| 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 |
16,200 |
16,444 |
244 |
1.5% |
16,348 |
| High |
16,398 |
16,485 |
87 |
0.5% |
16,405 |
| Low |
16,143 |
16,421 |
278 |
1.7% |
16,143 |
| Close |
16,398 |
16,433 |
35 |
0.2% |
16,398 |
| Range |
255 |
64 |
-191 |
-74.9% |
262 |
| ATR |
136 |
132 |
-3 |
-2.6% |
0 |
| Volume |
23 |
291 |
268 |
1,165.2% |
299 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,638 |
16,600 |
16,468 |
|
| R3 |
16,574 |
16,536 |
16,451 |
|
| R2 |
16,510 |
16,510 |
16,445 |
|
| R1 |
16,472 |
16,472 |
16,439 |
16,459 |
| PP |
16,446 |
16,446 |
16,446 |
16,440 |
| S1 |
16,408 |
16,408 |
16,427 |
16,395 |
| S2 |
16,382 |
16,382 |
16,421 |
|
| S3 |
16,318 |
16,344 |
16,416 |
|
| S4 |
16,254 |
16,280 |
16,398 |
|
|
| 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 |
16,485 |
16,143 |
342 |
2.1% |
152 |
0.9% |
85% |
True |
False |
103 |
| 10 |
16,905 |
16,143 |
762 |
4.6% |
155 |
0.9% |
38% |
False |
False |
68 |
| 20 |
16,987 |
16,143 |
844 |
5.1% |
127 |
0.8% |
34% |
False |
False |
46 |
| 40 |
16,987 |
16,143 |
844 |
5.1% |
100 |
0.6% |
34% |
False |
False |
30 |
| 60 |
16,987 |
16,143 |
844 |
5.1% |
78 |
0.5% |
34% |
False |
False |
21 |
| 80 |
16,987 |
16,143 |
844 |
5.1% |
68 |
0.4% |
34% |
False |
False |
16 |
| 100 |
16,987 |
15,825 |
1,162 |
7.1% |
60 |
0.4% |
52% |
False |
False |
13 |
| 120 |
16,987 |
15,784 |
1,203 |
7.3% |
52 |
0.3% |
54% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,757 |
|
2.618 |
16,653 |
|
1.618 |
16,589 |
|
1.000 |
16,549 |
|
0.618 |
16,525 |
|
HIGH |
16,485 |
|
0.618 |
16,461 |
|
0.500 |
16,453 |
|
0.382 |
16,446 |
|
LOW |
16,421 |
|
0.618 |
16,382 |
|
1.000 |
16,357 |
|
1.618 |
16,318 |
|
2.618 |
16,254 |
|
4.250 |
16,149 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,453 |
16,393 |
| PP |
16,446 |
16,354 |
| S1 |
16,440 |
16,314 |
|