| 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 |
15,325 |
15,435 |
110 |
0.7% |
15,015 |
| High |
15,445 |
15,510 |
65 |
0.4% |
15,390 |
| Low |
15,305 |
15,420 |
115 |
0.8% |
14,985 |
| Close |
15,435 |
15,500 |
65 |
0.4% |
15,320 |
| Range |
140 |
90 |
-50 |
-35.7% |
405 |
| ATR |
205 |
196 |
-8 |
-4.0% |
0 |
| Volume |
6,943 |
7,287 |
344 |
5.0% |
49,921 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,747 |
15,713 |
15,550 |
|
| R3 |
15,657 |
15,623 |
15,525 |
|
| R2 |
15,567 |
15,567 |
15,517 |
|
| R1 |
15,533 |
15,533 |
15,508 |
15,550 |
| PP |
15,477 |
15,477 |
15,477 |
15,485 |
| S1 |
15,443 |
15,443 |
15,492 |
15,460 |
| S2 |
15,387 |
15,387 |
15,484 |
|
| S3 |
15,297 |
15,353 |
15,475 |
|
| S4 |
15,207 |
15,263 |
15,451 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,447 |
16,288 |
15,543 |
|
| R3 |
16,042 |
15,883 |
15,432 |
|
| R2 |
15,637 |
15,637 |
15,394 |
|
| R1 |
15,478 |
15,478 |
15,357 |
15,558 |
| PP |
15,232 |
15,232 |
15,232 |
15,271 |
| S1 |
15,073 |
15,073 |
15,283 |
15,153 |
| S2 |
14,827 |
14,827 |
15,246 |
|
| S3 |
14,422 |
14,668 |
15,209 |
|
| S4 |
14,017 |
14,263 |
15,097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,510 |
15,115 |
395 |
2.5% |
147 |
0.9% |
97% |
True |
False |
8,865 |
| 10 |
15,510 |
14,675 |
835 |
5.4% |
206 |
1.3% |
99% |
True |
False |
13,404 |
| 20 |
15,810 |
14,675 |
1,135 |
7.3% |
202 |
1.3% |
73% |
False |
False |
13,186 |
| 40 |
15,810 |
14,675 |
1,135 |
7.3% |
198 |
1.3% |
73% |
False |
False |
12,182 |
| 60 |
15,810 |
14,600 |
1,210 |
7.8% |
198 |
1.3% |
74% |
False |
False |
11,089 |
| 80 |
15,810 |
13,985 |
1,825 |
11.8% |
182 |
1.2% |
83% |
False |
False |
8,331 |
| 100 |
15,810 |
13,970 |
1,840 |
11.9% |
156 |
1.0% |
83% |
False |
False |
6,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,893 |
|
2.618 |
15,746 |
|
1.618 |
15,656 |
|
1.000 |
15,600 |
|
0.618 |
15,566 |
|
HIGH |
15,510 |
|
0.618 |
15,476 |
|
0.500 |
15,465 |
|
0.382 |
15,455 |
|
LOW |
15,420 |
|
0.618 |
15,365 |
|
1.000 |
15,330 |
|
1.618 |
15,275 |
|
2.618 |
15,185 |
|
4.250 |
15,038 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,488 |
15,454 |
| PP |
15,477 |
15,408 |
| S1 |
15,465 |
15,363 |
|