| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,609 |
16,592 |
-17 |
-0.1% |
16,444 |
| High |
16,652 |
16,722 |
70 |
0.4% |
16,652 |
| Low |
16,460 |
16,592 |
132 |
0.8% |
16,390 |
| Close |
16,549 |
16,711 |
162 |
1.0% |
16,549 |
| Range |
192 |
130 |
-62 |
-32.3% |
262 |
| ATR |
128 |
132 |
3 |
2.5% |
0 |
| Volume |
151 |
187 |
36 |
23.8% |
689 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,065 |
17,018 |
16,783 |
|
| R3 |
16,935 |
16,888 |
16,747 |
|
| R2 |
16,805 |
16,805 |
16,735 |
|
| R1 |
16,758 |
16,758 |
16,723 |
16,782 |
| PP |
16,675 |
16,675 |
16,675 |
16,687 |
| S1 |
16,628 |
16,628 |
16,699 |
16,652 |
| S2 |
16,545 |
16,545 |
16,687 |
|
| S3 |
16,415 |
16,498 |
16,675 |
|
| S4 |
16,285 |
16,368 |
16,640 |
|
|
| 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 |
16,722 |
16,390 |
332 |
2.0% |
113 |
0.7% |
97% |
True |
False |
117 |
| 10 |
16,722 |
16,143 |
579 |
3.5% |
133 |
0.8% |
98% |
True |
False |
110 |
| 20 |
16,985 |
16,143 |
842 |
5.0% |
127 |
0.8% |
67% |
False |
False |
70 |
| 40 |
16,987 |
16,143 |
844 |
5.1% |
108 |
0.6% |
67% |
False |
False |
44 |
| 60 |
16,987 |
16,143 |
844 |
5.1% |
84 |
0.5% |
67% |
False |
False |
30 |
| 80 |
16,987 |
16,143 |
844 |
5.1% |
75 |
0.4% |
67% |
False |
False |
23 |
| 100 |
16,987 |
15,825 |
1,162 |
7.0% |
66 |
0.4% |
76% |
False |
False |
19 |
| 120 |
16,987 |
15,784 |
1,203 |
7.2% |
57 |
0.3% |
77% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,275 |
|
2.618 |
17,062 |
|
1.618 |
16,932 |
|
1.000 |
16,852 |
|
0.618 |
16,802 |
|
HIGH |
16,722 |
|
0.618 |
16,672 |
|
0.500 |
16,657 |
|
0.382 |
16,642 |
|
LOW |
16,592 |
|
0.618 |
16,512 |
|
1.000 |
16,462 |
|
1.618 |
16,382 |
|
2.618 |
16,252 |
|
4.250 |
16,040 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,693 |
16,671 |
| PP |
16,675 |
16,631 |
| S1 |
16,657 |
16,591 |
|