Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,640 |
15,565 |
-75 |
-0.5% |
15,325 |
High |
15,655 |
15,645 |
-10 |
-0.1% |
15,660 |
Low |
15,455 |
15,560 |
105 |
0.7% |
15,305 |
Close |
15,560 |
15,595 |
35 |
0.2% |
15,560 |
Range |
200 |
85 |
-115 |
-57.5% |
355 |
ATR |
191 |
184 |
-8 |
-4.0% |
0 |
Volume |
10,669 |
5,697 |
-4,972 |
-46.6% |
48,346 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,855 |
15,810 |
15,642 |
|
R3 |
15,770 |
15,725 |
15,619 |
|
R2 |
15,685 |
15,685 |
15,611 |
|
R1 |
15,640 |
15,640 |
15,603 |
15,663 |
PP |
15,600 |
15,600 |
15,600 |
15,611 |
S1 |
15,555 |
15,555 |
15,587 |
15,578 |
S2 |
15,515 |
15,515 |
15,580 |
|
S3 |
15,430 |
15,470 |
15,572 |
|
S4 |
15,345 |
15,385 |
15,548 |
|
|
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 |
15,405 |
255 |
1.6% |
137 |
0.9% |
75% |
False |
False |
9,420 |
10 |
15,660 |
15,080 |
580 |
3.7% |
149 |
1.0% |
89% |
False |
False |
9,362 |
20 |
15,810 |
14,675 |
1,135 |
7.3% |
201 |
1.3% |
81% |
False |
False |
13,322 |
40 |
15,810 |
14,675 |
1,135 |
7.3% |
193 |
1.2% |
81% |
False |
False |
12,004 |
60 |
15,810 |
14,675 |
1,135 |
7.3% |
197 |
1.3% |
81% |
False |
False |
11,739 |
80 |
15,810 |
13,985 |
1,825 |
11.7% |
189 |
1.2% |
88% |
False |
False |
8,828 |
100 |
15,810 |
13,970 |
1,840 |
11.8% |
159 |
1.0% |
88% |
False |
False |
7,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,006 |
2.618 |
15,868 |
1.618 |
15,783 |
1.000 |
15,730 |
0.618 |
15,698 |
HIGH |
15,645 |
0.618 |
15,613 |
0.500 |
15,603 |
0.382 |
15,593 |
LOW |
15,560 |
0.618 |
15,508 |
1.000 |
15,475 |
1.618 |
15,423 |
2.618 |
15,338 |
4.250 |
15,199 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,603 |
15,583 |
PP |
15,600 |
15,570 |
S1 |
15,598 |
15,558 |
|