| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,355 |
16,200 |
-155 |
-0.9% |
16,348 |
| High |
16,368 |
16,398 |
30 |
0.2% |
16,405 |
| Low |
16,234 |
16,143 |
-91 |
-0.6% |
16,143 |
| Close |
16,239 |
16,398 |
159 |
1.0% |
16,398 |
| Range |
134 |
255 |
121 |
90.3% |
262 |
| ATR |
126 |
136 |
9 |
7.3% |
0 |
| Volume |
167 |
23 |
-144 |
-86.2% |
299 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,078 |
16,993 |
16,538 |
|
| R3 |
16,823 |
16,738 |
16,468 |
|
| R2 |
16,568 |
16,568 |
16,445 |
|
| R1 |
16,483 |
16,483 |
16,422 |
16,526 |
| PP |
16,313 |
16,313 |
16,313 |
16,334 |
| S1 |
16,228 |
16,228 |
16,375 |
16,271 |
| S2 |
16,058 |
16,058 |
16,351 |
|
| S3 |
15,803 |
15,973 |
16,328 |
|
| S4 |
15,548 |
15,718 |
16,258 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,101 |
17,012 |
16,542 |
|
| R3 |
16,839 |
16,750 |
16,470 |
|
| R2 |
16,577 |
16,577 |
16,446 |
|
| R1 |
16,488 |
16,488 |
16,422 |
16,533 |
| PP |
16,315 |
16,315 |
16,315 |
16,338 |
| S1 |
16,226 |
16,226 |
16,374 |
16,271 |
| S2 |
16,053 |
16,053 |
16,350 |
|
| S3 |
15,791 |
15,964 |
16,326 |
|
| S4 |
15,529 |
15,702 |
16,254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,405 |
16,143 |
262 |
1.6% |
159 |
1.0% |
97% |
False |
True |
59 |
| 10 |
16,905 |
16,143 |
762 |
4.6% |
160 |
1.0% |
33% |
False |
True |
40 |
| 20 |
16,987 |
16,143 |
844 |
5.1% |
129 |
0.8% |
30% |
False |
True |
32 |
| 40 |
16,987 |
16,143 |
844 |
5.1% |
99 |
0.6% |
30% |
False |
True |
23 |
| 60 |
16,987 |
16,143 |
844 |
5.1% |
80 |
0.5% |
30% |
False |
True |
16 |
| 80 |
16,987 |
16,143 |
844 |
5.1% |
67 |
0.4% |
30% |
False |
True |
12 |
| 100 |
16,987 |
15,825 |
1,162 |
7.1% |
59 |
0.4% |
49% |
False |
False |
10 |
| 120 |
16,987 |
15,784 |
1,203 |
7.3% |
52 |
0.3% |
51% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,482 |
|
2.618 |
17,066 |
|
1.618 |
16,811 |
|
1.000 |
16,653 |
|
0.618 |
16,556 |
|
HIGH |
16,398 |
|
0.618 |
16,301 |
|
0.500 |
16,271 |
|
0.382 |
16,241 |
|
LOW |
16,143 |
|
0.618 |
15,986 |
|
1.000 |
15,888 |
|
1.618 |
15,731 |
|
2.618 |
15,476 |
|
4.250 |
15,059 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,356 |
16,356 |
| PP |
16,313 |
16,313 |
| S1 |
16,271 |
16,271 |
|