Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
17,038.27 |
17,011.81 |
-26.46 |
-0.2% |
16,664.45 |
High |
17,064.28 |
17,124.74 |
60.46 |
0.4% |
17,074.59 |
Low |
16,984.52 |
17,011.81 |
27.29 |
0.2% |
16,664.45 |
Close |
17,001.22 |
17,076.87 |
75.65 |
0.4% |
17,001.22 |
Range |
79.76 |
112.93 |
33.17 |
41.6% |
410.14 |
ATR |
123.76 |
123.74 |
-0.02 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,409.93 |
17,356.33 |
17,138.98 |
|
R3 |
17,297.00 |
17,243.40 |
17,107.93 |
|
R2 |
17,184.07 |
17,184.07 |
17,097.57 |
|
R1 |
17,130.47 |
17,130.47 |
17,087.22 |
17,157.27 |
PP |
17,071.14 |
17,071.14 |
17,071.14 |
17,084.54 |
S1 |
17,017.54 |
17,017.54 |
17,066.52 |
17,044.34 |
S2 |
16,958.21 |
16,958.21 |
17,056.17 |
|
S3 |
16,845.28 |
16,904.61 |
17,045.81 |
|
S4 |
16,732.35 |
16,791.68 |
17,014.76 |
|
|
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 |
17,124.74 |
16,839.06 |
285.68 |
1.7% |
94.36 |
0.6% |
83% |
True |
False |
|
10 |
17,124.74 |
16,518.06 |
606.68 |
3.6% |
108.40 |
0.6% |
92% |
True |
False |
|
20 |
17,124.74 |
16,333.78 |
790.96 |
4.6% |
137.03 |
0.8% |
94% |
True |
False |
|
40 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
123.93 |
0.7% |
91% |
False |
False |
|
60 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
112.88 |
0.7% |
91% |
False |
False |
|
80 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
112.85 |
0.7% |
91% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
118.31 |
0.7% |
93% |
False |
False |
|
120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
123.68 |
0.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,604.69 |
2.618 |
17,420.39 |
1.618 |
17,307.46 |
1.000 |
17,237.67 |
0.618 |
17,194.53 |
HIGH |
17,124.74 |
0.618 |
17,081.60 |
0.500 |
17,068.28 |
0.382 |
17,054.95 |
LOW |
17,011.81 |
0.618 |
16,942.02 |
1.000 |
16,898.88 |
1.618 |
16,829.09 |
2.618 |
16,716.16 |
4.250 |
16,531.86 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,074.01 |
17,069.35 |
PP |
17,071.14 |
17,061.83 |
S1 |
17,068.28 |
17,054.31 |
|