Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
16,803 |
16,885 |
82 |
0.5% |
16,479 |
High |
16,899 |
16,970 |
71 |
0.4% |
16,742 |
Low |
16,803 |
16,855 |
52 |
0.3% |
16,465 |
Close |
16,881 |
16,950 |
69 |
0.4% |
16,631 |
Range |
96 |
115 |
19 |
19.8% |
277 |
ATR |
150 |
148 |
-3 |
-1.7% |
0 |
Volume |
80,509 |
100,390 |
19,881 |
24.7% |
625,334 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,270 |
17,225 |
17,013 |
|
R3 |
17,155 |
17,110 |
16,982 |
|
R2 |
17,040 |
17,040 |
16,971 |
|
R1 |
16,995 |
16,995 |
16,961 |
17,018 |
PP |
16,925 |
16,925 |
16,925 |
16,936 |
S1 |
16,880 |
16,880 |
16,940 |
16,903 |
S2 |
16,810 |
16,810 |
16,929 |
|
S3 |
16,695 |
16,765 |
16,919 |
|
S4 |
16,580 |
16,650 |
16,887 |
|
|
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 |
16,970 |
16,537 |
433 |
2.6% |
134 |
0.8% |
95% |
True |
False |
111,896 |
10 |
16,970 |
16,208 |
762 |
4.5% |
146 |
0.9% |
97% |
True |
False |
128,377 |
20 |
17,063 |
16,208 |
855 |
5.0% |
161 |
0.9% |
87% |
False |
False |
153,566 |
40 |
17,085 |
16,208 |
877 |
5.2% |
140 |
0.8% |
85% |
False |
False |
139,418 |
60 |
17,085 |
16,208 |
877 |
5.2% |
126 |
0.7% |
85% |
False |
False |
109,777 |
80 |
17,085 |
16,208 |
877 |
5.2% |
122 |
0.7% |
85% |
False |
False |
82,344 |
100 |
17,085 |
15,888 |
1,197 |
7.1% |
118 |
0.7% |
89% |
False |
False |
65,877 |
120 |
17,085 |
15,888 |
1,197 |
7.1% |
114 |
0.7% |
89% |
False |
False |
54,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,459 |
2.618 |
17,271 |
1.618 |
17,156 |
1.000 |
17,085 |
0.618 |
17,041 |
HIGH |
16,970 |
0.618 |
16,926 |
0.500 |
16,913 |
0.382 |
16,899 |
LOW |
16,855 |
0.618 |
16,784 |
1.000 |
16,740 |
1.618 |
16,669 |
2.618 |
16,554 |
4.250 |
16,366 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,938 |
16,905 |
PP |
16,925 |
16,859 |
S1 |
16,913 |
16,814 |
|