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 |
1,284.7 |
1,291.8 |
7.1 |
0.6% |
1,280.2 |
High |
1,298.4 |
1,292.5 |
-5.9 |
-0.5% |
1,298.4 |
Low |
1,284.7 |
1,285.8 |
1.1 |
0.1% |
1,277.0 |
Close |
1,291.3 |
1,288.2 |
-3.1 |
-0.2% |
1,288.2 |
Range |
13.7 |
6.7 |
-7.0 |
-51.1% |
21.4 |
ATR |
11.4 |
11.1 |
-0.3 |
-2.9% |
0.0 |
Volume |
1,858 |
1,707 |
-151 |
-8.1% |
6,015 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.9 |
1,305.3 |
1,291.9 |
|
R3 |
1,302.2 |
1,298.6 |
1,290.0 |
|
R2 |
1,295.5 |
1,295.5 |
1,289.4 |
|
R1 |
1,291.9 |
1,291.9 |
1,288.8 |
1,290.4 |
PP |
1,288.8 |
1,288.8 |
1,288.8 |
1,288.1 |
S1 |
1,285.2 |
1,285.2 |
1,287.6 |
1,283.7 |
S2 |
1,282.1 |
1,282.1 |
1,287.0 |
|
S3 |
1,275.4 |
1,278.5 |
1,286.4 |
|
S4 |
1,268.7 |
1,271.8 |
1,284.5 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.1 |
1,341.5 |
1,300.0 |
|
R3 |
1,330.7 |
1,320.1 |
1,294.1 |
|
R2 |
1,309.3 |
1,309.3 |
1,292.1 |
|
R1 |
1,298.7 |
1,298.7 |
1,290.2 |
1,304.0 |
PP |
1,287.9 |
1,287.9 |
1,287.9 |
1,290.5 |
S1 |
1,277.3 |
1,277.3 |
1,286.2 |
1,282.6 |
S2 |
1,266.5 |
1,266.5 |
1,284.3 |
|
S3 |
1,245.1 |
1,255.9 |
1,282.3 |
|
S4 |
1,223.7 |
1,234.5 |
1,276.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,298.4 |
1,277.0 |
21.4 |
1.7% |
9.0 |
0.7% |
52% |
False |
False |
1,203 |
10 |
1,305.5 |
1,274.8 |
30.7 |
2.4% |
9.2 |
0.7% |
44% |
False |
False |
897 |
20 |
1,323.0 |
1,274.8 |
48.2 |
3.7% |
10.5 |
0.8% |
28% |
False |
False |
1,135 |
40 |
1,347.3 |
1,274.8 |
72.5 |
5.6% |
11.5 |
0.9% |
18% |
False |
False |
1,095 |
60 |
1,347.3 |
1,253.7 |
93.6 |
7.3% |
11.0 |
0.9% |
37% |
False |
False |
825 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
9.5 |
0.7% |
43% |
False |
False |
685 |
100 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
8.6 |
0.7% |
43% |
False |
False |
570 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
8.1 |
0.6% |
31% |
False |
False |
490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.0 |
2.618 |
1,310.0 |
1.618 |
1,303.3 |
1.000 |
1,299.2 |
0.618 |
1,296.6 |
HIGH |
1,292.5 |
0.618 |
1,289.9 |
0.500 |
1,289.2 |
0.382 |
1,288.4 |
LOW |
1,285.8 |
0.618 |
1,281.7 |
1.000 |
1,279.1 |
1.618 |
1,275.0 |
2.618 |
1,268.3 |
4.250 |
1,257.3 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,289.2 |
1,291.2 |
PP |
1,288.8 |
1,290.2 |
S1 |
1,288.5 |
1,289.2 |
|