Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
16,948 |
17,018 |
70 |
0.4% |
16,666 |
High |
17,050 |
17,046 |
-4 |
0.0% |
17,050 |
Low |
16,939 |
16,962 |
23 |
0.1% |
16,657 |
Close |
17,016 |
16,993 |
-23 |
-0.1% |
16,993 |
Range |
111 |
84 |
-27 |
-24.3% |
393 |
ATR |
145 |
141 |
-4 |
-3.0% |
0 |
Volume |
84,581 |
110,044 |
25,463 |
30.1% |
472,922 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,252 |
17,207 |
17,039 |
|
R3 |
17,168 |
17,123 |
17,016 |
|
R2 |
17,084 |
17,084 |
17,009 |
|
R1 |
17,039 |
17,039 |
17,001 |
17,020 |
PP |
17,000 |
17,000 |
17,000 |
16,991 |
S1 |
16,955 |
16,955 |
16,985 |
16,936 |
S2 |
16,916 |
16,916 |
16,978 |
|
S3 |
16,832 |
16,871 |
16,970 |
|
S4 |
16,748 |
16,787 |
16,947 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,079 |
17,929 |
17,209 |
|
R3 |
17,686 |
17,536 |
17,101 |
|
R2 |
17,293 |
17,293 |
17,065 |
|
R1 |
17,143 |
17,143 |
17,029 |
17,218 |
PP |
16,900 |
16,900 |
16,900 |
16,938 |
S1 |
16,750 |
16,750 |
16,957 |
16,825 |
S2 |
16,507 |
16,507 |
16,921 |
|
S3 |
16,114 |
16,357 |
16,885 |
|
S4 |
15,721 |
15,964 |
16,777 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,050 |
16,657 |
393 |
2.3% |
113 |
0.7% |
85% |
False |
False |
94,584 |
10 |
17,050 |
16,465 |
585 |
3.4% |
118 |
0.7% |
90% |
False |
False |
109,825 |
20 |
17,050 |
16,208 |
842 |
5.0% |
157 |
0.9% |
93% |
False |
False |
149,681 |
40 |
17,085 |
16,208 |
877 |
5.2% |
139 |
0.8% |
90% |
False |
False |
137,273 |
60 |
17,085 |
16,208 |
877 |
5.2% |
127 |
0.7% |
90% |
False |
False |
113,004 |
80 |
17,085 |
16,208 |
877 |
5.2% |
123 |
0.7% |
90% |
False |
False |
84,776 |
100 |
17,085 |
15,888 |
1,197 |
7.0% |
119 |
0.7% |
92% |
False |
False |
67,823 |
120 |
17,085 |
15,888 |
1,197 |
7.0% |
114 |
0.7% |
92% |
False |
False |
56,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,403 |
2.618 |
17,266 |
1.618 |
17,182 |
1.000 |
17,130 |
0.618 |
17,098 |
HIGH |
17,046 |
0.618 |
17,014 |
0.500 |
17,004 |
0.382 |
16,994 |
LOW |
16,962 |
0.618 |
16,910 |
1.000 |
16,878 |
1.618 |
16,826 |
2.618 |
16,742 |
4.250 |
16,605 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,004 |
16,980 |
PP |
17,000 |
16,966 |
S1 |
16,997 |
16,953 |
|