Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,310 |
15,345 |
35 |
0.2% |
15,015 |
High |
15,355 |
15,390 |
35 |
0.2% |
15,390 |
Low |
15,245 |
15,215 |
-30 |
-0.2% |
14,985 |
Close |
15,345 |
15,320 |
-25 |
-0.2% |
15,320 |
Range |
110 |
175 |
65 |
59.1% |
405 |
ATR |
212 |
210 |
-3 |
-1.3% |
0 |
Volume |
8,260 |
10,930 |
2,670 |
32.3% |
49,921 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,833 |
15,752 |
15,416 |
|
R3 |
15,658 |
15,577 |
15,368 |
|
R2 |
15,483 |
15,483 |
15,352 |
|
R1 |
15,402 |
15,402 |
15,336 |
15,355 |
PP |
15,308 |
15,308 |
15,308 |
15,285 |
S1 |
15,227 |
15,227 |
15,304 |
15,180 |
S2 |
15,133 |
15,133 |
15,288 |
|
S3 |
14,958 |
15,052 |
15,272 |
|
S4 |
14,783 |
14,877 |
15,224 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,447 |
16,288 |
15,543 |
|
R3 |
16,042 |
15,883 |
15,432 |
|
R2 |
15,637 |
15,637 |
15,394 |
|
R1 |
15,478 |
15,478 |
15,357 |
15,558 |
PP |
15,232 |
15,232 |
15,232 |
15,271 |
S1 |
15,073 |
15,073 |
15,283 |
15,153 |
S2 |
14,827 |
14,827 |
15,246 |
|
S3 |
14,422 |
14,668 |
15,209 |
|
S4 |
14,017 |
14,263 |
15,097 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,390 |
14,985 |
405 |
2.6% |
176 |
1.1% |
83% |
True |
False |
9,984 |
10 |
15,545 |
14,675 |
870 |
5.7% |
234 |
1.5% |
74% |
False |
False |
14,763 |
20 |
15,810 |
14,675 |
1,135 |
7.4% |
208 |
1.4% |
57% |
False |
False |
13,201 |
40 |
15,810 |
14,675 |
1,135 |
7.4% |
202 |
1.3% |
57% |
False |
False |
12,395 |
60 |
15,810 |
14,210 |
1,600 |
10.4% |
202 |
1.3% |
69% |
False |
False |
10,865 |
80 |
15,810 |
13,985 |
1,825 |
11.9% |
179 |
1.2% |
73% |
False |
False |
8,153 |
100 |
15,810 |
13,970 |
1,840 |
12.0% |
154 |
1.0% |
73% |
False |
False |
6,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,134 |
2.618 |
15,848 |
1.618 |
15,673 |
1.000 |
15,565 |
0.618 |
15,498 |
HIGH |
15,390 |
0.618 |
15,323 |
0.500 |
15,303 |
0.382 |
15,282 |
LOW |
15,215 |
0.618 |
15,107 |
1.000 |
15,040 |
1.618 |
14,932 |
2.618 |
14,757 |
4.250 |
14,471 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,314 |
15,298 |
PP |
15,308 |
15,275 |
S1 |
15,303 |
15,253 |
|