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 |
4,063.25 |
4,064.00 |
0.75 |
0.0% |
4,050.25 |
High |
4,066.25 |
4,078.00 |
11.75 |
0.3% |
4,078.00 |
Low |
4,047.25 |
4,055.00 |
7.75 |
0.2% |
4,047.25 |
Close |
4,062.25 |
4,074.50 |
12.25 |
0.3% |
4,074.50 |
Range |
19.00 |
23.00 |
4.00 |
21.1% |
30.75 |
ATR |
31.27 |
30.68 |
-0.59 |
-1.9% |
0.00 |
Volume |
1,000 |
1,443 |
443 |
44.3% |
5,649 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,138.25 |
4,129.25 |
4,087.25 |
|
R3 |
4,115.25 |
4,106.25 |
4,080.75 |
|
R2 |
4,092.25 |
4,092.25 |
4,078.75 |
|
R1 |
4,083.25 |
4,083.25 |
4,076.50 |
4,087.75 |
PP |
4,069.25 |
4,069.25 |
4,069.25 |
4,071.50 |
S1 |
4,060.25 |
4,060.25 |
4,072.50 |
4,064.75 |
S2 |
4,046.25 |
4,046.25 |
4,070.25 |
|
S3 |
4,023.25 |
4,037.25 |
4,068.25 |
|
S4 |
4,000.25 |
4,014.25 |
4,061.75 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,158.75 |
4,147.50 |
4,091.50 |
|
R3 |
4,128.00 |
4,116.75 |
4,083.00 |
|
R2 |
4,097.25 |
4,097.25 |
4,080.25 |
|
R1 |
4,086.00 |
4,086.00 |
4,077.25 |
4,091.50 |
PP |
4,066.50 |
4,066.50 |
4,066.50 |
4,069.50 |
S1 |
4,055.25 |
4,055.25 |
4,071.75 |
4,061.00 |
S2 |
4,035.75 |
4,035.75 |
4,068.75 |
|
S3 |
4,005.00 |
4,024.50 |
4,066.00 |
|
S4 |
3,974.25 |
3,993.75 |
4,057.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,078.00 |
4,047.25 |
30.75 |
0.8% |
18.00 |
0.4% |
89% |
True |
False |
1,129 |
10 |
4,078.00 |
3,985.00 |
93.00 |
2.3% |
19.50 |
0.5% |
96% |
True |
False |
950 |
20 |
4,078.00 |
3,819.75 |
258.25 |
6.3% |
32.00 |
0.8% |
99% |
True |
False |
847 |
40 |
4,078.00 |
3,819.75 |
258.25 |
6.3% |
36.75 |
0.9% |
99% |
True |
False |
627 |
60 |
4,078.00 |
3,741.50 |
336.50 |
8.3% |
32.00 |
0.8% |
99% |
True |
False |
457 |
80 |
4,078.00 |
3,511.75 |
566.25 |
13.9% |
27.25 |
0.7% |
99% |
True |
False |
344 |
100 |
4,078.00 |
3,409.75 |
668.25 |
16.4% |
27.00 |
0.7% |
99% |
True |
False |
276 |
120 |
4,078.00 |
3,409.75 |
668.25 |
16.4% |
24.50 |
0.6% |
99% |
True |
False |
230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,175.75 |
2.618 |
4,138.25 |
1.618 |
4,115.25 |
1.000 |
4,101.00 |
0.618 |
4,092.25 |
HIGH |
4,078.00 |
0.618 |
4,069.25 |
0.500 |
4,066.50 |
0.382 |
4,063.75 |
LOW |
4,055.00 |
0.618 |
4,040.75 |
1.000 |
4,032.00 |
1.618 |
4,017.75 |
2.618 |
3,994.75 |
4.250 |
3,957.25 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,071.75 |
4,070.50 |
PP |
4,069.25 |
4,066.50 |
S1 |
4,066.50 |
4,062.50 |
|