Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,090 |
15,025 |
-65 |
-0.4% |
15,435 |
High |
15,250 |
15,070 |
-180 |
-1.2% |
15,545 |
Low |
14,970 |
14,675 |
-295 |
-2.0% |
14,675 |
Close |
15,020 |
15,020 |
0 |
0.0% |
15,020 |
Range |
280 |
395 |
115 |
41.1% |
870 |
ATR |
213 |
226 |
13 |
6.1% |
0 |
Volume |
17,713 |
29,382 |
11,669 |
65.9% |
97,713 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,107 |
15,958 |
15,237 |
|
R3 |
15,712 |
15,563 |
15,129 |
|
R2 |
15,317 |
15,317 |
15,093 |
|
R1 |
15,168 |
15,168 |
15,056 |
15,045 |
PP |
14,922 |
14,922 |
14,922 |
14,860 |
S1 |
14,773 |
14,773 |
14,984 |
14,650 |
S2 |
14,527 |
14,527 |
14,948 |
|
S3 |
14,132 |
14,378 |
14,912 |
|
S4 |
13,737 |
13,983 |
14,803 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,690 |
17,225 |
15,499 |
|
R3 |
16,820 |
16,355 |
15,259 |
|
R2 |
15,950 |
15,950 |
15,180 |
|
R1 |
15,485 |
15,485 |
15,100 |
15,283 |
PP |
15,080 |
15,080 |
15,080 |
14,979 |
S1 |
14,615 |
14,615 |
14,940 |
14,413 |
S2 |
14,210 |
14,210 |
14,861 |
|
S3 |
13,340 |
13,745 |
14,781 |
|
S4 |
12,470 |
12,875 |
14,542 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,545 |
14,675 |
870 |
5.8% |
291 |
1.9% |
40% |
False |
True |
19,542 |
10 |
15,810 |
14,675 |
1,135 |
7.6% |
250 |
1.7% |
30% |
False |
True |
17,383 |
20 |
15,810 |
14,675 |
1,135 |
7.6% |
212 |
1.4% |
30% |
False |
True |
13,192 |
40 |
15,810 |
14,675 |
1,135 |
7.6% |
209 |
1.4% |
30% |
False |
True |
12,516 |
60 |
15,810 |
13,985 |
1,825 |
12.2% |
205 |
1.4% |
57% |
False |
False |
10,036 |
80 |
15,810 |
13,985 |
1,825 |
12.2% |
170 |
1.1% |
57% |
False |
False |
7,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,749 |
2.618 |
16,104 |
1.618 |
15,709 |
1.000 |
15,465 |
0.618 |
15,314 |
HIGH |
15,070 |
0.618 |
14,919 |
0.500 |
14,873 |
0.382 |
14,826 |
LOW |
14,675 |
0.618 |
14,431 |
1.000 |
14,280 |
1.618 |
14,036 |
2.618 |
13,641 |
4.250 |
12,996 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
14,971 |
15,009 |
PP |
14,922 |
14,998 |
S1 |
14,873 |
14,988 |
|