| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,469 |
16,519 |
50 |
0.3% |
16,348 |
| High |
16,550 |
16,600 |
50 |
0.3% |
16,405 |
| Low |
16,462 |
16,519 |
57 |
0.3% |
16,143 |
| Close |
16,538 |
16,600 |
62 |
0.4% |
16,398 |
| Range |
88 |
81 |
-7 |
-8.0% |
262 |
| ATR |
127 |
124 |
-3 |
-2.6% |
0 |
| Volume |
63 |
129 |
66 |
104.8% |
299 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,816 |
16,789 |
16,645 |
|
| R3 |
16,735 |
16,708 |
16,622 |
|
| R2 |
16,654 |
16,654 |
16,615 |
|
| R1 |
16,627 |
16,627 |
16,608 |
16,641 |
| PP |
16,573 |
16,573 |
16,573 |
16,580 |
| S1 |
16,546 |
16,546 |
16,593 |
16,560 |
| S2 |
16,492 |
16,492 |
16,585 |
|
| S3 |
16,411 |
16,465 |
16,578 |
|
| S4 |
16,330 |
16,384 |
16,556 |
|
|
| 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 |
16,600 |
16,143 |
457 |
2.8% |
113 |
0.7% |
100% |
True |
False |
112 |
| 10 |
16,600 |
16,143 |
457 |
2.8% |
128 |
0.8% |
100% |
True |
False |
86 |
| 20 |
16,985 |
16,143 |
842 |
5.1% |
124 |
0.7% |
54% |
False |
False |
55 |
| 40 |
16,987 |
16,143 |
844 |
5.1% |
103 |
0.6% |
54% |
False |
False |
36 |
| 60 |
16,987 |
16,143 |
844 |
5.1% |
80 |
0.5% |
54% |
False |
False |
25 |
| 80 |
16,987 |
16,143 |
844 |
5.1% |
71 |
0.4% |
54% |
False |
False |
19 |
| 100 |
16,987 |
15,825 |
1,162 |
7.0% |
62 |
0.4% |
67% |
False |
False |
16 |
| 120 |
16,987 |
15,784 |
1,203 |
7.2% |
54 |
0.3% |
68% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,944 |
|
2.618 |
16,812 |
|
1.618 |
16,731 |
|
1.000 |
16,681 |
|
0.618 |
16,650 |
|
HIGH |
16,600 |
|
0.618 |
16,569 |
|
0.500 |
16,560 |
|
0.382 |
16,550 |
|
LOW |
16,519 |
|
0.618 |
16,469 |
|
1.000 |
16,438 |
|
1.618 |
16,388 |
|
2.618 |
16,307 |
|
4.250 |
16,175 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,587 |
16,565 |
| PP |
16,573 |
16,530 |
| S1 |
16,560 |
16,495 |
|