| 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 |
16,657.32 |
16,717.01 |
59.69 |
0.4% |
16,557.27 |
| High |
16,714.22 |
16,775.27 |
61.05 |
0.4% |
16,775.27 |
| Low |
16,651.67 |
16,575.42 |
-76.25 |
-0.5% |
16,518.06 |
| Close |
16,713.58 |
16,662.91 |
-50.67 |
-0.3% |
16,662.91 |
| Range |
62.55 |
199.85 |
137.30 |
219.5% |
257.21 |
| ATR |
126.72 |
131.94 |
5.22 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,270.75 |
17,166.68 |
16,772.83 |
|
| R3 |
17,070.90 |
16,966.83 |
16,717.87 |
|
| R2 |
16,871.05 |
16,871.05 |
16,699.55 |
|
| R1 |
16,766.98 |
16,766.98 |
16,681.23 |
16,719.09 |
| PP |
16,671.20 |
16,671.20 |
16,671.20 |
16,647.26 |
| S1 |
16,567.13 |
16,567.13 |
16,644.59 |
16,519.24 |
| S2 |
16,471.35 |
16,471.35 |
16,626.27 |
|
| S3 |
16,271.50 |
16,367.28 |
16,607.95 |
|
| S4 |
16,071.65 |
16,167.43 |
16,552.99 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,423.71 |
17,300.52 |
16,804.38 |
|
| R3 |
17,166.50 |
17,043.31 |
16,733.64 |
|
| R2 |
16,909.29 |
16,909.29 |
16,710.07 |
|
| R1 |
16,786.10 |
16,786.10 |
16,686.49 |
16,847.70 |
| PP |
16,652.08 |
16,652.08 |
16,652.08 |
16,682.88 |
| S1 |
16,528.89 |
16,528.89 |
16,639.33 |
16,590.49 |
| S2 |
16,394.87 |
16,394.87 |
16,615.75 |
|
| S3 |
16,137.66 |
16,271.68 |
16,592.18 |
|
| S4 |
15,880.45 |
16,014.47 |
16,521.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,775.27 |
16,518.06 |
257.21 |
1.5% |
101.42 |
0.6% |
56% |
True |
False |
|
| 10 |
16,775.27 |
16,333.78 |
441.49 |
2.6% |
132.79 |
0.8% |
75% |
True |
False |
|
| 20 |
17,133.43 |
16,333.78 |
799.65 |
4.8% |
135.96 |
0.8% |
41% |
False |
False |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
122.22 |
0.7% |
40% |
False |
False |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
109.27 |
0.7% |
40% |
False |
False |
|
| 80 |
17,151.56 |
16,312.66 |
838.90 |
5.0% |
113.69 |
0.7% |
42% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.8% |
119.83 |
0.7% |
57% |
False |
False |
|
| 120 |
17,151.56 |
16,015.32 |
1,136.24 |
6.8% |
126.20 |
0.8% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,624.63 |
|
2.618 |
17,298.48 |
|
1.618 |
17,098.63 |
|
1.000 |
16,975.12 |
|
0.618 |
16,898.78 |
|
HIGH |
16,775.27 |
|
0.618 |
16,698.93 |
|
0.500 |
16,675.35 |
|
0.382 |
16,651.76 |
|
LOW |
16,575.42 |
|
0.618 |
16,451.91 |
|
1.000 |
16,375.57 |
|
1.618 |
16,252.06 |
|
2.618 |
16,052.21 |
|
4.250 |
15,726.06 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,675.35 |
16,671.41 |
| PP |
16,671.20 |
16,668.57 |
| S1 |
16,667.06 |
16,665.74 |
|