Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
17,004 |
17,051 |
47 |
0.3% |
16,666 |
High |
17,103 |
17,132 |
29 |
0.2% |
17,050 |
Low |
17,000 |
17,037 |
37 |
0.2% |
16,657 |
Close |
17,056 |
17,097 |
41 |
0.2% |
16,993 |
Range |
103 |
95 |
-8 |
-7.8% |
393 |
ATR |
139 |
135 |
-3 |
-2.2% |
0 |
Volume |
76,350 |
82,766 |
6,416 |
8.4% |
472,922 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,374 |
17,330 |
17,149 |
|
R3 |
17,279 |
17,235 |
17,123 |
|
R2 |
17,184 |
17,184 |
17,115 |
|
R1 |
17,140 |
17,140 |
17,106 |
17,162 |
PP |
17,089 |
17,089 |
17,089 |
17,100 |
S1 |
17,045 |
17,045 |
17,088 |
17,067 |
S2 |
16,994 |
16,994 |
17,080 |
|
S3 |
16,899 |
16,950 |
17,071 |
|
S4 |
16,804 |
16,855 |
17,045 |
|
|
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 |
17,132 |
16,855 |
277 |
1.6% |
102 |
0.6% |
87% |
True |
False |
90,826 |
10 |
17,132 |
16,519 |
613 |
3.6% |
118 |
0.7% |
94% |
True |
False |
101,729 |
20 |
17,132 |
16,208 |
924 |
5.4% |
153 |
0.9% |
96% |
True |
False |
143,411 |
40 |
17,132 |
16,208 |
924 |
5.4% |
139 |
0.8% |
96% |
True |
False |
135,972 |
60 |
17,132 |
16,208 |
924 |
5.4% |
128 |
0.7% |
96% |
True |
False |
115,649 |
80 |
17,132 |
16,208 |
924 |
5.4% |
123 |
0.7% |
96% |
True |
False |
86,764 |
100 |
17,132 |
15,888 |
1,244 |
7.3% |
120 |
0.7% |
97% |
True |
False |
69,414 |
120 |
17,132 |
15,888 |
1,244 |
7.3% |
116 |
0.7% |
97% |
True |
False |
57,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,536 |
2.618 |
17,381 |
1.618 |
17,286 |
1.000 |
17,227 |
0.618 |
17,191 |
HIGH |
17,132 |
0.618 |
17,096 |
0.500 |
17,085 |
0.382 |
17,073 |
LOW |
17,037 |
0.618 |
16,978 |
1.000 |
16,942 |
1.618 |
16,883 |
2.618 |
16,788 |
4.250 |
16,633 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,093 |
17,080 |
PP |
17,089 |
17,064 |
S1 |
17,085 |
17,047 |
|