Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,550 |
15,640 |
90 |
0.6% |
15,325 |
High |
15,660 |
15,655 |
-5 |
0.0% |
15,660 |
Low |
15,525 |
15,455 |
-70 |
-0.5% |
15,305 |
Close |
15,655 |
15,560 |
-95 |
-0.6% |
15,560 |
Range |
135 |
200 |
65 |
48.1% |
355 |
ATR |
191 |
191 |
1 |
0.3% |
0 |
Volume |
12,511 |
10,669 |
-1,842 |
-14.7% |
48,346 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,157 |
16,058 |
15,670 |
|
R3 |
15,957 |
15,858 |
15,615 |
|
R2 |
15,757 |
15,757 |
15,597 |
|
R1 |
15,658 |
15,658 |
15,578 |
15,608 |
PP |
15,557 |
15,557 |
15,557 |
15,531 |
S1 |
15,458 |
15,458 |
15,542 |
15,408 |
S2 |
15,357 |
15,357 |
15,523 |
|
S3 |
15,157 |
15,258 |
15,505 |
|
S4 |
14,957 |
15,058 |
15,450 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,573 |
16,422 |
15,755 |
|
R3 |
16,218 |
16,067 |
15,658 |
|
R2 |
15,863 |
15,863 |
15,625 |
|
R1 |
15,712 |
15,712 |
15,593 |
15,788 |
PP |
15,508 |
15,508 |
15,508 |
15,546 |
S1 |
15,357 |
15,357 |
15,528 |
15,433 |
S2 |
15,153 |
15,153 |
15,495 |
|
S3 |
14,798 |
15,002 |
15,463 |
|
S4 |
14,443 |
14,647 |
15,365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,660 |
15,305 |
355 |
2.3% |
148 |
1.0% |
72% |
False |
False |
9,669 |
10 |
15,660 |
14,985 |
675 |
4.3% |
162 |
1.0% |
85% |
False |
False |
9,826 |
20 |
15,810 |
14,675 |
1,135 |
7.3% |
206 |
1.3% |
78% |
False |
False |
13,605 |
40 |
15,810 |
14,675 |
1,135 |
7.3% |
198 |
1.3% |
78% |
False |
False |
12,216 |
60 |
15,810 |
14,630 |
1,180 |
7.6% |
198 |
1.3% |
79% |
False |
False |
11,647 |
80 |
15,810 |
13,985 |
1,825 |
11.7% |
188 |
1.2% |
86% |
False |
False |
8,757 |
100 |
15,810 |
13,970 |
1,840 |
11.8% |
159 |
1.0% |
86% |
False |
False |
7,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,505 |
2.618 |
16,179 |
1.618 |
15,979 |
1.000 |
15,855 |
0.618 |
15,779 |
HIGH |
15,655 |
0.618 |
15,579 |
0.500 |
15,555 |
0.382 |
15,532 |
LOW |
15,455 |
0.618 |
15,332 |
1.000 |
15,255 |
1.618 |
15,132 |
2.618 |
14,932 |
4.250 |
14,605 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,558 |
15,551 |
PP |
15,557 |
15,542 |
S1 |
15,555 |
15,533 |
|