Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
17,005 |
17,008 |
3 |
0.0% |
16,933 |
High |
17,017 |
17,045 |
28 |
0.2% |
17,045 |
Low |
16,924 |
16,940 |
16 |
0.1% |
16,903 |
Close |
16,993 |
17,001 |
8 |
0.0% |
17,001 |
Range |
93 |
105 |
12 |
12.9% |
142 |
ATR |
113 |
112 |
-1 |
-0.5% |
0 |
Volume |
514 |
274 |
-240 |
-46.7% |
2,610 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,310 |
17,261 |
17,059 |
|
R3 |
17,205 |
17,156 |
17,030 |
|
R2 |
17,100 |
17,100 |
17,020 |
|
R1 |
17,051 |
17,051 |
17,011 |
17,023 |
PP |
16,995 |
16,995 |
16,995 |
16,982 |
S1 |
16,946 |
16,946 |
16,992 |
16,918 |
S2 |
16,890 |
16,890 |
16,982 |
|
S3 |
16,785 |
16,841 |
16,972 |
|
S4 |
16,680 |
16,736 |
16,943 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,409 |
17,347 |
17,079 |
|
R3 |
17,267 |
17,205 |
17,040 |
|
R2 |
17,125 |
17,125 |
17,027 |
|
R1 |
17,063 |
17,063 |
17,014 |
17,094 |
PP |
16,983 |
16,983 |
16,983 |
16,999 |
S1 |
16,921 |
16,921 |
16,988 |
16,952 |
S2 |
16,841 |
16,841 |
16,975 |
|
S3 |
16,699 |
16,779 |
16,962 |
|
S4 |
16,557 |
16,637 |
16,923 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,045 |
16,903 |
142 |
0.8% |
88 |
0.5% |
69% |
True |
False |
522 |
10 |
17,045 |
16,592 |
453 |
2.7% |
97 |
0.6% |
90% |
True |
False |
483 |
20 |
17,045 |
16,143 |
902 |
5.3% |
113 |
0.7% |
95% |
True |
False |
291 |
40 |
17,045 |
16,143 |
902 |
5.3% |
112 |
0.7% |
95% |
True |
False |
155 |
60 |
17,045 |
16,143 |
902 |
5.3% |
95 |
0.6% |
95% |
True |
False |
107 |
80 |
17,045 |
16,143 |
902 |
5.3% |
79 |
0.5% |
95% |
True |
False |
81 |
100 |
17,045 |
15,825 |
1,220 |
7.2% |
70 |
0.4% |
96% |
True |
False |
65 |
120 |
17,045 |
15,784 |
1,261 |
7.4% |
64 |
0.4% |
97% |
True |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,491 |
2.618 |
17,320 |
1.618 |
17,215 |
1.000 |
17,150 |
0.618 |
17,110 |
HIGH |
17,045 |
0.618 |
17,005 |
0.500 |
16,993 |
0.382 |
16,980 |
LOW |
16,940 |
0.618 |
16,875 |
1.000 |
16,835 |
1.618 |
16,770 |
2.618 |
16,665 |
4.250 |
16,494 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,998 |
16,996 |
PP |
16,995 |
16,990 |
S1 |
16,993 |
16,985 |
|