| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,717.01 |
16,664.45 |
-52.56 |
-0.3% |
16,557.27 |
| High |
16,775.27 |
16,840.28 |
65.01 |
0.4% |
16,775.27 |
| Low |
16,575.42 |
16,664.45 |
89.03 |
0.5% |
16,518.06 |
| Close |
16,662.91 |
16,838.74 |
175.83 |
1.1% |
16,662.91 |
| Range |
199.85 |
175.83 |
-24.02 |
-12.0% |
257.21 |
| ATR |
131.94 |
135.19 |
3.24 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,308.65 |
17,249.52 |
16,935.45 |
|
| R3 |
17,132.82 |
17,073.69 |
16,887.09 |
|
| R2 |
16,956.99 |
16,956.99 |
16,870.98 |
|
| R1 |
16,897.86 |
16,897.86 |
16,854.86 |
16,927.43 |
| PP |
16,781.16 |
16,781.16 |
16,781.16 |
16,795.94 |
| S1 |
16,722.03 |
16,722.03 |
16,822.62 |
16,751.60 |
| S2 |
16,605.33 |
16,605.33 |
16,806.50 |
|
| S3 |
16,429.50 |
16,546.20 |
16,790.39 |
|
| S4 |
16,253.67 |
16,370.37 |
16,742.03 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,423.71 |
17,300.52 |
16,804.38 |
|
| R3 |
17,166.50 |
17,043.31 |
16,733.64 |
|
| R2 |
16,909.29 |
16,909.29 |
16,710.07 |
|
| R1 |
16,786.10 |
16,786.10 |
16,686.49 |
16,847.70 |
| PP |
16,652.08 |
16,652.08 |
16,652.08 |
16,682.88 |
| S1 |
16,528.89 |
16,528.89 |
16,639.33 |
16,590.49 |
| S2 |
16,394.87 |
16,394.87 |
16,615.75 |
|
| S3 |
16,137.66 |
16,271.68 |
16,592.18 |
|
| S4 |
15,880.45 |
16,014.47 |
16,521.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,840.28 |
16,518.06 |
322.22 |
1.9% |
122.45 |
0.7% |
100% |
True |
False |
|
| 10 |
16,840.28 |
16,333.78 |
506.50 |
3.0% |
135.47 |
0.8% |
100% |
True |
False |
|
| 20 |
17,133.43 |
16,333.78 |
799.65 |
4.7% |
138.71 |
0.8% |
63% |
False |
False |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
125.18 |
0.7% |
62% |
False |
False |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
110.94 |
0.7% |
62% |
False |
False |
|
| 80 |
17,151.56 |
16,312.66 |
838.90 |
5.0% |
114.78 |
0.7% |
63% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
119.62 |
0.7% |
72% |
False |
False |
|
| 120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
126.86 |
0.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,587.56 |
|
2.618 |
17,300.60 |
|
1.618 |
17,124.77 |
|
1.000 |
17,016.11 |
|
0.618 |
16,948.94 |
|
HIGH |
16,840.28 |
|
0.618 |
16,773.11 |
|
0.500 |
16,752.37 |
|
0.382 |
16,731.62 |
|
LOW |
16,664.45 |
|
0.618 |
16,555.79 |
|
1.000 |
16,488.62 |
|
1.618 |
16,379.96 |
|
2.618 |
16,204.13 |
|
4.250 |
15,917.17 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,809.95 |
16,795.11 |
| PP |
16,781.16 |
16,751.48 |
| S1 |
16,752.37 |
16,707.85 |
|