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 |
1,280.2 |
1,278.1 |
-2.1 |
-0.2% |
1,304.4 |
High |
1,282.4 |
1,292.2 |
9.8 |
0.8% |
1,305.5 |
Low |
1,277.0 |
1,278.1 |
1.1 |
0.1% |
1,274.8 |
Close |
1,279.8 |
1,286.1 |
6.3 |
0.5% |
1,281.1 |
Range |
5.4 |
14.1 |
8.7 |
161.1% |
30.7 |
ATR |
11.5 |
11.7 |
0.2 |
1.6% |
0.0 |
Volume |
998 |
592 |
-406 |
-40.7% |
2,957 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.8 |
1,321.0 |
1,293.9 |
|
R3 |
1,313.7 |
1,306.9 |
1,290.0 |
|
R2 |
1,299.6 |
1,299.6 |
1,288.7 |
|
R1 |
1,292.8 |
1,292.8 |
1,287.4 |
1,296.2 |
PP |
1,285.5 |
1,285.5 |
1,285.5 |
1,287.2 |
S1 |
1,278.7 |
1,278.7 |
1,284.8 |
1,282.1 |
S2 |
1,271.4 |
1,271.4 |
1,283.5 |
|
S3 |
1,257.3 |
1,264.6 |
1,282.2 |
|
S4 |
1,243.2 |
1,250.5 |
1,278.3 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.2 |
1,360.9 |
1,298.0 |
|
R3 |
1,348.5 |
1,330.2 |
1,289.5 |
|
R2 |
1,317.8 |
1,317.8 |
1,286.7 |
|
R1 |
1,299.5 |
1,299.5 |
1,283.9 |
1,293.3 |
PP |
1,287.1 |
1,287.1 |
1,287.1 |
1,284.1 |
S1 |
1,268.8 |
1,268.8 |
1,278.3 |
1,262.6 |
S2 |
1,256.4 |
1,256.4 |
1,275.5 |
|
S3 |
1,225.7 |
1,238.1 |
1,272.7 |
|
S4 |
1,195.0 |
1,207.4 |
1,264.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.0 |
1,274.8 |
24.2 |
1.9% |
10.3 |
0.8% |
47% |
False |
False |
729 |
10 |
1,319.4 |
1,274.8 |
44.6 |
3.5% |
10.4 |
0.8% |
25% |
False |
False |
773 |
20 |
1,323.0 |
1,274.8 |
48.2 |
3.7% |
11.2 |
0.9% |
23% |
False |
False |
1,183 |
40 |
1,347.3 |
1,274.8 |
72.5 |
5.6% |
11.7 |
0.9% |
16% |
False |
False |
1,019 |
60 |
1,347.3 |
1,244.3 |
103.0 |
8.0% |
10.8 |
0.8% |
41% |
False |
False |
756 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
9.5 |
0.7% |
41% |
False |
False |
631 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
8.5 |
0.7% |
41% |
False |
False |
532 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
8.2 |
0.6% |
29% |
False |
False |
456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.1 |
2.618 |
1,329.1 |
1.618 |
1,315.0 |
1.000 |
1,306.3 |
0.618 |
1,300.9 |
HIGH |
1,292.2 |
0.618 |
1,286.8 |
0.500 |
1,285.2 |
0.382 |
1,283.5 |
LOW |
1,278.1 |
0.618 |
1,269.4 |
1.000 |
1,264.0 |
1.618 |
1,255.3 |
2.618 |
1,241.2 |
4.250 |
1,218.2 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,285.8 |
1,285.6 |
PP |
1,285.5 |
1,285.0 |
S1 |
1,285.2 |
1,284.5 |
|