Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4,041.50 |
4,050.25 |
8.75 |
0.2% |
3,985.00 |
High |
4,053.25 |
4,071.50 |
18.25 |
0.5% |
4,053.25 |
Low |
4,030.00 |
4,050.00 |
20.00 |
0.5% |
3,985.00 |
Close |
4,047.50 |
4,056.25 |
8.75 |
0.2% |
4,047.50 |
Range |
23.25 |
21.50 |
-1.75 |
-7.5% |
68.25 |
ATR |
36.08 |
35.22 |
-0.86 |
-2.4% |
0.00 |
Volume |
531 |
1,493 |
962 |
181.2% |
3,853 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,123.75 |
4,111.50 |
4,068.00 |
|
R3 |
4,102.25 |
4,090.00 |
4,062.25 |
|
R2 |
4,080.75 |
4,080.75 |
4,060.25 |
|
R1 |
4,068.50 |
4,068.50 |
4,058.25 |
4,074.50 |
PP |
4,059.25 |
4,059.25 |
4,059.25 |
4,062.25 |
S1 |
4,047.00 |
4,047.00 |
4,054.25 |
4,053.00 |
S2 |
4,037.75 |
4,037.75 |
4,052.25 |
|
S3 |
4,016.25 |
4,025.50 |
4,050.25 |
|
S4 |
3,994.75 |
4,004.00 |
4,044.50 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,233.25 |
4,208.75 |
4,085.00 |
|
R3 |
4,165.00 |
4,140.50 |
4,066.25 |
|
R2 |
4,096.75 |
4,096.75 |
4,060.00 |
|
R1 |
4,072.25 |
4,072.25 |
4,053.75 |
4,084.50 |
PP |
4,028.50 |
4,028.50 |
4,028.50 |
4,034.75 |
S1 |
4,004.00 |
4,004.00 |
4,041.25 |
4,016.25 |
S2 |
3,960.25 |
3,960.25 |
4,035.00 |
|
S3 |
3,892.00 |
3,935.75 |
4,028.75 |
|
S4 |
3,823.75 |
3,867.50 |
4,010.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,071.50 |
4,010.50 |
61.00 |
1.5% |
19.75 |
0.5% |
75% |
True |
False |
889 |
10 |
4,071.50 |
3,877.75 |
193.75 |
4.8% |
28.00 |
0.7% |
92% |
True |
False |
878 |
20 |
4,071.50 |
3,819.75 |
251.75 |
6.2% |
38.50 |
1.0% |
94% |
True |
False |
746 |
40 |
4,071.50 |
3,819.75 |
251.75 |
6.2% |
37.75 |
0.9% |
94% |
True |
False |
551 |
60 |
4,071.50 |
3,692.75 |
378.75 |
9.3% |
31.75 |
0.8% |
96% |
True |
False |
388 |
80 |
4,071.50 |
3,511.75 |
559.75 |
13.8% |
28.00 |
0.7% |
97% |
True |
False |
292 |
100 |
4,071.50 |
3,409.75 |
661.75 |
16.3% |
27.50 |
0.7% |
98% |
True |
False |
234 |
120 |
4,071.50 |
3,409.75 |
661.75 |
16.3% |
24.25 |
0.6% |
98% |
True |
False |
196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,163.00 |
2.618 |
4,127.75 |
1.618 |
4,106.25 |
1.000 |
4,093.00 |
0.618 |
4,084.75 |
HIGH |
4,071.50 |
0.618 |
4,063.25 |
0.500 |
4,060.75 |
0.382 |
4,058.25 |
LOW |
4,050.00 |
0.618 |
4,036.75 |
1.000 |
4,028.50 |
1.618 |
4,015.25 |
2.618 |
3,993.75 |
4.250 |
3,958.50 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,060.75 |
4,053.75 |
PP |
4,059.25 |
4,051.25 |
S1 |
4,057.75 |
4,049.00 |
|