Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
16,525 |
16,537 |
12 |
0.1% |
16,429 |
High |
16,560 |
16,634 |
74 |
0.4% |
16,528 |
Low |
16,465 |
16,519 |
54 |
0.3% |
16,208 |
Close |
16,519 |
16,619 |
100 |
0.6% |
16,479 |
Range |
95 |
115 |
20 |
21.1% |
320 |
ATR |
154 |
151 |
-3 |
-1.8% |
0 |
Volume |
116,945 |
104,074 |
-12,871 |
-11.0% |
888,931 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,936 |
16,892 |
16,682 |
|
R3 |
16,821 |
16,777 |
16,651 |
|
R2 |
16,706 |
16,706 |
16,640 |
|
R1 |
16,662 |
16,662 |
16,630 |
16,684 |
PP |
16,591 |
16,591 |
16,591 |
16,602 |
S1 |
16,547 |
16,547 |
16,609 |
16,569 |
S2 |
16,476 |
16,476 |
16,598 |
|
S3 |
16,361 |
16,432 |
16,588 |
|
S4 |
16,246 |
16,317 |
16,556 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,365 |
17,242 |
16,655 |
|
R3 |
17,045 |
16,922 |
16,567 |
|
R2 |
16,725 |
16,725 |
16,538 |
|
R1 |
16,602 |
16,602 |
16,508 |
16,664 |
PP |
16,405 |
16,405 |
16,405 |
16,436 |
S1 |
16,282 |
16,282 |
16,450 |
16,344 |
S2 |
16,085 |
16,085 |
16,420 |
|
S3 |
15,765 |
15,962 |
16,391 |
|
S4 |
15,445 |
15,642 |
16,303 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,634 |
16,208 |
426 |
2.6% |
158 |
1.0% |
96% |
True |
False |
144,857 |
10 |
16,822 |
16,208 |
614 |
3.7% |
183 |
1.1% |
67% |
False |
False |
175,711 |
20 |
17,085 |
16,208 |
877 |
5.3% |
162 |
1.0% |
47% |
False |
False |
162,719 |
40 |
17,085 |
16,208 |
877 |
5.3% |
138 |
0.8% |
47% |
False |
False |
140,137 |
60 |
17,085 |
16,208 |
877 |
5.3% |
124 |
0.7% |
47% |
False |
False |
100,459 |
80 |
17,085 |
16,208 |
877 |
5.3% |
117 |
0.7% |
47% |
False |
False |
75,351 |
100 |
17,085 |
15,888 |
1,197 |
7.2% |
116 |
0.7% |
61% |
False |
False |
60,282 |
120 |
17,085 |
15,888 |
1,197 |
7.2% |
110 |
0.7% |
61% |
False |
False |
50,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,123 |
2.618 |
16,935 |
1.618 |
16,820 |
1.000 |
16,749 |
0.618 |
16,705 |
HIGH |
16,634 |
0.618 |
16,590 |
0.500 |
16,577 |
0.382 |
16,563 |
LOW |
16,519 |
0.618 |
16,448 |
1.000 |
16,404 |
1.618 |
16,333 |
2.618 |
16,218 |
4.250 |
16,030 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,605 |
16,596 |
PP |
16,591 |
16,573 |
S1 |
16,577 |
16,550 |
|