| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,479 |
16,525 |
46 |
0.3% |
16,429 |
| High |
16,581 |
16,560 |
-21 |
-0.1% |
16,528 |
| Low |
16,474 |
16,465 |
-9 |
-0.1% |
16,208 |
| Close |
16,515 |
16,519 |
4 |
0.0% |
16,479 |
| Range |
107 |
95 |
-12 |
-11.2% |
320 |
| ATR |
159 |
154 |
-5 |
-2.9% |
0 |
| Volume |
123,128 |
116,945 |
-6,183 |
-5.0% |
888,931 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,800 |
16,754 |
16,571 |
|
| R3 |
16,705 |
16,659 |
16,545 |
|
| R2 |
16,610 |
16,610 |
16,537 |
|
| R1 |
16,564 |
16,564 |
16,528 |
16,540 |
| PP |
16,515 |
16,515 |
16,515 |
16,502 |
| S1 |
16,469 |
16,469 |
16,510 |
16,445 |
| S2 |
16,420 |
16,420 |
16,502 |
|
| S3 |
16,325 |
16,374 |
16,493 |
|
| S4 |
16,230 |
16,279 |
16,467 |
|
|
| 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% |
169 |
1.0% |
83% |
False |
False |
156,615 |
| 10 |
16,926 |
16,208 |
718 |
4.3% |
189 |
1.1% |
43% |
False |
False |
185,093 |
| 20 |
17,085 |
16,208 |
877 |
5.3% |
160 |
1.0% |
35% |
False |
False |
163,116 |
| 40 |
17,085 |
16,208 |
877 |
5.3% |
138 |
0.8% |
35% |
False |
False |
141,144 |
| 60 |
17,085 |
16,208 |
877 |
5.3% |
124 |
0.7% |
35% |
False |
False |
98,726 |
| 80 |
17,085 |
16,208 |
877 |
5.3% |
117 |
0.7% |
35% |
False |
False |
74,050 |
| 100 |
17,085 |
15,888 |
1,197 |
7.2% |
116 |
0.7% |
53% |
False |
False |
59,242 |
| 120 |
17,085 |
15,888 |
1,197 |
7.2% |
109 |
0.7% |
53% |
False |
False |
49,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,964 |
|
2.618 |
16,809 |
|
1.618 |
16,714 |
|
1.000 |
16,655 |
|
0.618 |
16,619 |
|
HIGH |
16,560 |
|
0.618 |
16,524 |
|
0.500 |
16,513 |
|
0.382 |
16,501 |
|
LOW |
16,465 |
|
0.618 |
16,406 |
|
1.000 |
16,370 |
|
1.618 |
16,311 |
|
2.618 |
16,216 |
|
4.250 |
16,061 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,517 |
16,478 |
| PP |
16,515 |
16,436 |
| S1 |
16,513 |
16,395 |
|