| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,793 |
16,865 |
72 |
0.4% |
16,444 |
| High |
16,885 |
16,966 |
81 |
0.5% |
16,652 |
| Low |
16,770 |
16,850 |
80 |
0.5% |
16,390 |
| Close |
16,867 |
16,932 |
65 |
0.4% |
16,549 |
| Range |
115 |
116 |
1 |
0.9% |
262 |
| ATR |
128 |
127 |
-1 |
-0.7% |
0 |
| Volume |
677 |
879 |
202 |
29.8% |
689 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,264 |
17,214 |
16,996 |
|
| R3 |
17,148 |
17,098 |
16,964 |
|
| R2 |
17,032 |
17,032 |
16,953 |
|
| R1 |
16,982 |
16,982 |
16,943 |
17,007 |
| PP |
16,916 |
16,916 |
16,916 |
16,929 |
| S1 |
16,866 |
16,866 |
16,921 |
16,891 |
| S2 |
16,800 |
16,800 |
16,911 |
|
| S3 |
16,684 |
16,750 |
16,900 |
|
| S4 |
16,568 |
16,634 |
16,868 |
|
|
| 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 |
16,966 |
16,460 |
506 |
3.0% |
129 |
0.8% |
93% |
True |
False |
426 |
| 10 |
16,966 |
16,143 |
823 |
4.9% |
121 |
0.7% |
96% |
True |
False |
269 |
| 20 |
16,966 |
16,143 |
823 |
4.9% |
134 |
0.8% |
96% |
True |
False |
155 |
| 40 |
16,987 |
16,143 |
844 |
5.0% |
110 |
0.6% |
93% |
False |
False |
86 |
| 60 |
16,987 |
16,143 |
844 |
5.0% |
88 |
0.5% |
93% |
False |
False |
60 |
| 80 |
16,987 |
16,143 |
844 |
5.0% |
75 |
0.4% |
93% |
False |
False |
46 |
| 100 |
16,987 |
15,825 |
1,162 |
6.9% |
68 |
0.4% |
95% |
False |
False |
37 |
| 120 |
16,987 |
15,784 |
1,203 |
7.1% |
60 |
0.4% |
95% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,459 |
|
2.618 |
17,270 |
|
1.618 |
17,154 |
|
1.000 |
17,082 |
|
0.618 |
17,038 |
|
HIGH |
16,966 |
|
0.618 |
16,922 |
|
0.500 |
16,908 |
|
0.382 |
16,894 |
|
LOW |
16,850 |
|
0.618 |
16,778 |
|
1.000 |
16,734 |
|
1.618 |
16,662 |
|
2.618 |
16,546 |
|
4.250 |
16,357 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,924 |
16,902 |
| PP |
16,916 |
16,871 |
| S1 |
16,908 |
16,841 |
|