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 |
16,962 |
17,013 |
51 |
0.3% |
16,592 |
High |
17,045 |
17,031 |
-14 |
-0.1% |
16,966 |
Low |
16,957 |
16,992 |
35 |
0.2% |
16,592 |
Close |
17,013 |
17,008 |
-5 |
0.0% |
16,910 |
Range |
88 |
39 |
-49 |
-55.7% |
374 |
ATR |
120 |
114 |
-6 |
-4.8% |
0 |
Volume |
685 |
710 |
25 |
3.6% |
2,228 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,127 |
17,107 |
17,030 |
|
R3 |
17,088 |
17,068 |
17,019 |
|
R2 |
17,049 |
17,049 |
17,015 |
|
R1 |
17,029 |
17,029 |
17,012 |
17,020 |
PP |
17,010 |
17,010 |
17,010 |
17,006 |
S1 |
16,990 |
16,990 |
17,005 |
16,981 |
S2 |
16,971 |
16,971 |
17,001 |
|
S3 |
16,932 |
16,951 |
16,997 |
|
S4 |
16,893 |
16,912 |
16,987 |
|
|
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 |
16,850 |
195 |
1.1% |
86 |
0.5% |
81% |
False |
False |
589 |
10 |
17,045 |
16,460 |
585 |
3.4% |
104 |
0.6% |
94% |
False |
False |
433 |
20 |
17,045 |
16,143 |
902 |
5.3% |
124 |
0.7% |
96% |
False |
False |
255 |
40 |
17,045 |
16,143 |
902 |
5.3% |
109 |
0.6% |
96% |
False |
False |
136 |
60 |
17,045 |
16,143 |
902 |
5.3% |
93 |
0.5% |
96% |
False |
False |
94 |
80 |
17,045 |
16,143 |
902 |
5.3% |
78 |
0.5% |
96% |
False |
False |
71 |
100 |
17,045 |
15,825 |
1,220 |
7.2% |
69 |
0.4% |
97% |
False |
False |
57 |
120 |
17,045 |
15,784 |
1,261 |
7.4% |
62 |
0.4% |
97% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,197 |
2.618 |
17,133 |
1.618 |
17,094 |
1.000 |
17,070 |
0.618 |
17,055 |
HIGH |
17,031 |
0.618 |
17,016 |
0.500 |
17,012 |
0.382 |
17,007 |
LOW |
16,992 |
0.618 |
16,968 |
1.000 |
16,953 |
1.618 |
16,929 |
2.618 |
16,890 |
4.250 |
16,826 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,012 |
16,997 |
PP |
17,010 |
16,985 |
S1 |
17,009 |
16,974 |
|