| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,322 |
16,479 |
157 |
1.0% |
16,429 |
| High |
16,502 |
16,581 |
79 |
0.5% |
16,528 |
| Low |
16,208 |
16,474 |
266 |
1.6% |
16,208 |
| Close |
16,479 |
16,515 |
36 |
0.2% |
16,479 |
| Range |
294 |
107 |
-187 |
-63.6% |
320 |
| ATR |
163 |
159 |
-4 |
-2.4% |
0 |
| Volume |
190,966 |
123,128 |
-67,838 |
-35.5% |
888,931 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,844 |
16,787 |
16,574 |
|
| R3 |
16,737 |
16,680 |
16,545 |
|
| R2 |
16,630 |
16,630 |
16,535 |
|
| R1 |
16,573 |
16,573 |
16,525 |
16,602 |
| PP |
16,523 |
16,523 |
16,523 |
16,538 |
| S1 |
16,466 |
16,466 |
16,505 |
16,495 |
| S2 |
16,416 |
16,416 |
16,496 |
|
| S3 |
16,309 |
16,359 |
16,486 |
|
| S4 |
16,202 |
16,252 |
16,456 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,365 |
17,242 |
16,655 |
|
| R3 |
17,045 |
16,922 |
16,567 |
|
| R2 |
16,725 |
16,725 |
16,538 |
|
| R1 |
16,602 |
16,602 |
16,508 |
16,664 |
| PP |
16,405 |
16,405 |
16,405 |
16,436 |
| S1 |
16,282 |
16,282 |
16,450 |
16,344 |
| S2 |
16,085 |
16,085 |
16,420 |
|
| S3 |
15,765 |
15,962 |
16,391 |
|
| S4 |
15,445 |
15,642 |
16,303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,581 |
16,208 |
373 |
2.3% |
190 |
1.2% |
82% |
True |
False |
174,889 |
| 10 |
16,993 |
16,208 |
785 |
4.8% |
194 |
1.2% |
39% |
False |
False |
188,679 |
| 20 |
17,085 |
16,208 |
877 |
5.3% |
161 |
1.0% |
35% |
False |
False |
165,054 |
| 40 |
17,085 |
16,208 |
877 |
5.3% |
138 |
0.8% |
35% |
False |
False |
141,279 |
| 60 |
17,085 |
16,208 |
877 |
5.3% |
124 |
0.7% |
35% |
False |
False |
96,778 |
| 80 |
17,085 |
16,208 |
877 |
5.3% |
116 |
0.7% |
35% |
False |
False |
72,588 |
| 100 |
17,085 |
15,888 |
1,197 |
7.2% |
116 |
0.7% |
52% |
False |
False |
58,072 |
| 120 |
17,085 |
15,888 |
1,197 |
7.2% |
108 |
0.7% |
52% |
False |
False |
48,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,036 |
|
2.618 |
16,861 |
|
1.618 |
16,754 |
|
1.000 |
16,688 |
|
0.618 |
16,647 |
|
HIGH |
16,581 |
|
0.618 |
16,540 |
|
0.500 |
16,528 |
|
0.382 |
16,515 |
|
LOW |
16,474 |
|
0.618 |
16,408 |
|
1.000 |
16,367 |
|
1.618 |
16,301 |
|
2.618 |
16,194 |
|
4.250 |
16,019 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,528 |
16,475 |
| PP |
16,523 |
16,435 |
| S1 |
16,519 |
16,395 |
|