Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
16,910.03 |
16,983.88 |
73.85 |
0.4% |
16,557.27 |
High |
16,994.89 |
17,074.59 |
79.70 |
0.5% |
16,775.27 |
Low |
16,896.55 |
16,983.88 |
87.33 |
0.5% |
16,518.06 |
Close |
16,979.13 |
17,039.49 |
60.36 |
0.4% |
16,662.91 |
Range |
98.34 |
90.71 |
-7.63 |
-7.8% |
257.21 |
ATR |
129.58 |
127.15 |
-2.44 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,304.78 |
17,262.85 |
17,089.38 |
|
R3 |
17,214.07 |
17,172.14 |
17,064.44 |
|
R2 |
17,123.36 |
17,123.36 |
17,056.12 |
|
R1 |
17,081.43 |
17,081.43 |
17,047.81 |
17,102.40 |
PP |
17,032.65 |
17,032.65 |
17,032.65 |
17,043.14 |
S1 |
16,990.72 |
16,990.72 |
17,031.17 |
17,011.69 |
S2 |
16,941.94 |
16,941.94 |
17,022.86 |
|
S3 |
16,851.23 |
16,900.01 |
17,014.54 |
|
S4 |
16,760.52 |
16,809.30 |
16,989.60 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,423.71 |
17,300.52 |
16,804.38 |
|
R3 |
17,166.50 |
17,043.31 |
16,733.64 |
|
R2 |
16,909.29 |
16,909.29 |
16,710.07 |
|
R1 |
16,786.10 |
16,786.10 |
16,686.49 |
16,847.70 |
PP |
16,652.08 |
16,652.08 |
16,652.08 |
16,682.88 |
S1 |
16,528.89 |
16,528.89 |
16,639.33 |
16,590.49 |
S2 |
16,394.87 |
16,394.87 |
16,615.75 |
|
S3 |
16,137.66 |
16,271.68 |
16,592.18 |
|
S4 |
15,880.45 |
16,014.47 |
16,521.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,074.59 |
16,575.42 |
499.17 |
2.9% |
130.96 |
0.8% |
93% |
True |
False |
|
10 |
17,074.59 |
16,364.22 |
710.37 |
4.2% |
115.44 |
0.7% |
95% |
True |
False |
|
20 |
17,082.33 |
16,333.78 |
748.55 |
4.4% |
141.92 |
0.8% |
94% |
False |
False |
|
40 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
124.49 |
0.7% |
86% |
False |
False |
|
60 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
112.18 |
0.7% |
86% |
False |
False |
|
80 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
112.45 |
0.7% |
86% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
118.28 |
0.7% |
90% |
False |
False |
|
120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
124.69 |
0.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,460.11 |
2.618 |
17,312.07 |
1.618 |
17,221.36 |
1.000 |
17,165.30 |
0.618 |
17,130.65 |
HIGH |
17,074.59 |
0.618 |
17,039.94 |
0.500 |
17,029.24 |
0.382 |
17,018.53 |
LOW |
16,983.88 |
0.618 |
16,927.82 |
1.000 |
16,893.17 |
1.618 |
16,837.11 |
2.618 |
16,746.40 |
4.250 |
16,598.36 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,036.07 |
17,011.94 |
PP |
17,032.65 |
16,984.38 |
S1 |
17,029.24 |
16,956.83 |
|