Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,500 |
15,550 |
50 |
0.3% |
15,015 |
High |
15,580 |
15,660 |
80 |
0.5% |
15,390 |
Low |
15,405 |
15,525 |
120 |
0.8% |
14,985 |
Close |
15,565 |
15,655 |
90 |
0.6% |
15,320 |
Range |
175 |
135 |
-40 |
-22.9% |
405 |
ATR |
195 |
191 |
-4 |
-2.2% |
0 |
Volume |
10,936 |
12,511 |
1,575 |
14.4% |
49,921 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,018 |
15,972 |
15,729 |
|
R3 |
15,883 |
15,837 |
15,692 |
|
R2 |
15,748 |
15,748 |
15,680 |
|
R1 |
15,702 |
15,702 |
15,668 |
15,725 |
PP |
15,613 |
15,613 |
15,613 |
15,625 |
S1 |
15,567 |
15,567 |
15,643 |
15,590 |
S2 |
15,478 |
15,478 |
15,630 |
|
S3 |
15,343 |
15,432 |
15,618 |
|
S4 |
15,208 |
15,297 |
15,581 |
|
|
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 |
15,660 |
15,215 |
445 |
2.8% |
143 |
0.9% |
99% |
True |
False |
9,721 |
10 |
15,660 |
14,675 |
985 |
6.3% |
182 |
1.2% |
99% |
True |
False |
11,698 |
20 |
15,810 |
14,675 |
1,135 |
7.3% |
207 |
1.3% |
86% |
False |
False |
13,654 |
40 |
15,810 |
14,675 |
1,135 |
7.3% |
196 |
1.3% |
86% |
False |
False |
12,218 |
60 |
15,810 |
14,625 |
1,185 |
7.6% |
198 |
1.3% |
87% |
False |
False |
11,474 |
80 |
15,810 |
13,985 |
1,825 |
11.7% |
186 |
1.2% |
92% |
False |
False |
8,624 |
100 |
15,810 |
13,970 |
1,840 |
11.8% |
157 |
1.0% |
92% |
False |
False |
6,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,234 |
2.618 |
16,014 |
1.618 |
15,879 |
1.000 |
15,795 |
0.618 |
15,744 |
HIGH |
15,660 |
0.618 |
15,609 |
0.500 |
15,593 |
0.382 |
15,577 |
LOW |
15,525 |
0.618 |
15,442 |
1.000 |
15,390 |
1.618 |
15,307 |
2.618 |
15,172 |
4.250 |
14,951 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,634 |
15,614 |
PP |
15,613 |
15,573 |
S1 |
15,593 |
15,533 |
|