Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,025 |
15,015 |
-10 |
-0.1% |
15,435 |
High |
15,070 |
15,200 |
130 |
0.9% |
15,545 |
Low |
14,675 |
14,985 |
310 |
2.1% |
14,675 |
Close |
15,020 |
15,155 |
135 |
0.9% |
15,020 |
Range |
395 |
215 |
-180 |
-45.6% |
870 |
ATR |
226 |
225 |
-1 |
-0.3% |
0 |
Volume |
29,382 |
10,335 |
-19,047 |
-64.8% |
97,713 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,758 |
15,672 |
15,273 |
|
R3 |
15,543 |
15,457 |
15,214 |
|
R2 |
15,328 |
15,328 |
15,195 |
|
R1 |
15,242 |
15,242 |
15,175 |
15,285 |
PP |
15,113 |
15,113 |
15,113 |
15,135 |
S1 |
15,027 |
15,027 |
15,135 |
15,070 |
S2 |
14,898 |
14,898 |
15,116 |
|
S3 |
14,683 |
14,812 |
15,096 |
|
S4 |
14,468 |
14,597 |
15,037 |
|
|
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 |
15,535 |
14,675 |
860 |
5.7% |
305 |
2.0% |
56% |
False |
False |
19,404 |
10 |
15,810 |
14,675 |
1,135 |
7.5% |
254 |
1.7% |
42% |
False |
False |
17,282 |
20 |
15,810 |
14,675 |
1,135 |
7.5% |
213 |
1.4% |
42% |
False |
False |
13,358 |
40 |
15,810 |
14,675 |
1,135 |
7.5% |
206 |
1.4% |
42% |
False |
False |
12,396 |
60 |
15,810 |
13,985 |
1,825 |
12.0% |
204 |
1.3% |
64% |
False |
False |
10,208 |
80 |
15,810 |
13,985 |
1,825 |
12.0% |
172 |
1.1% |
64% |
False |
False |
7,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,114 |
2.618 |
15,763 |
1.618 |
15,548 |
1.000 |
15,415 |
0.618 |
15,333 |
HIGH |
15,200 |
0.618 |
15,118 |
0.500 |
15,093 |
0.382 |
15,067 |
LOW |
14,985 |
0.618 |
14,852 |
1.000 |
14,770 |
1.618 |
14,637 |
2.618 |
14,422 |
4.250 |
14,071 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,134 |
15,091 |
PP |
15,113 |
15,027 |
S1 |
15,093 |
14,963 |
|