| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,519 |
16,609 |
90 |
0.5% |
16,444 |
| High |
16,600 |
16,652 |
52 |
0.3% |
16,652 |
| Low |
16,519 |
16,460 |
-59 |
-0.4% |
16,390 |
| Close |
16,600 |
16,549 |
-51 |
-0.3% |
16,549 |
| Range |
81 |
192 |
111 |
137.0% |
262 |
| ATR |
124 |
128 |
5 |
4.0% |
0 |
| Volume |
129 |
151 |
22 |
17.1% |
689 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,130 |
17,031 |
16,655 |
|
| R3 |
16,938 |
16,839 |
16,602 |
|
| R2 |
16,746 |
16,746 |
16,584 |
|
| R1 |
16,647 |
16,647 |
16,567 |
16,601 |
| PP |
16,554 |
16,554 |
16,554 |
16,530 |
| S1 |
16,455 |
16,455 |
16,532 |
16,409 |
| S2 |
16,362 |
16,362 |
16,514 |
|
| S3 |
16,170 |
16,263 |
16,496 |
|
| S4 |
15,978 |
16,071 |
16,444 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,316 |
17,195 |
16,693 |
|
| R3 |
17,054 |
16,933 |
16,621 |
|
| R2 |
16,792 |
16,792 |
16,597 |
|
| R1 |
16,671 |
16,671 |
16,573 |
16,732 |
| PP |
16,530 |
16,530 |
16,530 |
16,561 |
| S1 |
16,409 |
16,409 |
16,525 |
16,470 |
| S2 |
16,268 |
16,268 |
16,501 |
|
| S3 |
16,006 |
16,147 |
16,477 |
|
| S4 |
15,744 |
15,885 |
16,405 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,652 |
16,390 |
262 |
1.6% |
100 |
0.6% |
61% |
True |
False |
137 |
| 10 |
16,652 |
16,143 |
509 |
3.1% |
129 |
0.8% |
80% |
True |
False |
98 |
| 20 |
16,985 |
16,143 |
842 |
5.1% |
128 |
0.8% |
48% |
False |
False |
62 |
| 40 |
16,987 |
16,143 |
844 |
5.1% |
107 |
0.6% |
48% |
False |
False |
39 |
| 60 |
16,987 |
16,143 |
844 |
5.1% |
82 |
0.5% |
48% |
False |
False |
27 |
| 80 |
16,987 |
16,143 |
844 |
5.1% |
73 |
0.4% |
48% |
False |
False |
21 |
| 100 |
16,987 |
15,825 |
1,162 |
7.0% |
64 |
0.4% |
62% |
False |
False |
17 |
| 120 |
16,987 |
15,784 |
1,203 |
7.3% |
56 |
0.3% |
64% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,468 |
|
2.618 |
17,155 |
|
1.618 |
16,963 |
|
1.000 |
16,844 |
|
0.618 |
16,771 |
|
HIGH |
16,652 |
|
0.618 |
16,579 |
|
0.500 |
16,556 |
|
0.382 |
16,533 |
|
LOW |
16,460 |
|
0.618 |
16,341 |
|
1.000 |
16,268 |
|
1.618 |
16,149 |
|
2.618 |
15,957 |
|
4.250 |
15,644 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,556 |
16,556 |
| PP |
16,554 |
16,554 |
| S1 |
16,551 |
16,551 |
|