| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,537 |
16,626 |
89 |
0.5% |
16,429 |
| High |
16,634 |
16,692 |
58 |
0.3% |
16,528 |
| Low |
16,519 |
16,597 |
78 |
0.5% |
16,208 |
| Close |
16,619 |
16,682 |
63 |
0.4% |
16,479 |
| Range |
115 |
95 |
-20 |
-17.4% |
320 |
| ATR |
151 |
147 |
-4 |
-2.7% |
0 |
| Volume |
104,074 |
88,746 |
-15,328 |
-14.7% |
888,931 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,942 |
16,907 |
16,734 |
|
| R3 |
16,847 |
16,812 |
16,708 |
|
| R2 |
16,752 |
16,752 |
16,700 |
|
| R1 |
16,717 |
16,717 |
16,691 |
16,735 |
| PP |
16,657 |
16,657 |
16,657 |
16,666 |
| S1 |
16,622 |
16,622 |
16,673 |
16,640 |
| S2 |
16,562 |
16,562 |
16,665 |
|
| S3 |
16,467 |
16,527 |
16,656 |
|
| S4 |
16,372 |
16,432 |
16,630 |
|
|
| 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 |
16,692 |
16,208 |
484 |
2.9% |
141 |
0.8% |
98% |
True |
False |
124,771 |
| 10 |
16,692 |
16,208 |
484 |
2.9% |
159 |
1.0% |
98% |
True |
False |
158,599 |
| 20 |
17,069 |
16,208 |
861 |
5.2% |
157 |
0.9% |
55% |
False |
False |
155,906 |
| 40 |
17,085 |
16,208 |
877 |
5.3% |
136 |
0.8% |
54% |
False |
False |
138,675 |
| 60 |
17,085 |
16,208 |
877 |
5.3% |
123 |
0.7% |
54% |
False |
False |
101,937 |
| 80 |
17,085 |
16,208 |
877 |
5.3% |
118 |
0.7% |
54% |
False |
False |
76,460 |
| 100 |
17,085 |
15,888 |
1,197 |
7.2% |
117 |
0.7% |
66% |
False |
False |
61,170 |
| 120 |
17,085 |
15,888 |
1,197 |
7.2% |
110 |
0.7% |
66% |
False |
False |
50,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,096 |
|
2.618 |
16,941 |
|
1.618 |
16,846 |
|
1.000 |
16,787 |
|
0.618 |
16,751 |
|
HIGH |
16,692 |
|
0.618 |
16,656 |
|
0.500 |
16,645 |
|
0.382 |
16,633 |
|
LOW |
16,597 |
|
0.618 |
16,538 |
|
1.000 |
16,502 |
|
1.618 |
16,443 |
|
2.618 |
16,348 |
|
4.250 |
16,193 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,670 |
16,648 |
| PP |
16,657 |
16,613 |
| S1 |
16,645 |
16,579 |
|