| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,393 |
16,322 |
-71 |
-0.4% |
16,429 |
| High |
16,459 |
16,502 |
43 |
0.3% |
16,528 |
| Low |
16,280 |
16,208 |
-72 |
-0.4% |
16,208 |
| Close |
16,321 |
16,479 |
158 |
1.0% |
16,479 |
| Range |
179 |
294 |
115 |
64.2% |
320 |
| ATR |
152 |
163 |
10 |
6.6% |
0 |
| Volume |
189,173 |
190,966 |
1,793 |
0.9% |
888,931 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,278 |
17,173 |
16,641 |
|
| R3 |
16,984 |
16,879 |
16,560 |
|
| R2 |
16,690 |
16,690 |
16,533 |
|
| R1 |
16,585 |
16,585 |
16,506 |
16,638 |
| PP |
16,396 |
16,396 |
16,396 |
16,423 |
| S1 |
16,291 |
16,291 |
16,452 |
16,344 |
| S2 |
16,102 |
16,102 |
16,425 |
|
| S3 |
15,808 |
15,997 |
16,398 |
|
| S4 |
15,514 |
15,703 |
16,317 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,365 |
17,242 |
16,655 |
|
| R3 |
17,045 |
16,922 |
16,567 |
|
| R2 |
16,725 |
16,725 |
16,538 |
|
| R1 |
16,602 |
16,602 |
16,508 |
16,664 |
| PP |
16,405 |
16,405 |
16,405 |
16,436 |
| S1 |
16,282 |
16,282 |
16,450 |
16,344 |
| S2 |
16,085 |
16,085 |
16,420 |
|
| S3 |
15,765 |
15,962 |
16,391 |
|
| S4 |
15,445 |
15,642 |
16,303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,528 |
16,208 |
320 |
1.9% |
199 |
1.2% |
85% |
False |
True |
177,786 |
| 10 |
16,993 |
16,208 |
785 |
4.8% |
197 |
1.2% |
35% |
False |
True |
189,538 |
| 20 |
17,085 |
16,208 |
877 |
5.3% |
163 |
1.0% |
31% |
False |
True |
163,516 |
| 40 |
17,085 |
16,208 |
877 |
5.3% |
137 |
0.8% |
31% |
False |
True |
140,720 |
| 60 |
17,085 |
16,208 |
877 |
5.3% |
126 |
0.8% |
31% |
False |
True |
94,726 |
| 80 |
17,085 |
16,130 |
955 |
5.8% |
117 |
0.7% |
37% |
False |
False |
71,050 |
| 100 |
17,085 |
15,888 |
1,197 |
7.3% |
117 |
0.7% |
49% |
False |
False |
56,841 |
| 120 |
17,085 |
15,878 |
1,207 |
7.3% |
109 |
0.7% |
50% |
False |
False |
47,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,752 |
|
2.618 |
17,272 |
|
1.618 |
16,978 |
|
1.000 |
16,796 |
|
0.618 |
16,684 |
|
HIGH |
16,502 |
|
0.618 |
16,390 |
|
0.500 |
16,355 |
|
0.382 |
16,320 |
|
LOW |
16,208 |
|
0.618 |
16,026 |
|
1.000 |
15,914 |
|
1.618 |
15,732 |
|
2.618 |
15,438 |
|
4.250 |
14,959 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,438 |
16,438 |
| PP |
16,396 |
16,396 |
| S1 |
16,355 |
16,355 |
|