| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
17,096 |
17,096 |
0 |
0.0% |
17,004 |
| High |
17,104 |
17,134 |
30 |
0.2% |
17,134 |
| Low |
17,007 |
17,022 |
15 |
0.1% |
17,000 |
| Close |
17,077 |
17,085 |
8 |
0.0% |
17,085 |
| Range |
97 |
112 |
15 |
15.5% |
134 |
| ATR |
127 |
126 |
-1 |
-0.8% |
0 |
| Volume |
102,069 |
93,034 |
-9,035 |
-8.9% |
426,161 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,416 |
17,363 |
17,147 |
|
| R3 |
17,304 |
17,251 |
17,116 |
|
| R2 |
17,192 |
17,192 |
17,106 |
|
| R1 |
17,139 |
17,139 |
17,095 |
17,110 |
| PP |
17,080 |
17,080 |
17,080 |
17,066 |
| S1 |
17,027 |
17,027 |
17,075 |
16,998 |
| S2 |
16,968 |
16,968 |
17,065 |
|
| S3 |
16,856 |
16,915 |
17,054 |
|
| S4 |
16,744 |
16,803 |
17,024 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,475 |
17,414 |
17,159 |
|
| R3 |
17,341 |
17,280 |
17,122 |
|
| R2 |
17,207 |
17,207 |
17,110 |
|
| R1 |
17,146 |
17,146 |
17,097 |
17,177 |
| PP |
17,073 |
17,073 |
17,073 |
17,088 |
| S1 |
17,012 |
17,012 |
17,073 |
17,043 |
| S2 |
16,939 |
16,939 |
17,061 |
|
| S3 |
16,805 |
16,878 |
17,048 |
|
| S4 |
16,671 |
16,744 |
17,011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,134 |
17,000 |
134 |
0.8% |
91 |
0.5% |
63% |
True |
False |
85,232 |
| 10 |
17,134 |
16,657 |
477 |
2.8% |
102 |
0.6% |
90% |
True |
False |
89,908 |
| 20 |
17,134 |
16,208 |
926 |
5.4% |
132 |
0.8% |
95% |
True |
False |
120,667 |
| 40 |
17,134 |
16,208 |
926 |
5.4% |
138 |
0.8% |
95% |
True |
False |
135,795 |
| 60 |
17,134 |
16,208 |
926 |
5.4% |
128 |
0.7% |
95% |
True |
False |
120,037 |
| 80 |
17,134 |
16,208 |
926 |
5.4% |
122 |
0.7% |
95% |
True |
False |
90,102 |
| 100 |
17,134 |
15,888 |
1,246 |
7.3% |
118 |
0.7% |
96% |
True |
False |
72,084 |
| 120 |
17,134 |
15,888 |
1,246 |
7.3% |
116 |
0.7% |
96% |
True |
False |
60,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,610 |
|
2.618 |
17,427 |
|
1.618 |
17,315 |
|
1.000 |
17,246 |
|
0.618 |
17,203 |
|
HIGH |
17,134 |
|
0.618 |
17,091 |
|
0.500 |
17,078 |
|
0.382 |
17,065 |
|
LOW |
17,022 |
|
0.618 |
16,953 |
|
1.000 |
16,910 |
|
1.618 |
16,841 |
|
2.618 |
16,729 |
|
4.250 |
16,546 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,083 |
17,080 |
| PP |
17,080 |
17,075 |
| S1 |
17,078 |
17,071 |
|