Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,015 |
15,170 |
155 |
1.0% |
15,435 |
High |
15,200 |
15,240 |
40 |
0.3% |
15,545 |
Low |
14,985 |
15,080 |
95 |
0.6% |
14,675 |
Close |
15,155 |
15,125 |
-30 |
-0.2% |
15,020 |
Range |
215 |
160 |
-55 |
-25.6% |
870 |
ATR |
225 |
220 |
-5 |
-2.1% |
0 |
Volume |
10,335 |
9,487 |
-848 |
-8.2% |
97,713 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,628 |
15,537 |
15,213 |
|
R3 |
15,468 |
15,377 |
15,169 |
|
R2 |
15,308 |
15,308 |
15,154 |
|
R1 |
15,217 |
15,217 |
15,140 |
15,183 |
PP |
15,148 |
15,148 |
15,148 |
15,131 |
S1 |
15,057 |
15,057 |
15,110 |
15,023 |
S2 |
14,988 |
14,988 |
15,096 |
|
S3 |
14,828 |
14,897 |
15,081 |
|
S4 |
14,668 |
14,737 |
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 |
15,300 |
14,675 |
625 |
4.1% |
265 |
1.8% |
72% |
False |
False |
17,943 |
10 |
15,810 |
14,675 |
1,135 |
7.5% |
255 |
1.7% |
40% |
False |
False |
17,233 |
20 |
15,810 |
14,675 |
1,135 |
7.5% |
214 |
1.4% |
40% |
False |
False |
13,316 |
40 |
15,810 |
14,675 |
1,135 |
7.5% |
204 |
1.3% |
40% |
False |
False |
12,410 |
60 |
15,810 |
13,985 |
1,825 |
12.1% |
205 |
1.4% |
62% |
False |
False |
10,366 |
80 |
15,810 |
13,985 |
1,825 |
12.1% |
173 |
1.1% |
62% |
False |
False |
7,777 |
100 |
15,810 |
13,970 |
1,840 |
12.2% |
150 |
1.0% |
63% |
False |
False |
6,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,920 |
2.618 |
15,659 |
1.618 |
15,499 |
1.000 |
15,400 |
0.618 |
15,339 |
HIGH |
15,240 |
0.618 |
15,179 |
0.500 |
15,160 |
0.382 |
15,141 |
LOW |
15,080 |
0.618 |
14,981 |
1.000 |
14,920 |
1.618 |
14,821 |
2.618 |
14,661 |
4.250 |
14,400 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,160 |
15,069 |
PP |
15,148 |
15,013 |
S1 |
15,137 |
14,958 |
|