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 |
6,792.0 |
6,781.0 |
-11.0 |
-0.2% |
6,769.0 |
High |
6,796.0 |
6,800.0 |
4.0 |
0.1% |
6,800.0 |
Low |
6,771.0 |
6,756.0 |
-15.0 |
-0.2% |
6,752.5 |
Close |
6,777.0 |
6,775.0 |
-2.0 |
0.0% |
6,775.0 |
Range |
25.0 |
44.0 |
19.0 |
76.0% |
47.5 |
ATR |
38.2 |
38.6 |
0.4 |
1.1% |
0.0 |
Volume |
4,742 |
287 |
-4,455 |
-93.9% |
6,812 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,909.0 |
6,886.0 |
6,799.0 |
|
R3 |
6,865.0 |
6,842.0 |
6,787.0 |
|
R2 |
6,821.0 |
6,821.0 |
6,783.0 |
|
R1 |
6,798.0 |
6,798.0 |
6,779.0 |
6,787.5 |
PP |
6,777.0 |
6,777.0 |
6,777.0 |
6,772.0 |
S1 |
6,754.0 |
6,754.0 |
6,771.0 |
6,743.5 |
S2 |
6,733.0 |
6,733.0 |
6,767.0 |
|
S3 |
6,689.0 |
6,710.0 |
6,763.0 |
|
S4 |
6,645.0 |
6,666.0 |
6,751.0 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,918.5 |
6,894.0 |
6,801.0 |
|
R3 |
6,871.0 |
6,846.5 |
6,788.0 |
|
R2 |
6,823.5 |
6,823.5 |
6,783.5 |
|
R1 |
6,799.0 |
6,799.0 |
6,779.5 |
6,811.0 |
PP |
6,776.0 |
6,776.0 |
6,776.0 |
6,782.0 |
S1 |
6,751.5 |
6,751.5 |
6,770.5 |
6,764.0 |
S2 |
6,728.5 |
6,728.5 |
6,766.5 |
|
S3 |
6,681.0 |
6,704.0 |
6,762.0 |
|
S4 |
6,633.5 |
6,656.5 |
6,749.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,800.0 |
6,715.0 |
85.0 |
1.3% |
30.5 |
0.5% |
71% |
True |
False |
1,381 |
10 |
6,800.0 |
6,646.5 |
153.5 |
2.3% |
31.5 |
0.5% |
84% |
True |
False |
794 |
20 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
32.0 |
0.5% |
93% |
True |
False |
405 |
40 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
27.5 |
0.4% |
93% |
True |
False |
222 |
60 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
19.5 |
0.3% |
93% |
True |
False |
167 |
80 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
15.0 |
0.2% |
93% |
True |
False |
134 |
100 |
6,800.0 |
6,412.0 |
388.0 |
5.7% |
12.0 |
0.2% |
94% |
True |
False |
109 |
120 |
6,800.0 |
6,381.0 |
419.0 |
6.2% |
10.0 |
0.1% |
94% |
True |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,987.0 |
2.618 |
6,915.0 |
1.618 |
6,871.0 |
1.000 |
6,844.0 |
0.618 |
6,827.0 |
HIGH |
6,800.0 |
0.618 |
6,783.0 |
0.500 |
6,778.0 |
0.382 |
6,773.0 |
LOW |
6,756.0 |
0.618 |
6,729.0 |
1.000 |
6,712.0 |
1.618 |
6,685.0 |
2.618 |
6,641.0 |
4.250 |
6,569.0 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
6,778.0 |
6,778.0 |
PP |
6,777.0 |
6,777.0 |
S1 |
6,776.0 |
6,776.0 |
|