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 |
4,050.25 |
4,058.00 |
7.75 |
0.2% |
3,985.00 |
High |
4,071.50 |
4,068.50 |
-3.00 |
-0.1% |
4,053.25 |
Low |
4,050.00 |
4,055.00 |
5.00 |
0.1% |
3,985.00 |
Close |
4,056.25 |
4,065.00 |
8.75 |
0.2% |
4,047.50 |
Range |
21.50 |
13.50 |
-8.00 |
-37.2% |
68.25 |
ATR |
35.22 |
33.67 |
-1.55 |
-4.4% |
0.00 |
Volume |
1,493 |
767 |
-726 |
-48.6% |
3,853 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,103.25 |
4,097.75 |
4,072.50 |
|
R3 |
4,089.75 |
4,084.25 |
4,068.75 |
|
R2 |
4,076.25 |
4,076.25 |
4,067.50 |
|
R1 |
4,070.75 |
4,070.75 |
4,066.25 |
4,073.50 |
PP |
4,062.75 |
4,062.75 |
4,062.75 |
4,064.25 |
S1 |
4,057.25 |
4,057.25 |
4,063.75 |
4,060.00 |
S2 |
4,049.25 |
4,049.25 |
4,062.50 |
|
S3 |
4,035.75 |
4,043.75 |
4,061.25 |
|
S4 |
4,022.25 |
4,030.25 |
4,057.50 |
|
|
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 |
4,022.25 |
49.25 |
1.2% |
17.75 |
0.4% |
87% |
False |
False |
852 |
10 |
4,071.50 |
3,895.25 |
176.25 |
4.3% |
26.50 |
0.6% |
96% |
False |
False |
899 |
20 |
4,071.50 |
3,819.75 |
251.75 |
6.2% |
38.00 |
0.9% |
97% |
False |
False |
763 |
40 |
4,071.50 |
3,819.75 |
251.75 |
6.2% |
37.50 |
0.9% |
97% |
False |
False |
563 |
60 |
4,071.50 |
3,717.25 |
354.25 |
8.7% |
31.50 |
0.8% |
98% |
False |
False |
401 |
80 |
4,071.50 |
3,511.75 |
559.75 |
13.8% |
27.75 |
0.7% |
99% |
False |
False |
302 |
100 |
4,071.50 |
3,409.75 |
661.75 |
16.3% |
27.50 |
0.7% |
99% |
False |
False |
242 |
120 |
4,071.50 |
3,409.75 |
661.75 |
16.3% |
24.25 |
0.6% |
99% |
False |
False |
202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,126.00 |
2.618 |
4,103.75 |
1.618 |
4,090.25 |
1.000 |
4,082.00 |
0.618 |
4,076.75 |
HIGH |
4,068.50 |
0.618 |
4,063.25 |
0.500 |
4,061.75 |
0.382 |
4,060.25 |
LOW |
4,055.00 |
0.618 |
4,046.75 |
1.000 |
4,041.50 |
1.618 |
4,033.25 |
2.618 |
4,019.75 |
4.250 |
3,997.50 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,064.00 |
4,060.25 |
PP |
4,062.75 |
4,055.50 |
S1 |
4,061.75 |
4,050.75 |
|