| 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 |
16,444 |
16,464 |
20 |
0.1% |
16,348 |
| High |
16,485 |
16,464 |
-21 |
-0.1% |
16,405 |
| Low |
16,421 |
16,390 |
-31 |
-0.2% |
16,143 |
| Close |
16,433 |
16,438 |
5 |
0.0% |
16,398 |
| Range |
64 |
74 |
10 |
15.6% |
262 |
| ATR |
132 |
128 |
-4 |
-3.1% |
0 |
| Volume |
291 |
55 |
-236 |
-81.1% |
299 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,653 |
16,619 |
16,479 |
|
| R3 |
16,579 |
16,545 |
16,458 |
|
| R2 |
16,505 |
16,505 |
16,452 |
|
| R1 |
16,471 |
16,471 |
16,445 |
16,451 |
| PP |
16,431 |
16,431 |
16,431 |
16,421 |
| S1 |
16,397 |
16,397 |
16,431 |
16,377 |
| S2 |
16,357 |
16,357 |
16,425 |
|
| S3 |
16,283 |
16,323 |
16,418 |
|
| S4 |
16,209 |
16,249 |
16,397 |
|
|
| 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% |
131 |
0.8% |
86% |
False |
False |
112 |
| 10 |
16,810 |
16,143 |
667 |
4.1% |
148 |
0.9% |
44% |
False |
False |
72 |
| 20 |
16,987 |
16,143 |
844 |
5.1% |
125 |
0.8% |
35% |
False |
False |
48 |
| 40 |
16,987 |
16,143 |
844 |
5.1% |
102 |
0.6% |
35% |
False |
False |
31 |
| 60 |
16,987 |
16,143 |
844 |
5.1% |
79 |
0.5% |
35% |
False |
False |
21 |
| 80 |
16,987 |
16,143 |
844 |
5.1% |
69 |
0.4% |
35% |
False |
False |
17 |
| 100 |
16,987 |
15,825 |
1,162 |
7.1% |
61 |
0.4% |
53% |
False |
False |
14 |
| 120 |
16,987 |
15,784 |
1,203 |
7.3% |
53 |
0.3% |
54% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,779 |
|
2.618 |
16,658 |
|
1.618 |
16,584 |
|
1.000 |
16,538 |
|
0.618 |
16,510 |
|
HIGH |
16,464 |
|
0.618 |
16,436 |
|
0.500 |
16,427 |
|
0.382 |
16,418 |
|
LOW |
16,390 |
|
0.618 |
16,344 |
|
1.000 |
16,316 |
|
1.618 |
16,270 |
|
2.618 |
16,196 |
|
4.250 |
16,076 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,434 |
16,397 |
| PP |
16,431 |
16,355 |
| S1 |
16,427 |
16,314 |
|