Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4,066.50 |
4,063.25 |
-3.25 |
-0.1% |
3,985.00 |
High |
4,069.75 |
4,066.25 |
-3.50 |
-0.1% |
4,053.25 |
Low |
4,056.50 |
4,047.25 |
-9.25 |
-0.2% |
3,985.00 |
Close |
4,065.50 |
4,062.25 |
-3.25 |
-0.1% |
4,047.50 |
Range |
13.25 |
19.00 |
5.75 |
43.4% |
68.25 |
ATR |
32.21 |
31.27 |
-0.94 |
-2.9% |
0.00 |
Volume |
946 |
1,000 |
54 |
5.7% |
3,853 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,115.50 |
4,108.00 |
4,072.75 |
|
R3 |
4,096.50 |
4,089.00 |
4,067.50 |
|
R2 |
4,077.50 |
4,077.50 |
4,065.75 |
|
R1 |
4,070.00 |
4,070.00 |
4,064.00 |
4,064.25 |
PP |
4,058.50 |
4,058.50 |
4,058.50 |
4,055.75 |
S1 |
4,051.00 |
4,051.00 |
4,060.50 |
4,045.25 |
S2 |
4,039.50 |
4,039.50 |
4,058.75 |
|
S3 |
4,020.50 |
4,032.00 |
4,057.00 |
|
S4 |
4,001.50 |
4,013.00 |
4,051.75 |
|
|
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 |
4,030.00 |
41.50 |
1.0% |
18.00 |
0.4% |
78% |
False |
False |
947 |
10 |
4,071.50 |
3,940.75 |
130.75 |
3.2% |
21.75 |
0.5% |
93% |
False |
False |
955 |
20 |
4,071.50 |
3,819.75 |
251.75 |
6.2% |
33.50 |
0.8% |
96% |
False |
False |
812 |
40 |
4,071.50 |
3,819.75 |
251.75 |
6.2% |
36.75 |
0.9% |
96% |
False |
False |
599 |
60 |
4,071.50 |
3,730.25 |
341.25 |
8.4% |
32.00 |
0.8% |
97% |
False |
False |
433 |
80 |
4,071.50 |
3,511.75 |
559.75 |
13.8% |
27.25 |
0.7% |
98% |
False |
False |
326 |
100 |
4,071.50 |
3,409.75 |
661.75 |
16.3% |
26.75 |
0.7% |
99% |
False |
False |
261 |
120 |
4,071.50 |
3,409.75 |
661.75 |
16.3% |
24.50 |
0.6% |
99% |
False |
False |
218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,147.00 |
2.618 |
4,116.00 |
1.618 |
4,097.00 |
1.000 |
4,085.25 |
0.618 |
4,078.00 |
HIGH |
4,066.25 |
0.618 |
4,059.00 |
0.500 |
4,056.75 |
0.382 |
4,054.50 |
LOW |
4,047.25 |
0.618 |
4,035.50 |
1.000 |
4,028.25 |
1.618 |
4,016.50 |
2.618 |
3,997.50 |
4.250 |
3,966.50 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,060.50 |
4,061.00 |
PP |
4,058.50 |
4,059.75 |
S1 |
4,056.75 |
4,058.50 |
|