |
0.618 |
2,002.75 |
HIGH |
1,995.75 |
0.618 |
1,991.50 |
0.500 |
1,990.00 |
0.382 |
1,988.75 |
LOW |
1,984.50 |
0.618 |
1,977.50 |
1.000 |
1,973.25 |
1.618 |
1,966.25 |
2.618 |
1,955.00 |
4.250 |
1,936.75 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,992.50 |
1,991.50 |
PP |
1,991.25 |
1,989.50 |
S1 |
1,990.00 |
1,987.50 |
|