| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,839.06 |
16,910.03 |
70.97 |
0.4% |
16,557.27 |
| High |
16,929.13 |
16,994.89 |
65.76 |
0.4% |
16,775.27 |
| Low |
16,839.06 |
16,896.55 |
57.49 |
0.3% |
16,518.06 |
| Close |
16,919.59 |
16,979.13 |
59.54 |
0.4% |
16,662.91 |
| Range |
90.07 |
98.34 |
8.27 |
9.2% |
257.21 |
| ATR |
131.99 |
129.58 |
-2.40 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,251.88 |
17,213.84 |
17,033.22 |
|
| R3 |
17,153.54 |
17,115.50 |
17,006.17 |
|
| R2 |
17,055.20 |
17,055.20 |
16,997.16 |
|
| R1 |
17,017.16 |
17,017.16 |
16,988.14 |
17,036.18 |
| PP |
16,956.86 |
16,956.86 |
16,956.86 |
16,966.37 |
| S1 |
16,918.82 |
16,918.82 |
16,970.12 |
16,937.84 |
| S2 |
16,858.52 |
16,858.52 |
16,961.10 |
|
| S3 |
16,760.18 |
16,820.48 |
16,952.09 |
|
| S4 |
16,661.84 |
16,722.14 |
16,925.04 |
|
|
| 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 |
16,994.89 |
16,575.42 |
419.47 |
2.5% |
125.33 |
0.7% |
96% |
True |
False |
|
| 10 |
16,994.89 |
16,333.78 |
661.11 |
3.9% |
123.43 |
0.7% |
98% |
True |
False |
|
| 20 |
17,119.83 |
16,333.78 |
786.05 |
4.6% |
140.32 |
0.8% |
82% |
False |
False |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
124.33 |
0.7% |
79% |
False |
False |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
111.58 |
0.7% |
79% |
False |
False |
|
| 80 |
17,151.56 |
16,333.78 |
817.78 |
4.8% |
112.67 |
0.7% |
79% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
118.94 |
0.7% |
85% |
False |
False |
|
| 120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
126.02 |
0.7% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,412.84 |
|
2.618 |
17,252.34 |
|
1.618 |
17,154.00 |
|
1.000 |
17,093.23 |
|
0.618 |
17,055.66 |
|
HIGH |
16,994.89 |
|
0.618 |
16,957.32 |
|
0.500 |
16,945.72 |
|
0.382 |
16,934.12 |
|
LOW |
16,896.55 |
|
0.618 |
16,835.78 |
|
1.000 |
16,798.21 |
|
1.618 |
16,737.44 |
|
2.618 |
16,639.10 |
|
4.250 |
16,478.61 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,967.99 |
16,929.31 |
| PP |
16,956.86 |
16,879.49 |
| S1 |
16,945.72 |
16,829.67 |
|