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 |
16,933 |
16,962 |
29 |
0.2% |
16,592 |
High |
17,018 |
17,045 |
27 |
0.2% |
16,966 |
Low |
16,903 |
16,957 |
54 |
0.3% |
16,592 |
Close |
16,973 |
17,013 |
40 |
0.2% |
16,910 |
Range |
115 |
88 |
-27 |
-23.5% |
374 |
ATR |
123 |
120 |
-2 |
-2.0% |
0 |
Volume |
427 |
685 |
258 |
60.4% |
2,228 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,269 |
17,229 |
17,062 |
|
R3 |
17,181 |
17,141 |
17,037 |
|
R2 |
17,093 |
17,093 |
17,029 |
|
R1 |
17,053 |
17,053 |
17,021 |
17,073 |
PP |
17,005 |
17,005 |
17,005 |
17,015 |
S1 |
16,965 |
16,965 |
17,005 |
16,985 |
S2 |
16,917 |
16,917 |
16,997 |
|
S3 |
16,829 |
16,877 |
16,989 |
|
S4 |
16,741 |
16,789 |
16,965 |
|
|
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 |
17,045 |
16,770 |
275 |
1.6% |
101 |
0.6% |
88% |
True |
False |
582 |
10 |
17,045 |
16,460 |
585 |
3.4% |
109 |
0.6% |
95% |
True |
False |
368 |
20 |
17,045 |
16,143 |
902 |
5.3% |
128 |
0.8% |
96% |
True |
False |
220 |
40 |
17,045 |
16,143 |
902 |
5.3% |
112 |
0.7% |
96% |
True |
False |
119 |
60 |
17,045 |
16,143 |
902 |
5.3% |
92 |
0.5% |
96% |
True |
False |
83 |
80 |
17,045 |
16,143 |
902 |
5.3% |
79 |
0.5% |
96% |
True |
False |
62 |
100 |
17,045 |
15,825 |
1,220 |
7.2% |
70 |
0.4% |
97% |
True |
False |
50 |
120 |
17,045 |
15,784 |
1,261 |
7.4% |
62 |
0.4% |
97% |
True |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,419 |
2.618 |
17,276 |
1.618 |
17,188 |
1.000 |
17,133 |
0.618 |
17,100 |
HIGH |
17,045 |
0.618 |
17,012 |
0.500 |
17,001 |
0.382 |
16,991 |
LOW |
16,957 |
0.618 |
16,903 |
1.000 |
16,869 |
1.618 |
16,815 |
2.618 |
16,727 |
4.250 |
16,583 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,009 |
16,997 |
PP |
17,005 |
16,980 |
S1 |
17,001 |
16,964 |
|