| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,592 |
16,716 |
124 |
0.7% |
16,444 |
| High |
16,722 |
16,809 |
87 |
0.5% |
16,652 |
| Low |
16,592 |
16,716 |
124 |
0.7% |
16,390 |
| Close |
16,711 |
16,798 |
87 |
0.5% |
16,549 |
| Range |
130 |
93 |
-37 |
-28.5% |
262 |
| ATR |
132 |
129 |
-2 |
-1.8% |
0 |
| Volume |
187 |
240 |
53 |
28.3% |
689 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,053 |
17,019 |
16,849 |
|
| R3 |
16,960 |
16,926 |
16,824 |
|
| R2 |
16,867 |
16,867 |
16,815 |
|
| R1 |
16,833 |
16,833 |
16,807 |
16,850 |
| PP |
16,774 |
16,774 |
16,774 |
16,783 |
| S1 |
16,740 |
16,740 |
16,790 |
16,757 |
| S2 |
16,681 |
16,681 |
16,781 |
|
| S3 |
16,588 |
16,647 |
16,773 |
|
| S4 |
16,495 |
16,554 |
16,747 |
|
|
| 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 |
16,809 |
16,460 |
349 |
2.1% |
117 |
0.7% |
97% |
True |
False |
154 |
| 10 |
16,809 |
16,143 |
666 |
4.0% |
124 |
0.7% |
98% |
True |
False |
133 |
| 20 |
16,985 |
16,143 |
842 |
5.0% |
130 |
0.8% |
78% |
False |
False |
81 |
| 40 |
16,987 |
16,143 |
844 |
5.0% |
110 |
0.7% |
78% |
False |
False |
47 |
| 60 |
16,987 |
16,143 |
844 |
5.0% |
84 |
0.5% |
78% |
False |
False |
34 |
| 80 |
16,987 |
16,143 |
844 |
5.0% |
75 |
0.4% |
78% |
False |
False |
26 |
| 100 |
16,987 |
15,825 |
1,162 |
6.9% |
66 |
0.4% |
84% |
False |
False |
21 |
| 120 |
16,987 |
15,784 |
1,203 |
7.2% |
58 |
0.3% |
84% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,204 |
|
2.618 |
17,053 |
|
1.618 |
16,960 |
|
1.000 |
16,902 |
|
0.618 |
16,867 |
|
HIGH |
16,809 |
|
0.618 |
16,774 |
|
0.500 |
16,763 |
|
0.382 |
16,752 |
|
LOW |
16,716 |
|
0.618 |
16,659 |
|
1.000 |
16,623 |
|
1.618 |
16,566 |
|
2.618 |
16,473 |
|
4.250 |
16,321 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,786 |
16,744 |
| PP |
16,774 |
16,689 |
| S1 |
16,763 |
16,635 |
|