Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,565 |
15,580 |
15 |
0.1% |
15,325 |
High |
15,645 |
15,620 |
-25 |
-0.2% |
15,660 |
Low |
15,560 |
15,465 |
-95 |
-0.6% |
15,305 |
Close |
15,595 |
15,545 |
-50 |
-0.3% |
15,560 |
Range |
85 |
155 |
70 |
82.4% |
355 |
ATR |
184 |
182 |
-2 |
-1.1% |
0 |
Volume |
5,697 |
10,366 |
4,669 |
82.0% |
48,346 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,008 |
15,932 |
15,630 |
|
R3 |
15,853 |
15,777 |
15,588 |
|
R2 |
15,698 |
15,698 |
15,574 |
|
R1 |
15,622 |
15,622 |
15,559 |
15,583 |
PP |
15,543 |
15,543 |
15,543 |
15,524 |
S1 |
15,467 |
15,467 |
15,531 |
15,428 |
S2 |
15,388 |
15,388 |
15,517 |
|
S3 |
15,233 |
15,312 |
15,503 |
|
S4 |
15,078 |
15,157 |
15,460 |
|
|
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% |
150 |
1.0% |
55% |
False |
False |
10,035 |
10 |
15,660 |
15,115 |
545 |
3.5% |
149 |
1.0% |
79% |
False |
False |
9,450 |
20 |
15,810 |
14,675 |
1,135 |
7.3% |
202 |
1.3% |
77% |
False |
False |
13,342 |
40 |
15,810 |
14,675 |
1,135 |
7.3% |
193 |
1.2% |
77% |
False |
False |
12,045 |
60 |
15,810 |
14,675 |
1,135 |
7.3% |
194 |
1.2% |
77% |
False |
False |
11,905 |
80 |
15,810 |
13,985 |
1,825 |
11.7% |
189 |
1.2% |
85% |
False |
False |
8,958 |
100 |
15,810 |
13,970 |
1,840 |
11.8% |
161 |
1.0% |
86% |
False |
False |
7,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,279 |
2.618 |
16,026 |
1.618 |
15,871 |
1.000 |
15,775 |
0.618 |
15,716 |
HIGH |
15,620 |
0.618 |
15,561 |
0.500 |
15,543 |
0.382 |
15,524 |
LOW |
15,465 |
0.618 |
15,369 |
1.000 |
15,310 |
1.618 |
15,214 |
2.618 |
15,059 |
4.250 |
14,806 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,544 |
15,555 |
PP |
15,543 |
15,552 |
S1 |
15,543 |
15,548 |
|