Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,435 |
15,500 |
65 |
0.4% |
15,015 |
High |
15,510 |
15,580 |
70 |
0.5% |
15,390 |
Low |
15,420 |
15,405 |
-15 |
-0.1% |
14,985 |
Close |
15,500 |
15,565 |
65 |
0.4% |
15,320 |
Range |
90 |
175 |
85 |
94.4% |
405 |
ATR |
196 |
195 |
-2 |
-0.8% |
0 |
Volume |
7,287 |
10,936 |
3,649 |
50.1% |
49,921 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,042 |
15,978 |
15,661 |
|
R3 |
15,867 |
15,803 |
15,613 |
|
R2 |
15,692 |
15,692 |
15,597 |
|
R1 |
15,628 |
15,628 |
15,581 |
15,660 |
PP |
15,517 |
15,517 |
15,517 |
15,533 |
S1 |
15,453 |
15,453 |
15,549 |
15,485 |
S2 |
15,342 |
15,342 |
15,533 |
|
S3 |
15,167 |
15,278 |
15,517 |
|
S4 |
14,992 |
15,103 |
15,469 |
|
|
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 |
15,580 |
15,215 |
365 |
2.3% |
138 |
0.9% |
96% |
True |
False |
8,871 |
10 |
15,580 |
14,675 |
905 |
5.8% |
196 |
1.3% |
98% |
True |
False |
12,218 |
20 |
15,810 |
14,675 |
1,135 |
7.3% |
208 |
1.3% |
78% |
False |
False |
13,456 |
40 |
15,810 |
14,675 |
1,135 |
7.3% |
197 |
1.3% |
78% |
False |
False |
12,165 |
60 |
15,810 |
14,620 |
1,190 |
7.6% |
198 |
1.3% |
79% |
False |
False |
11,268 |
80 |
15,810 |
13,985 |
1,825 |
11.7% |
184 |
1.2% |
87% |
False |
False |
8,467 |
100 |
15,810 |
13,970 |
1,840 |
11.8% |
156 |
1.0% |
87% |
False |
False |
6,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,324 |
2.618 |
16,038 |
1.618 |
15,863 |
1.000 |
15,755 |
0.618 |
15,688 |
HIGH |
15,580 |
0.618 |
15,513 |
0.500 |
15,493 |
0.382 |
15,472 |
LOW |
15,405 |
0.618 |
15,297 |
1.000 |
15,230 |
1.618 |
15,122 |
2.618 |
14,947 |
4.250 |
14,661 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,541 |
15,524 |
PP |
15,517 |
15,483 |
S1 |
15,493 |
15,443 |
|