| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,557.27 |
16,565.55 |
8.28 |
0.1% |
16,493.72 |
| High |
16,627.99 |
16,589.31 |
-38.68 |
-0.2% |
16,596.22 |
| Low |
16,557.27 |
16,518.06 |
-39.21 |
-0.2% |
16,333.78 |
| Close |
16,569.98 |
16,560.54 |
-9.44 |
-0.1% |
16,553.93 |
| Range |
70.72 |
71.25 |
0.53 |
0.7% |
262.44 |
| ATR |
138.12 |
133.34 |
-4.78 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,769.72 |
16,736.38 |
16,599.73 |
|
| R3 |
16,698.47 |
16,665.13 |
16,580.13 |
|
| R2 |
16,627.22 |
16,627.22 |
16,573.60 |
|
| R1 |
16,593.88 |
16,593.88 |
16,567.07 |
16,574.93 |
| PP |
16,555.97 |
16,555.97 |
16,555.97 |
16,546.49 |
| S1 |
16,522.63 |
16,522.63 |
16,554.01 |
16,503.68 |
| S2 |
16,484.72 |
16,484.72 |
16,547.48 |
|
| S3 |
16,413.47 |
16,451.38 |
16,540.95 |
|
| S4 |
16,342.22 |
16,380.13 |
16,521.35 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,281.96 |
17,180.39 |
16,698.27 |
|
| R3 |
17,019.52 |
16,917.95 |
16,626.10 |
|
| R2 |
16,757.08 |
16,757.08 |
16,602.04 |
|
| R1 |
16,655.51 |
16,655.51 |
16,577.99 |
16,706.30 |
| PP |
16,494.64 |
16,494.64 |
16,494.64 |
16,520.04 |
| S1 |
16,393.07 |
16,393.07 |
16,529.87 |
16,443.86 |
| S2 |
16,232.20 |
16,232.20 |
16,505.82 |
|
| S3 |
15,969.76 |
16,130.63 |
16,481.76 |
|
| S4 |
15,707.32 |
15,868.19 |
16,409.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,627.99 |
16,333.78 |
294.21 |
1.8% |
124.66 |
0.8% |
77% |
False |
False |
|
| 10 |
16,983.94 |
16,333.78 |
650.16 |
3.9% |
158.35 |
1.0% |
35% |
False |
False |
|
| 20 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
137.64 |
0.8% |
28% |
False |
False |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
120.88 |
0.7% |
28% |
False |
False |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
110.23 |
0.7% |
28% |
False |
False |
|
| 80 |
17,151.56 |
16,312.66 |
838.90 |
5.1% |
111.91 |
0.7% |
30% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
120.76 |
0.7% |
48% |
False |
False |
|
| 120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
126.51 |
0.8% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,892.12 |
|
2.618 |
16,775.84 |
|
1.618 |
16,704.59 |
|
1.000 |
16,660.56 |
|
0.618 |
16,633.34 |
|
HIGH |
16,589.31 |
|
0.618 |
16,562.09 |
|
0.500 |
16,553.69 |
|
0.382 |
16,545.28 |
|
LOW |
16,518.06 |
|
0.618 |
16,474.03 |
|
1.000 |
16,446.81 |
|
1.618 |
16,402.78 |
|
2.618 |
16,331.53 |
|
4.250 |
16,215.25 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,558.26 |
16,539.06 |
| PP |
16,555.97 |
16,517.58 |
| S1 |
16,553.69 |
16,496.11 |
|