| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,687 |
16,666 |
-21 |
-0.1% |
16,479 |
| High |
16,742 |
16,815 |
73 |
0.4% |
16,742 |
| Low |
16,537 |
16,657 |
120 |
0.7% |
16,465 |
| Close |
16,631 |
16,793 |
162 |
1.0% |
16,631 |
| Range |
205 |
158 |
-47 |
-22.9% |
277 |
| ATR |
151 |
154 |
2 |
1.5% |
0 |
| Volume |
192,441 |
97,398 |
-95,043 |
-49.4% |
625,334 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,229 |
17,169 |
16,880 |
|
| R3 |
17,071 |
17,011 |
16,837 |
|
| R2 |
16,913 |
16,913 |
16,822 |
|
| R1 |
16,853 |
16,853 |
16,808 |
16,883 |
| PP |
16,755 |
16,755 |
16,755 |
16,770 |
| S1 |
16,695 |
16,695 |
16,779 |
16,725 |
| S2 |
16,597 |
16,597 |
16,764 |
|
| S3 |
16,439 |
16,537 |
16,750 |
|
| S4 |
16,281 |
16,379 |
16,706 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,444 |
17,314 |
16,783 |
|
| R3 |
17,167 |
17,037 |
16,707 |
|
| R2 |
16,890 |
16,890 |
16,682 |
|
| R1 |
16,760 |
16,760 |
16,657 |
16,825 |
| PP |
16,613 |
16,613 |
16,613 |
16,645 |
| S1 |
16,483 |
16,483 |
16,606 |
16,548 |
| S2 |
16,336 |
16,336 |
16,580 |
|
| S3 |
16,059 |
16,206 |
16,555 |
|
| S4 |
15,782 |
15,929 |
16,479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,815 |
16,465 |
350 |
2.1% |
134 |
0.8% |
94% |
True |
False |
119,920 |
| 10 |
16,815 |
16,208 |
607 |
3.6% |
162 |
1.0% |
96% |
True |
False |
147,405 |
| 20 |
17,069 |
16,208 |
861 |
5.1% |
158 |
0.9% |
68% |
False |
False |
156,143 |
| 40 |
17,085 |
16,208 |
877 |
5.2% |
141 |
0.8% |
67% |
False |
False |
140,855 |
| 60 |
17,085 |
16,208 |
877 |
5.2% |
125 |
0.7% |
67% |
False |
False |
106,765 |
| 80 |
17,085 |
16,208 |
877 |
5.2% |
121 |
0.7% |
67% |
False |
False |
80,082 |
| 100 |
17,085 |
15,888 |
1,197 |
7.1% |
118 |
0.7% |
76% |
False |
False |
64,068 |
| 120 |
17,085 |
15,888 |
1,197 |
7.1% |
113 |
0.7% |
76% |
False |
False |
53,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,487 |
|
2.618 |
17,229 |
|
1.618 |
17,071 |
|
1.000 |
16,973 |
|
0.618 |
16,913 |
|
HIGH |
16,815 |
|
0.618 |
16,755 |
|
0.500 |
16,736 |
|
0.382 |
16,717 |
|
LOW |
16,657 |
|
0.618 |
16,559 |
|
1.000 |
16,499 |
|
1.618 |
16,401 |
|
2.618 |
16,243 |
|
4.250 |
15,986 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,774 |
16,754 |
| PP |
16,755 |
16,715 |
| S1 |
16,736 |
16,676 |
|