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 |
16,933 |
16,933 |
0 |
0.0% |
16,592 |
High |
16,953 |
17,018 |
65 |
0.4% |
16,966 |
Low |
16,883 |
16,903 |
20 |
0.1% |
16,592 |
Close |
16,910 |
16,973 |
63 |
0.4% |
16,910 |
Range |
70 |
115 |
45 |
64.3% |
374 |
ATR |
123 |
123 |
-1 |
-0.5% |
0 |
Volume |
245 |
427 |
182 |
74.3% |
2,228 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,310 |
17,256 |
17,036 |
|
R3 |
17,195 |
17,141 |
17,005 |
|
R2 |
17,080 |
17,080 |
16,994 |
|
R1 |
17,026 |
17,026 |
16,984 |
17,053 |
PP |
16,965 |
16,965 |
16,965 |
16,978 |
S1 |
16,911 |
16,911 |
16,963 |
16,938 |
S2 |
16,850 |
16,850 |
16,952 |
|
S3 |
16,735 |
16,796 |
16,942 |
|
S4 |
16,620 |
16,681 |
16,910 |
|
|
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 |
17,018 |
16,716 |
302 |
1.8% |
102 |
0.6% |
85% |
True |
False |
493 |
10 |
17,018 |
16,390 |
628 |
3.7% |
108 |
0.6% |
93% |
True |
False |
305 |
20 |
17,018 |
16,143 |
875 |
5.2% |
131 |
0.8% |
95% |
True |
False |
186 |
40 |
17,018 |
16,143 |
875 |
5.2% |
111 |
0.7% |
95% |
True |
False |
102 |
60 |
17,018 |
16,143 |
875 |
5.2% |
91 |
0.5% |
95% |
True |
False |
71 |
80 |
17,018 |
16,143 |
875 |
5.2% |
78 |
0.5% |
95% |
True |
False |
54 |
100 |
17,018 |
15,825 |
1,193 |
7.0% |
70 |
0.4% |
96% |
True |
False |
43 |
120 |
17,018 |
15,784 |
1,234 |
7.3% |
61 |
0.4% |
96% |
True |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,507 |
2.618 |
17,319 |
1.618 |
17,204 |
1.000 |
17,133 |
0.618 |
17,089 |
HIGH |
17,018 |
0.618 |
16,974 |
0.500 |
16,961 |
0.382 |
16,947 |
LOW |
16,903 |
0.618 |
16,832 |
1.000 |
16,788 |
1.618 |
16,717 |
2.618 |
16,602 |
4.250 |
16,414 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,969 |
16,960 |
PP |
16,965 |
16,947 |
S1 |
16,961 |
16,934 |
|