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 |
17,013 |
17,005 |
-8 |
0.0% |
16,592 |
High |
17,031 |
17,017 |
-14 |
-0.1% |
16,966 |
Low |
16,992 |
16,924 |
-68 |
-0.4% |
16,592 |
Close |
17,008 |
16,993 |
-15 |
-0.1% |
16,910 |
Range |
39 |
93 |
54 |
138.5% |
374 |
ATR |
114 |
113 |
-2 |
-1.3% |
0 |
Volume |
710 |
514 |
-196 |
-27.6% |
2,228 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,257 |
17,218 |
17,044 |
|
R3 |
17,164 |
17,125 |
17,019 |
|
R2 |
17,071 |
17,071 |
17,010 |
|
R1 |
17,032 |
17,032 |
17,002 |
17,005 |
PP |
16,978 |
16,978 |
16,978 |
16,965 |
S1 |
16,939 |
16,939 |
16,985 |
16,912 |
S2 |
16,885 |
16,885 |
16,976 |
|
S3 |
16,792 |
16,846 |
16,968 |
|
S4 |
16,699 |
16,753 |
16,942 |
|
|
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 |
16,883 |
162 |
1.0% |
81 |
0.5% |
68% |
False |
False |
516 |
10 |
17,045 |
16,460 |
585 |
3.4% |
105 |
0.6% |
91% |
False |
False |
471 |
20 |
17,045 |
16,143 |
902 |
5.3% |
116 |
0.7% |
94% |
False |
False |
279 |
40 |
17,045 |
16,143 |
902 |
5.3% |
110 |
0.6% |
94% |
False |
False |
148 |
60 |
17,045 |
16,143 |
902 |
5.3% |
93 |
0.5% |
94% |
False |
False |
103 |
80 |
17,045 |
16,143 |
902 |
5.3% |
79 |
0.5% |
94% |
False |
False |
77 |
100 |
17,045 |
15,825 |
1,220 |
7.2% |
70 |
0.4% |
96% |
False |
False |
63 |
120 |
17,045 |
15,784 |
1,261 |
7.4% |
63 |
0.4% |
96% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,412 |
2.618 |
17,261 |
1.618 |
17,168 |
1.000 |
17,110 |
0.618 |
17,075 |
HIGH |
17,017 |
0.618 |
16,982 |
0.500 |
16,971 |
0.382 |
16,960 |
LOW |
16,924 |
0.618 |
16,867 |
1.000 |
16,831 |
1.618 |
16,774 |
2.618 |
16,681 |
4.250 |
16,529 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,986 |
16,990 |
PP |
16,978 |
16,987 |
S1 |
16,971 |
16,985 |
|