| 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 |
16,885 |
16,948 |
63 |
0.4% |
16,479 |
| High |
16,970 |
17,050 |
80 |
0.5% |
16,742 |
| Low |
16,855 |
16,939 |
84 |
0.5% |
16,465 |
| Close |
16,950 |
17,016 |
66 |
0.4% |
16,631 |
| Range |
115 |
111 |
-4 |
-3.5% |
277 |
| ATR |
148 |
145 |
-3 |
-1.8% |
0 |
| Volume |
100,390 |
84,581 |
-15,809 |
-15.7% |
625,334 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,335 |
17,286 |
17,077 |
|
| R3 |
17,224 |
17,175 |
17,047 |
|
| R2 |
17,113 |
17,113 |
17,036 |
|
| R1 |
17,064 |
17,064 |
17,026 |
17,089 |
| PP |
17,002 |
17,002 |
17,002 |
17,014 |
| S1 |
16,953 |
16,953 |
17,006 |
16,978 |
| S2 |
16,891 |
16,891 |
16,996 |
|
| S3 |
16,780 |
16,842 |
16,986 |
|
| S4 |
16,669 |
16,731 |
16,955 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,444 |
17,314 |
16,783 |
|
| R3 |
17,167 |
17,037 |
16,707 |
|
| R2 |
16,890 |
16,890 |
16,682 |
|
| R1 |
16,760 |
16,760 |
16,657 |
16,825 |
| PP |
16,613 |
16,613 |
16,613 |
16,645 |
| S1 |
16,483 |
16,483 |
16,606 |
16,548 |
| S2 |
16,336 |
16,336 |
16,580 |
|
| S3 |
16,059 |
16,206 |
16,555 |
|
| S4 |
15,782 |
15,929 |
16,479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,050 |
16,537 |
513 |
3.0% |
137 |
0.8% |
93% |
True |
False |
111,063 |
| 10 |
17,050 |
16,208 |
842 |
4.9% |
139 |
0.8% |
96% |
True |
False |
117,917 |
| 20 |
17,050 |
16,208 |
842 |
4.9% |
161 |
0.9% |
96% |
True |
False |
151,835 |
| 40 |
17,085 |
16,208 |
877 |
5.2% |
140 |
0.8% |
92% |
False |
False |
138,287 |
| 60 |
17,085 |
16,208 |
877 |
5.2% |
126 |
0.7% |
92% |
False |
False |
111,185 |
| 80 |
17,085 |
16,208 |
877 |
5.2% |
122 |
0.7% |
92% |
False |
False |
83,400 |
| 100 |
17,085 |
15,888 |
1,197 |
7.0% |
119 |
0.7% |
94% |
False |
False |
66,723 |
| 120 |
17,085 |
15,888 |
1,197 |
7.0% |
115 |
0.7% |
94% |
False |
False |
55,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,522 |
|
2.618 |
17,341 |
|
1.618 |
17,230 |
|
1.000 |
17,161 |
|
0.618 |
17,119 |
|
HIGH |
17,050 |
|
0.618 |
17,008 |
|
0.500 |
16,995 |
|
0.382 |
16,982 |
|
LOW |
16,939 |
|
0.618 |
16,871 |
|
1.000 |
16,828 |
|
1.618 |
16,760 |
|
2.618 |
16,649 |
|
4.250 |
16,467 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,009 |
16,986 |
| PP |
17,002 |
16,956 |
| S1 |
16,995 |
16,927 |
|