Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
16,626 |
16,687 |
61 |
0.4% |
16,479 |
High |
16,692 |
16,742 |
50 |
0.3% |
16,742 |
Low |
16,597 |
16,537 |
-60 |
-0.4% |
16,465 |
Close |
16,682 |
16,631 |
-51 |
-0.3% |
16,631 |
Range |
95 |
205 |
110 |
115.8% |
277 |
ATR |
147 |
151 |
4 |
2.8% |
0 |
Volume |
88,746 |
192,441 |
103,695 |
116.8% |
625,334 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,252 |
17,146 |
16,744 |
|
R3 |
17,047 |
16,941 |
16,688 |
|
R2 |
16,842 |
16,842 |
16,669 |
|
R1 |
16,736 |
16,736 |
16,650 |
16,687 |
PP |
16,637 |
16,637 |
16,637 |
16,612 |
S1 |
16,531 |
16,531 |
16,612 |
16,482 |
S2 |
16,432 |
16,432 |
16,594 |
|
S3 |
16,227 |
16,326 |
16,575 |
|
S4 |
16,022 |
16,121 |
16,518 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,444 |
17,314 |
16,783 |
|
R3 |
17,167 |
17,037 |
16,707 |
|
R2 |
16,890 |
16,890 |
16,682 |
|
R1 |
16,760 |
16,760 |
16,657 |
16,825 |
PP |
16,613 |
16,613 |
16,613 |
16,645 |
S1 |
16,483 |
16,483 |
16,606 |
16,548 |
S2 |
16,336 |
16,336 |
16,580 |
|
S3 |
16,059 |
16,206 |
16,555 |
|
S4 |
15,782 |
15,929 |
16,479 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,742 |
16,465 |
277 |
1.7% |
124 |
0.7% |
60% |
True |
False |
125,066 |
10 |
16,742 |
16,208 |
534 |
3.2% |
161 |
1.0% |
79% |
True |
False |
151,426 |
20 |
17,069 |
16,208 |
861 |
5.2% |
157 |
0.9% |
49% |
False |
False |
157,746 |
40 |
17,085 |
16,208 |
877 |
5.3% |
139 |
0.8% |
48% |
False |
False |
140,643 |
60 |
17,085 |
16,208 |
877 |
5.3% |
123 |
0.7% |
48% |
False |
False |
105,143 |
80 |
17,085 |
16,208 |
877 |
5.3% |
120 |
0.7% |
48% |
False |
False |
78,865 |
100 |
17,085 |
15,888 |
1,197 |
7.2% |
118 |
0.7% |
62% |
False |
False |
63,094 |
120 |
17,085 |
15,888 |
1,197 |
7.2% |
112 |
0.7% |
62% |
False |
False |
52,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,613 |
2.618 |
17,279 |
1.618 |
17,074 |
1.000 |
16,947 |
0.618 |
16,869 |
HIGH |
16,742 |
0.618 |
16,664 |
0.500 |
16,640 |
0.382 |
16,615 |
LOW |
16,537 |
0.618 |
16,410 |
1.000 |
16,332 |
1.618 |
16,205 |
2.618 |
16,000 |
4.250 |
15,666 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,640 |
16,631 |
PP |
16,637 |
16,631 |
S1 |
16,634 |
16,631 |
|