Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,550 |
15,490 |
-60 |
-0.4% |
15,325 |
High |
15,595 |
15,500 |
-95 |
-0.6% |
15,660 |
Low |
15,455 |
15,350 |
-105 |
-0.7% |
15,305 |
Close |
15,485 |
15,420 |
-65 |
-0.4% |
15,560 |
Range |
140 |
150 |
10 |
7.1% |
355 |
ATR |
179 |
177 |
-2 |
-1.1% |
0 |
Volume |
7,309 |
9,558 |
2,249 |
30.8% |
48,346 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,873 |
15,797 |
15,503 |
|
R3 |
15,723 |
15,647 |
15,461 |
|
R2 |
15,573 |
15,573 |
15,448 |
|
R1 |
15,497 |
15,497 |
15,434 |
15,460 |
PP |
15,423 |
15,423 |
15,423 |
15,405 |
S1 |
15,347 |
15,347 |
15,406 |
15,310 |
S2 |
15,273 |
15,273 |
15,393 |
|
S3 |
15,123 |
15,197 |
15,379 |
|
S4 |
14,973 |
15,047 |
15,338 |
|
|
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 |
15,655 |
15,350 |
305 |
2.0% |
146 |
0.9% |
23% |
False |
True |
8,719 |
10 |
15,660 |
15,215 |
445 |
2.9% |
145 |
0.9% |
46% |
False |
False |
9,220 |
20 |
15,660 |
14,675 |
985 |
6.4% |
191 |
1.2% |
76% |
False |
False |
12,557 |
40 |
15,810 |
14,675 |
1,135 |
7.4% |
190 |
1.2% |
66% |
False |
False |
12,018 |
60 |
15,810 |
14,675 |
1,135 |
7.4% |
194 |
1.3% |
66% |
False |
False |
12,153 |
80 |
15,810 |
13,985 |
1,825 |
11.8% |
190 |
1.2% |
79% |
False |
False |
9,169 |
100 |
15,810 |
13,970 |
1,840 |
11.9% |
161 |
1.0% |
79% |
False |
False |
7,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,138 |
2.618 |
15,893 |
1.618 |
15,743 |
1.000 |
15,650 |
0.618 |
15,593 |
HIGH |
15,500 |
0.618 |
15,443 |
0.500 |
15,425 |
0.382 |
15,407 |
LOW |
15,350 |
0.618 |
15,257 |
1.000 |
15,200 |
1.618 |
15,107 |
2.618 |
14,957 |
4.250 |
14,713 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,425 |
15,485 |
PP |
15,423 |
15,463 |
S1 |
15,422 |
15,442 |
|