Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,345 |
15,325 |
-20 |
-0.1% |
15,015 |
High |
15,390 |
15,445 |
55 |
0.4% |
15,390 |
Low |
15,215 |
15,305 |
90 |
0.6% |
14,985 |
Close |
15,320 |
15,435 |
115 |
0.8% |
15,320 |
Range |
175 |
140 |
-35 |
-20.0% |
405 |
ATR |
210 |
205 |
-5 |
-2.4% |
0 |
Volume |
10,930 |
6,943 |
-3,987 |
-36.5% |
49,921 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,815 |
15,765 |
15,512 |
|
R3 |
15,675 |
15,625 |
15,474 |
|
R2 |
15,535 |
15,535 |
15,461 |
|
R1 |
15,485 |
15,485 |
15,448 |
15,510 |
PP |
15,395 |
15,395 |
15,395 |
15,408 |
S1 |
15,345 |
15,345 |
15,422 |
15,370 |
S2 |
15,255 |
15,255 |
15,409 |
|
S3 |
15,115 |
15,205 |
15,397 |
|
S4 |
14,975 |
15,065 |
15,358 |
|
|
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 |
15,445 |
15,080 |
365 |
2.4% |
161 |
1.0% |
97% |
True |
False |
9,305 |
10 |
15,535 |
14,675 |
860 |
5.6% |
233 |
1.5% |
88% |
False |
False |
14,355 |
20 |
15,810 |
14,675 |
1,135 |
7.4% |
205 |
1.3% |
67% |
False |
False |
13,279 |
40 |
15,810 |
14,675 |
1,135 |
7.4% |
201 |
1.3% |
67% |
False |
False |
12,275 |
60 |
15,810 |
14,465 |
1,345 |
8.7% |
200 |
1.3% |
72% |
False |
False |
10,971 |
80 |
15,810 |
13,985 |
1,825 |
11.8% |
181 |
1.2% |
79% |
False |
False |
8,240 |
100 |
15,810 |
13,970 |
1,840 |
11.9% |
155 |
1.0% |
80% |
False |
False |
6,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,040 |
2.618 |
15,812 |
1.618 |
15,672 |
1.000 |
15,585 |
0.618 |
15,532 |
HIGH |
15,445 |
0.618 |
15,392 |
0.500 |
15,375 |
0.382 |
15,359 |
LOW |
15,305 |
0.618 |
15,219 |
1.000 |
15,165 |
1.618 |
15,079 |
2.618 |
14,939 |
4.250 |
14,710 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,415 |
15,400 |
PP |
15,395 |
15,365 |
S1 |
15,375 |
15,330 |
|