Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,145 |
15,310 |
165 |
1.1% |
15,435 |
High |
15,335 |
15,355 |
20 |
0.1% |
15,545 |
Low |
15,115 |
15,245 |
130 |
0.9% |
14,675 |
Close |
15,310 |
15,345 |
35 |
0.2% |
15,020 |
Range |
220 |
110 |
-110 |
-50.0% |
870 |
ATR |
220 |
212 |
-8 |
-3.6% |
0 |
Volume |
10,909 |
8,260 |
-2,649 |
-24.3% |
97,713 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,645 |
15,605 |
15,406 |
|
R3 |
15,535 |
15,495 |
15,375 |
|
R2 |
15,425 |
15,425 |
15,365 |
|
R1 |
15,385 |
15,385 |
15,355 |
15,405 |
PP |
15,315 |
15,315 |
15,315 |
15,325 |
S1 |
15,275 |
15,275 |
15,335 |
15,295 |
S2 |
15,205 |
15,205 |
15,325 |
|
S3 |
15,095 |
15,165 |
15,315 |
|
S4 |
14,985 |
15,055 |
15,285 |
|
|
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 |
15,355 |
14,675 |
680 |
4.4% |
220 |
1.4% |
99% |
True |
False |
13,674 |
10 |
15,620 |
14,675 |
945 |
6.2% |
237 |
1.5% |
71% |
False |
False |
15,893 |
20 |
15,810 |
14,675 |
1,135 |
7.4% |
211 |
1.4% |
59% |
False |
False |
13,184 |
40 |
15,810 |
14,675 |
1,135 |
7.4% |
204 |
1.3% |
59% |
False |
False |
12,400 |
60 |
15,810 |
13,985 |
1,825 |
11.9% |
204 |
1.3% |
75% |
False |
False |
10,684 |
80 |
15,810 |
13,985 |
1,825 |
11.9% |
177 |
1.2% |
75% |
False |
False |
8,016 |
100 |
15,810 |
13,970 |
1,840 |
12.0% |
152 |
1.0% |
75% |
False |
False |
6,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,823 |
2.618 |
15,643 |
1.618 |
15,533 |
1.000 |
15,465 |
0.618 |
15,423 |
HIGH |
15,355 |
0.618 |
15,313 |
0.500 |
15,300 |
0.382 |
15,287 |
LOW |
15,245 |
0.618 |
15,177 |
1.000 |
15,135 |
1.618 |
15,067 |
2.618 |
14,957 |
4.250 |
14,778 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,330 |
15,303 |
PP |
15,315 |
15,260 |
S1 |
15,300 |
15,218 |
|