| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,464 |
16,469 |
5 |
0.0% |
16,348 |
| High |
16,464 |
16,550 |
86 |
0.5% |
16,405 |
| Low |
16,390 |
16,462 |
72 |
0.4% |
16,143 |
| Close |
16,438 |
16,538 |
100 |
0.6% |
16,398 |
| Range |
74 |
88 |
14 |
18.9% |
262 |
| ATR |
128 |
127 |
-1 |
-0.9% |
0 |
| Volume |
55 |
63 |
8 |
14.5% |
299 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,781 |
16,747 |
16,587 |
|
| R3 |
16,693 |
16,659 |
16,562 |
|
| R2 |
16,605 |
16,605 |
16,554 |
|
| R1 |
16,571 |
16,571 |
16,546 |
16,588 |
| PP |
16,517 |
16,517 |
16,517 |
16,525 |
| S1 |
16,483 |
16,483 |
16,530 |
16,500 |
| S2 |
16,429 |
16,429 |
16,522 |
|
| S3 |
16,341 |
16,395 |
16,514 |
|
| S4 |
16,253 |
16,307 |
16,490 |
|
|
| 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 |
16,550 |
16,143 |
407 |
2.5% |
123 |
0.7% |
97% |
True |
False |
119 |
| 10 |
16,660 |
16,143 |
517 |
3.1% |
145 |
0.9% |
76% |
False |
False |
78 |
| 20 |
16,985 |
16,143 |
842 |
5.1% |
127 |
0.8% |
47% |
False |
False |
50 |
| 40 |
16,987 |
16,143 |
844 |
5.1% |
104 |
0.6% |
47% |
False |
False |
33 |
| 60 |
16,987 |
16,143 |
844 |
5.1% |
81 |
0.5% |
47% |
False |
False |
22 |
| 80 |
16,987 |
16,143 |
844 |
5.1% |
70 |
0.4% |
47% |
False |
False |
18 |
| 100 |
16,987 |
15,825 |
1,162 |
7.0% |
61 |
0.4% |
61% |
False |
False |
14 |
| 120 |
16,987 |
15,784 |
1,203 |
7.3% |
54 |
0.3% |
63% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,924 |
|
2.618 |
16,781 |
|
1.618 |
16,693 |
|
1.000 |
16,638 |
|
0.618 |
16,605 |
|
HIGH |
16,550 |
|
0.618 |
16,517 |
|
0.500 |
16,506 |
|
0.382 |
16,496 |
|
LOW |
16,462 |
|
0.618 |
16,408 |
|
1.000 |
16,374 |
|
1.618 |
16,320 |
|
2.618 |
16,232 |
|
4.250 |
16,088 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,527 |
16,515 |
| PP |
16,517 |
16,493 |
| S1 |
16,506 |
16,470 |
|