Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
16,666 |
16,803 |
137 |
0.8% |
16,479 |
High |
16,815 |
16,899 |
84 |
0.5% |
16,742 |
Low |
16,657 |
16,803 |
146 |
0.9% |
16,465 |
Close |
16,793 |
16,881 |
88 |
0.5% |
16,631 |
Range |
158 |
96 |
-62 |
-39.2% |
277 |
ATR |
154 |
150 |
-3 |
-2.2% |
0 |
Volume |
97,398 |
80,509 |
-16,889 |
-17.3% |
625,334 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,149 |
17,111 |
16,934 |
|
R3 |
17,053 |
17,015 |
16,908 |
|
R2 |
16,957 |
16,957 |
16,899 |
|
R1 |
16,919 |
16,919 |
16,890 |
16,938 |
PP |
16,861 |
16,861 |
16,861 |
16,871 |
S1 |
16,823 |
16,823 |
16,872 |
16,842 |
S2 |
16,765 |
16,765 |
16,864 |
|
S3 |
16,669 |
16,727 |
16,855 |
|
S4 |
16,573 |
16,631 |
16,828 |
|
|
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 |
16,899 |
16,519 |
380 |
2.3% |
134 |
0.8% |
95% |
True |
False |
112,633 |
10 |
16,899 |
16,208 |
691 |
4.1% |
152 |
0.9% |
97% |
True |
False |
134,624 |
20 |
17,067 |
16,208 |
859 |
5.1% |
159 |
0.9% |
78% |
False |
False |
154,223 |
40 |
17,085 |
16,208 |
877 |
5.2% |
141 |
0.8% |
77% |
False |
False |
140,477 |
60 |
17,085 |
16,208 |
877 |
5.2% |
125 |
0.7% |
77% |
False |
False |
108,105 |
80 |
17,085 |
16,208 |
877 |
5.2% |
121 |
0.7% |
77% |
False |
False |
81,089 |
100 |
17,085 |
15,888 |
1,197 |
7.1% |
118 |
0.7% |
83% |
False |
False |
64,873 |
120 |
17,085 |
15,888 |
1,197 |
7.1% |
114 |
0.7% |
83% |
False |
False |
54,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,307 |
2.618 |
17,150 |
1.618 |
17,054 |
1.000 |
16,995 |
0.618 |
16,958 |
HIGH |
16,899 |
0.618 |
16,862 |
0.500 |
16,851 |
0.382 |
16,840 |
LOW |
16,803 |
0.618 |
16,744 |
1.000 |
16,707 |
1.618 |
16,648 |
2.618 |
16,552 |
4.250 |
16,395 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,871 |
16,827 |
PP |
16,861 |
16,772 |
S1 |
16,851 |
16,718 |
|