Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
17,051 |
17,107 |
56 |
0.3% |
16,666 |
High |
17,132 |
17,119 |
-13 |
-0.1% |
17,050 |
Low |
17,037 |
17,072 |
35 |
0.2% |
16,657 |
Close |
17,097 |
17,093 |
-4 |
0.0% |
16,993 |
Range |
95 |
47 |
-48 |
-50.5% |
393 |
ATR |
135 |
129 |
-6 |
-4.7% |
0 |
Volume |
82,766 |
71,942 |
-10,824 |
-13.1% |
472,922 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,236 |
17,211 |
17,119 |
|
R3 |
17,189 |
17,164 |
17,106 |
|
R2 |
17,142 |
17,142 |
17,102 |
|
R1 |
17,117 |
17,117 |
17,097 |
17,106 |
PP |
17,095 |
17,095 |
17,095 |
17,089 |
S1 |
17,070 |
17,070 |
17,089 |
17,059 |
S2 |
17,048 |
17,048 |
17,085 |
|
S3 |
17,001 |
17,023 |
17,080 |
|
S4 |
16,954 |
16,976 |
17,067 |
|
|
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 |
16,939 |
193 |
1.1% |
88 |
0.5% |
80% |
False |
False |
85,136 |
10 |
17,132 |
16,537 |
595 |
3.5% |
111 |
0.6% |
93% |
False |
False |
98,516 |
20 |
17,132 |
16,208 |
924 |
5.4% |
147 |
0.9% |
96% |
False |
False |
137,114 |
40 |
17,132 |
16,208 |
924 |
5.4% |
136 |
0.8% |
96% |
False |
False |
134,574 |
60 |
17,132 |
16,208 |
924 |
5.4% |
128 |
0.7% |
96% |
False |
False |
116,831 |
80 |
17,132 |
16,208 |
924 |
5.4% |
122 |
0.7% |
96% |
False |
False |
87,664 |
100 |
17,132 |
15,888 |
1,244 |
7.3% |
118 |
0.7% |
97% |
False |
False |
70,134 |
120 |
17,132 |
15,888 |
1,244 |
7.3% |
116 |
0.7% |
97% |
False |
False |
58,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,319 |
2.618 |
17,242 |
1.618 |
17,195 |
1.000 |
17,166 |
0.618 |
17,148 |
HIGH |
17,119 |
0.618 |
17,101 |
0.500 |
17,096 |
0.382 |
17,090 |
LOW |
17,072 |
0.618 |
17,043 |
1.000 |
17,025 |
1.618 |
16,996 |
2.618 |
16,949 |
4.250 |
16,872 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,096 |
17,084 |
PP |
17,095 |
17,075 |
S1 |
17,094 |
17,066 |
|