| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,565.55 |
16,567.54 |
1.99 |
0.0% |
16,493.72 |
| High |
16,589.31 |
16,670.29 |
80.98 |
0.5% |
16,596.22 |
| Low |
16,518.06 |
16,567.54 |
49.48 |
0.3% |
16,333.78 |
| Close |
16,560.54 |
16,651.80 |
91.26 |
0.6% |
16,553.93 |
| Range |
71.25 |
102.75 |
31.50 |
44.2% |
262.44 |
| ATR |
133.34 |
131.66 |
-1.69 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,938.13 |
16,897.71 |
16,708.31 |
|
| R3 |
16,835.38 |
16,794.96 |
16,680.06 |
|
| R2 |
16,732.63 |
16,732.63 |
16,670.64 |
|
| R1 |
16,692.21 |
16,692.21 |
16,661.22 |
16,712.42 |
| PP |
16,629.88 |
16,629.88 |
16,629.88 |
16,639.98 |
| S1 |
16,589.46 |
16,589.46 |
16,642.38 |
16,609.67 |
| S2 |
16,527.13 |
16,527.13 |
16,632.96 |
|
| S3 |
16,424.38 |
16,486.71 |
16,623.54 |
|
| S4 |
16,321.63 |
16,383.96 |
16,595.29 |
|
|
| 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 |
16,670.29 |
16,333.78 |
336.51 |
2.0% |
121.53 |
0.7% |
95% |
True |
False |
|
| 10 |
16,869.63 |
16,333.78 |
535.85 |
3.2% |
151.95 |
0.9% |
59% |
False |
False |
|
| 20 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
138.91 |
0.8% |
39% |
False |
False |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
121.18 |
0.7% |
39% |
False |
False |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
110.54 |
0.7% |
39% |
False |
False |
|
| 80 |
17,151.56 |
16,312.66 |
838.90 |
5.0% |
112.47 |
0.7% |
40% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.8% |
120.14 |
0.7% |
56% |
False |
False |
|
| 120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.8% |
126.55 |
0.8% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,106.98 |
|
2.618 |
16,939.29 |
|
1.618 |
16,836.54 |
|
1.000 |
16,773.04 |
|
0.618 |
16,733.79 |
|
HIGH |
16,670.29 |
|
0.618 |
16,631.04 |
|
0.500 |
16,618.92 |
|
0.382 |
16,606.79 |
|
LOW |
16,567.54 |
|
0.618 |
16,504.04 |
|
1.000 |
16,464.79 |
|
1.618 |
16,401.29 |
|
2.618 |
16,298.54 |
|
4.250 |
16,130.85 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,640.84 |
16,632.59 |
| PP |
16,629.88 |
16,613.38 |
| S1 |
16,618.92 |
16,594.18 |
|