| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,567.54 |
16,657.32 |
89.78 |
0.5% |
16,493.72 |
| High |
16,670.29 |
16,714.22 |
43.93 |
0.3% |
16,596.22 |
| Low |
16,567.54 |
16,651.67 |
84.13 |
0.5% |
16,333.78 |
| Close |
16,651.80 |
16,713.58 |
61.78 |
0.4% |
16,553.93 |
| Range |
102.75 |
62.55 |
-40.20 |
-39.1% |
262.44 |
| ATR |
131.66 |
126.72 |
-4.94 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,880.81 |
16,859.74 |
16,747.98 |
|
| R3 |
16,818.26 |
16,797.19 |
16,730.78 |
|
| R2 |
16,755.71 |
16,755.71 |
16,725.05 |
|
| R1 |
16,734.64 |
16,734.64 |
16,719.31 |
16,745.18 |
| PP |
16,693.16 |
16,693.16 |
16,693.16 |
16,698.42 |
| S1 |
16,672.09 |
16,672.09 |
16,707.85 |
16,682.63 |
| S2 |
16,630.61 |
16,630.61 |
16,702.11 |
|
| S3 |
16,568.06 |
16,609.54 |
16,696.38 |
|
| S4 |
16,505.51 |
16,546.99 |
16,679.18 |
|
|
| 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 |
16,714.22 |
16,364.22 |
350.00 |
2.1% |
99.93 |
0.6% |
100% |
True |
False |
|
| 10 |
16,714.22 |
16,333.78 |
380.44 |
2.3% |
127.57 |
0.8% |
100% |
True |
False |
|
| 20 |
17,133.43 |
16,333.78 |
799.65 |
4.8% |
132.77 |
0.8% |
47% |
False |
False |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
118.84 |
0.7% |
46% |
False |
False |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
108.75 |
0.7% |
46% |
False |
False |
|
| 80 |
17,151.56 |
16,312.66 |
838.90 |
5.0% |
111.80 |
0.7% |
48% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.8% |
119.11 |
0.7% |
61% |
False |
False |
|
| 120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.8% |
125.42 |
0.8% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,980.06 |
|
2.618 |
16,877.98 |
|
1.618 |
16,815.43 |
|
1.000 |
16,776.77 |
|
0.618 |
16,752.88 |
|
HIGH |
16,714.22 |
|
0.618 |
16,690.33 |
|
0.500 |
16,682.95 |
|
0.382 |
16,675.56 |
|
LOW |
16,651.67 |
|
0.618 |
16,613.01 |
|
1.000 |
16,589.12 |
|
1.618 |
16,550.46 |
|
2.618 |
16,487.91 |
|
4.250 |
16,385.83 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,703.37 |
16,681.10 |
| PP |
16,693.16 |
16,648.62 |
| S1 |
16,682.95 |
16,616.14 |
|