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 |
16,865 |
16,933 |
68 |
0.4% |
16,592 |
High |
16,966 |
16,953 |
-13 |
-0.1% |
16,966 |
Low |
16,850 |
16,883 |
33 |
0.2% |
16,592 |
Close |
16,932 |
16,910 |
-22 |
-0.1% |
16,910 |
Range |
116 |
70 |
-46 |
-39.7% |
374 |
ATR |
127 |
123 |
-4 |
-3.2% |
0 |
Volume |
879 |
245 |
-634 |
-72.1% |
2,228 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,125 |
17,088 |
16,949 |
|
R3 |
17,055 |
17,018 |
16,929 |
|
R2 |
16,985 |
16,985 |
16,923 |
|
R1 |
16,948 |
16,948 |
16,917 |
16,932 |
PP |
16,915 |
16,915 |
16,915 |
16,907 |
S1 |
16,878 |
16,878 |
16,904 |
16,862 |
S2 |
16,845 |
16,845 |
16,897 |
|
S3 |
16,775 |
16,808 |
16,891 |
|
S4 |
16,705 |
16,738 |
16,872 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,945 |
17,801 |
17,116 |
|
R3 |
17,571 |
17,427 |
17,013 |
|
R2 |
17,197 |
17,197 |
16,979 |
|
R1 |
17,053 |
17,053 |
16,944 |
17,125 |
PP |
16,823 |
16,823 |
16,823 |
16,859 |
S1 |
16,679 |
16,679 |
16,876 |
16,751 |
S2 |
16,449 |
16,449 |
16,842 |
|
S3 |
16,075 |
16,305 |
16,807 |
|
S4 |
15,701 |
15,931 |
16,704 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,966 |
16,592 |
374 |
2.2% |
105 |
0.6% |
85% |
False |
False |
445 |
10 |
16,966 |
16,390 |
576 |
3.4% |
102 |
0.6% |
90% |
False |
False |
291 |
20 |
16,966 |
16,143 |
823 |
4.9% |
131 |
0.8% |
93% |
False |
False |
166 |
40 |
16,987 |
16,143 |
844 |
5.0% |
110 |
0.6% |
91% |
False |
False |
91 |
60 |
16,987 |
16,143 |
844 |
5.0% |
89 |
0.5% |
91% |
False |
False |
64 |
80 |
16,987 |
16,143 |
844 |
5.0% |
76 |
0.5% |
91% |
False |
False |
49 |
100 |
16,987 |
15,825 |
1,162 |
6.9% |
69 |
0.4% |
93% |
False |
False |
39 |
120 |
16,987 |
15,784 |
1,203 |
7.1% |
60 |
0.4% |
94% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,251 |
2.618 |
17,136 |
1.618 |
17,066 |
1.000 |
17,023 |
0.618 |
16,996 |
HIGH |
16,953 |
0.618 |
16,926 |
0.500 |
16,918 |
0.382 |
16,910 |
LOW |
16,883 |
0.618 |
16,840 |
1.000 |
16,813 |
1.618 |
16,770 |
2.618 |
16,700 |
4.250 |
16,586 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,918 |
16,896 |
PP |
16,915 |
16,882 |
S1 |
16,913 |
16,868 |
|