| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,716 |
16,793 |
77 |
0.5% |
16,444 |
| High |
16,809 |
16,885 |
76 |
0.5% |
16,652 |
| Low |
16,716 |
16,770 |
54 |
0.3% |
16,390 |
| Close |
16,798 |
16,867 |
69 |
0.4% |
16,549 |
| Range |
93 |
115 |
22 |
23.7% |
262 |
| ATR |
129 |
128 |
-1 |
-0.8% |
0 |
| Volume |
240 |
677 |
437 |
182.1% |
689 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,186 |
17,141 |
16,930 |
|
| R3 |
17,071 |
17,026 |
16,899 |
|
| R2 |
16,956 |
16,956 |
16,888 |
|
| R1 |
16,911 |
16,911 |
16,878 |
16,934 |
| PP |
16,841 |
16,841 |
16,841 |
16,852 |
| S1 |
16,796 |
16,796 |
16,857 |
16,819 |
| S2 |
16,726 |
16,726 |
16,846 |
|
| S3 |
16,611 |
16,681 |
16,836 |
|
| S4 |
16,496 |
16,566 |
16,804 |
|
|
| 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 |
16,885 |
16,460 |
425 |
2.5% |
122 |
0.7% |
96% |
True |
False |
276 |
| 10 |
16,885 |
16,143 |
742 |
4.4% |
123 |
0.7% |
98% |
True |
False |
198 |
| 20 |
16,963 |
16,143 |
820 |
4.9% |
131 |
0.8% |
88% |
False |
False |
113 |
| 40 |
16,987 |
16,143 |
844 |
5.0% |
109 |
0.6% |
86% |
False |
False |
64 |
| 60 |
16,987 |
16,143 |
844 |
5.0% |
86 |
0.5% |
86% |
False |
False |
45 |
| 80 |
16,987 |
16,143 |
844 |
5.0% |
75 |
0.4% |
86% |
False |
False |
35 |
| 100 |
16,987 |
15,825 |
1,162 |
6.9% |
67 |
0.4% |
90% |
False |
False |
28 |
| 120 |
16,987 |
15,784 |
1,203 |
7.1% |
59 |
0.3% |
90% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,374 |
|
2.618 |
17,186 |
|
1.618 |
17,071 |
|
1.000 |
17,000 |
|
0.618 |
16,956 |
|
HIGH |
16,885 |
|
0.618 |
16,841 |
|
0.500 |
16,828 |
|
0.382 |
16,814 |
|
LOW |
16,770 |
|
0.618 |
16,699 |
|
1.000 |
16,655 |
|
1.618 |
16,584 |
|
2.618 |
16,469 |
|
4.250 |
16,281 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,854 |
16,824 |
| PP |
16,841 |
16,781 |
| S1 |
16,828 |
16,739 |
|