| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,664.45 |
16,839.06 |
174.61 |
1.0% |
16,557.27 |
| High |
16,840.28 |
16,929.13 |
88.85 |
0.5% |
16,775.27 |
| Low |
16,664.45 |
16,839.06 |
174.61 |
1.0% |
16,518.06 |
| Close |
16,838.74 |
16,919.59 |
80.85 |
0.5% |
16,662.91 |
| Range |
175.83 |
90.07 |
-85.76 |
-48.8% |
257.21 |
| ATR |
135.19 |
131.99 |
-3.20 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,166.14 |
17,132.93 |
16,969.13 |
|
| R3 |
17,076.07 |
17,042.86 |
16,944.36 |
|
| R2 |
16,986.00 |
16,986.00 |
16,936.10 |
|
| R1 |
16,952.79 |
16,952.79 |
16,927.85 |
16,969.40 |
| PP |
16,895.93 |
16,895.93 |
16,895.93 |
16,904.23 |
| S1 |
16,862.72 |
16,862.72 |
16,911.33 |
16,879.33 |
| S2 |
16,805.86 |
16,805.86 |
16,903.08 |
|
| S3 |
16,715.79 |
16,772.65 |
16,894.82 |
|
| S4 |
16,625.72 |
16,682.58 |
16,870.05 |
|
|
| 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 |
16,929.13 |
16,567.54 |
361.59 |
2.1% |
126.21 |
0.7% |
97% |
True |
False |
|
| 10 |
16,929.13 |
16,333.78 |
595.35 |
3.5% |
125.43 |
0.7% |
98% |
True |
False |
|
| 20 |
17,121.05 |
16,333.78 |
787.27 |
4.7% |
138.55 |
0.8% |
74% |
False |
False |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
125.98 |
0.7% |
72% |
False |
False |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
111.30 |
0.7% |
72% |
False |
False |
|
| 80 |
17,151.56 |
16,312.66 |
838.90 |
5.0% |
113.79 |
0.7% |
72% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
119.43 |
0.7% |
80% |
False |
False |
|
| 120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
126.64 |
0.7% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,311.93 |
|
2.618 |
17,164.93 |
|
1.618 |
17,074.86 |
|
1.000 |
17,019.20 |
|
0.618 |
16,984.79 |
|
HIGH |
16,929.13 |
|
0.618 |
16,894.72 |
|
0.500 |
16,884.10 |
|
0.382 |
16,873.47 |
|
LOW |
16,839.06 |
|
0.618 |
16,783.40 |
|
1.000 |
16,748.99 |
|
1.618 |
16,693.33 |
|
2.618 |
16,603.26 |
|
4.250 |
16,456.26 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,907.76 |
16,863.82 |
| PP |
16,895.93 |
16,808.05 |
| S1 |
16,884.10 |
16,752.28 |
|