Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,170 |
15,145 |
-25 |
-0.2% |
15,435 |
High |
15,240 |
15,335 |
95 |
0.6% |
15,545 |
Low |
15,080 |
15,115 |
35 |
0.2% |
14,675 |
Close |
15,125 |
15,310 |
185 |
1.2% |
15,020 |
Range |
160 |
220 |
60 |
37.5% |
870 |
ATR |
220 |
220 |
0 |
0.0% |
0 |
Volume |
9,487 |
10,909 |
1,422 |
15.0% |
97,713 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,913 |
15,832 |
15,431 |
|
R3 |
15,693 |
15,612 |
15,371 |
|
R2 |
15,473 |
15,473 |
15,350 |
|
R1 |
15,392 |
15,392 |
15,330 |
15,433 |
PP |
15,253 |
15,253 |
15,253 |
15,274 |
S1 |
15,172 |
15,172 |
15,290 |
15,213 |
S2 |
15,033 |
15,033 |
15,270 |
|
S3 |
14,813 |
14,952 |
15,250 |
|
S4 |
14,593 |
14,732 |
15,189 |
|
|
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 |
15,335 |
14,675 |
660 |
4.3% |
254 |
1.7% |
96% |
True |
False |
15,565 |
10 |
15,790 |
14,675 |
1,115 |
7.3% |
257 |
1.7% |
57% |
False |
False |
17,022 |
20 |
15,810 |
14,675 |
1,135 |
7.4% |
219 |
1.4% |
56% |
False |
False |
13,376 |
40 |
15,810 |
14,675 |
1,135 |
7.4% |
207 |
1.3% |
56% |
False |
False |
12,445 |
60 |
15,810 |
13,985 |
1,825 |
11.9% |
204 |
1.3% |
73% |
False |
False |
10,547 |
80 |
15,810 |
13,985 |
1,825 |
11.9% |
175 |
1.1% |
73% |
False |
False |
7,913 |
100 |
15,810 |
13,970 |
1,840 |
12.0% |
152 |
1.0% |
73% |
False |
False |
6,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,270 |
2.618 |
15,911 |
1.618 |
15,691 |
1.000 |
15,555 |
0.618 |
15,471 |
HIGH |
15,335 |
0.618 |
15,251 |
0.500 |
15,225 |
0.382 |
15,199 |
LOW |
15,115 |
0.618 |
14,979 |
1.000 |
14,895 |
1.618 |
14,759 |
2.618 |
14,539 |
4.250 |
14,180 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,282 |
15,260 |
PP |
15,253 |
15,210 |
S1 |
15,225 |
15,160 |
|