Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,490 |
15,425 |
-65 |
-0.4% |
15,565 |
High |
15,500 |
15,475 |
-25 |
-0.2% |
15,645 |
Low |
15,350 |
15,365 |
15 |
0.1% |
15,350 |
Close |
15,420 |
15,450 |
30 |
0.2% |
15,450 |
Range |
150 |
110 |
-40 |
-26.7% |
295 |
ATR |
177 |
172 |
-5 |
-2.7% |
0 |
Volume |
9,558 |
9,392 |
-166 |
-1.7% |
42,322 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,760 |
15,715 |
15,511 |
|
R3 |
15,650 |
15,605 |
15,480 |
|
R2 |
15,540 |
15,540 |
15,470 |
|
R1 |
15,495 |
15,495 |
15,460 |
15,518 |
PP |
15,430 |
15,430 |
15,430 |
15,441 |
S1 |
15,385 |
15,385 |
15,440 |
15,408 |
S2 |
15,320 |
15,320 |
15,430 |
|
S3 |
15,210 |
15,275 |
15,420 |
|
S4 |
15,100 |
15,165 |
15,390 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,367 |
16,203 |
15,612 |
|
R3 |
16,072 |
15,908 |
15,531 |
|
R2 |
15,777 |
15,777 |
15,504 |
|
R1 |
15,613 |
15,613 |
15,477 |
15,548 |
PP |
15,482 |
15,482 |
15,482 |
15,449 |
S1 |
15,318 |
15,318 |
15,423 |
15,253 |
S2 |
15,187 |
15,187 |
15,396 |
|
S3 |
14,892 |
15,023 |
15,369 |
|
S4 |
14,597 |
14,728 |
15,288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,645 |
15,350 |
295 |
1.9% |
128 |
0.8% |
34% |
False |
False |
8,464 |
10 |
15,660 |
15,305 |
355 |
2.3% |
138 |
0.9% |
41% |
False |
False |
9,066 |
20 |
15,660 |
14,675 |
985 |
6.4% |
186 |
1.2% |
79% |
False |
False |
11,915 |
40 |
15,810 |
14,675 |
1,135 |
7.3% |
190 |
1.2% |
68% |
False |
False |
11,960 |
60 |
15,810 |
14,675 |
1,135 |
7.3% |
193 |
1.2% |
68% |
False |
False |
12,209 |
80 |
15,810 |
13,985 |
1,825 |
11.8% |
189 |
1.2% |
80% |
False |
False |
9,286 |
100 |
15,810 |
13,970 |
1,840 |
11.9% |
162 |
1.1% |
80% |
False |
False |
7,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,943 |
2.618 |
15,763 |
1.618 |
15,653 |
1.000 |
15,585 |
0.618 |
15,543 |
HIGH |
15,475 |
0.618 |
15,433 |
0.500 |
15,420 |
0.382 |
15,407 |
LOW |
15,365 |
0.618 |
15,297 |
1.000 |
15,255 |
1.618 |
15,187 |
2.618 |
15,077 |
4.250 |
14,898 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,440 |
15,473 |
PP |
15,430 |
15,465 |
S1 |
15,420 |
15,458 |
|