Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
16,983.88 |
17,038.27 |
54.39 |
0.3% |
16,664.45 |
High |
17,074.59 |
17,064.28 |
-10.31 |
-0.1% |
17,074.59 |
Low |
16,983.88 |
16,984.52 |
0.64 |
0.0% |
16,664.45 |
Close |
17,039.49 |
17,001.22 |
-38.27 |
-0.2% |
17,001.22 |
Range |
90.71 |
79.76 |
-10.95 |
-12.1% |
410.14 |
ATR |
127.15 |
123.76 |
-3.38 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,255.95 |
17,208.35 |
17,045.09 |
|
R3 |
17,176.19 |
17,128.59 |
17,023.15 |
|
R2 |
17,096.43 |
17,096.43 |
17,015.84 |
|
R1 |
17,048.83 |
17,048.83 |
17,008.53 |
17,032.75 |
PP |
17,016.67 |
17,016.67 |
17,016.67 |
17,008.64 |
S1 |
16,969.07 |
16,969.07 |
16,993.91 |
16,952.99 |
S2 |
16,936.91 |
16,936.91 |
16,986.60 |
|
S3 |
16,857.15 |
16,889.31 |
16,979.29 |
|
S4 |
16,777.39 |
16,809.55 |
16,957.35 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,143.84 |
17,982.67 |
17,226.80 |
|
R3 |
17,733.70 |
17,572.53 |
17,114.01 |
|
R2 |
17,323.56 |
17,323.56 |
17,076.41 |
|
R1 |
17,162.39 |
17,162.39 |
17,038.82 |
17,242.98 |
PP |
16,913.42 |
16,913.42 |
16,913.42 |
16,953.71 |
S1 |
16,752.25 |
16,752.25 |
16,963.62 |
16,832.84 |
S2 |
16,503.28 |
16,503.28 |
16,926.03 |
|
S3 |
16,093.14 |
16,342.11 |
16,888.43 |
|
S4 |
15,683.00 |
15,931.97 |
16,775.64 |
|
|
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 |
16,664.45 |
410.14 |
2.4% |
106.94 |
0.6% |
82% |
False |
False |
|
10 |
17,074.59 |
16,518.06 |
556.53 |
3.3% |
104.18 |
0.6% |
87% |
False |
False |
|
20 |
17,074.59 |
16,333.78 |
740.81 |
4.4% |
137.57 |
0.8% |
90% |
False |
False |
|
40 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
123.33 |
0.7% |
82% |
False |
False |
|
60 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
112.20 |
0.7% |
82% |
False |
False |
|
80 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
112.43 |
0.7% |
82% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
118.00 |
0.7% |
87% |
False |
False |
|
120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
123.27 |
0.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,403.26 |
2.618 |
17,273.09 |
1.618 |
17,193.33 |
1.000 |
17,144.04 |
0.618 |
17,113.57 |
HIGH |
17,064.28 |
0.618 |
17,033.81 |
0.500 |
17,024.40 |
0.382 |
17,014.99 |
LOW |
16,984.52 |
0.618 |
16,935.23 |
1.000 |
16,904.76 |
1.618 |
16,855.47 |
2.618 |
16,775.71 |
4.250 |
16,645.54 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,024.40 |
16,996.00 |
PP |
17,016.67 |
16,990.79 |
S1 |
17,008.95 |
16,985.57 |
|