Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
17,107 |
17,096 |
-11 |
-0.1% |
16,666 |
High |
17,119 |
17,104 |
-15 |
-0.1% |
17,050 |
Low |
17,072 |
17,007 |
-65 |
-0.4% |
16,657 |
Close |
17,093 |
17,077 |
-16 |
-0.1% |
16,993 |
Range |
47 |
97 |
50 |
106.4% |
393 |
ATR |
129 |
127 |
-2 |
-1.8% |
0 |
Volume |
71,942 |
102,069 |
30,127 |
41.9% |
472,922 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,354 |
17,312 |
17,130 |
|
R3 |
17,257 |
17,215 |
17,104 |
|
R2 |
17,160 |
17,160 |
17,095 |
|
R1 |
17,118 |
17,118 |
17,086 |
17,091 |
PP |
17,063 |
17,063 |
17,063 |
17,049 |
S1 |
17,021 |
17,021 |
17,068 |
16,994 |
S2 |
16,966 |
16,966 |
17,059 |
|
S3 |
16,869 |
16,924 |
17,050 |
|
S4 |
16,772 |
16,827 |
17,024 |
|
|
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 |
16,962 |
170 |
1.0% |
85 |
0.5% |
68% |
False |
False |
88,634 |
10 |
17,132 |
16,537 |
595 |
3.5% |
111 |
0.7% |
91% |
False |
False |
99,849 |
20 |
17,132 |
16,208 |
924 |
5.4% |
135 |
0.8% |
94% |
False |
False |
129,224 |
40 |
17,132 |
16,208 |
924 |
5.4% |
138 |
0.8% |
94% |
False |
False |
135,268 |
60 |
17,132 |
16,208 |
924 |
5.4% |
128 |
0.8% |
94% |
False |
False |
118,511 |
80 |
17,132 |
16,208 |
924 |
5.4% |
122 |
0.7% |
94% |
False |
False |
88,939 |
100 |
17,132 |
15,888 |
1,244 |
7.3% |
117 |
0.7% |
96% |
False |
False |
71,154 |
120 |
17,132 |
15,888 |
1,244 |
7.3% |
116 |
0.7% |
96% |
False |
False |
59,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,516 |
2.618 |
17,358 |
1.618 |
17,261 |
1.000 |
17,201 |
0.618 |
17,164 |
HIGH |
17,104 |
0.618 |
17,067 |
0.500 |
17,056 |
0.382 |
17,044 |
LOW |
17,007 |
0.618 |
16,947 |
1.000 |
16,910 |
1.618 |
16,850 |
2.618 |
16,753 |
4.250 |
16,595 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,070 |
17,075 |
PP |
17,063 |
17,072 |
S1 |
17,056 |
17,070 |
|