Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
17,018 |
17,004 |
-14 |
-0.1% |
16,666 |
High |
17,046 |
17,103 |
57 |
0.3% |
17,050 |
Low |
16,962 |
17,000 |
38 |
0.2% |
16,657 |
Close |
16,993 |
17,056 |
63 |
0.4% |
16,993 |
Range |
84 |
103 |
19 |
22.6% |
393 |
ATR |
141 |
139 |
-2 |
-1.6% |
0 |
Volume |
110,044 |
76,350 |
-33,694 |
-30.6% |
472,922 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,362 |
17,312 |
17,113 |
|
R3 |
17,259 |
17,209 |
17,084 |
|
R2 |
17,156 |
17,156 |
17,075 |
|
R1 |
17,106 |
17,106 |
17,066 |
17,131 |
PP |
17,053 |
17,053 |
17,053 |
17,066 |
S1 |
17,003 |
17,003 |
17,047 |
17,028 |
S2 |
16,950 |
16,950 |
17,037 |
|
S3 |
16,847 |
16,900 |
17,028 |
|
S4 |
16,744 |
16,797 |
16,999 |
|
|
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 |
17,103 |
16,803 |
300 |
1.8% |
102 |
0.6% |
84% |
True |
False |
90,374 |
10 |
17,103 |
16,465 |
638 |
3.7% |
118 |
0.7% |
93% |
True |
False |
105,147 |
20 |
17,103 |
16,208 |
895 |
5.2% |
156 |
0.9% |
95% |
True |
False |
146,913 |
40 |
17,103 |
16,208 |
895 |
5.2% |
139 |
0.8% |
95% |
True |
False |
136,433 |
60 |
17,103 |
16,208 |
895 |
5.2% |
127 |
0.7% |
95% |
True |
False |
114,274 |
80 |
17,103 |
16,208 |
895 |
5.2% |
123 |
0.7% |
95% |
True |
False |
85,730 |
100 |
17,103 |
15,888 |
1,215 |
7.1% |
119 |
0.7% |
96% |
True |
False |
68,587 |
120 |
17,103 |
15,888 |
1,215 |
7.1% |
115 |
0.7% |
96% |
True |
False |
57,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,541 |
2.618 |
17,373 |
1.618 |
17,270 |
1.000 |
17,206 |
0.618 |
17,167 |
HIGH |
17,103 |
0.618 |
17,064 |
0.500 |
17,052 |
0.382 |
17,039 |
LOW |
17,000 |
0.618 |
16,936 |
1.000 |
16,897 |
1.618 |
16,833 |
2.618 |
16,730 |
4.250 |
16,562 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,055 |
17,044 |
PP |
17,053 |
17,033 |
S1 |
17,052 |
17,021 |
|