| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,277.3 |
1,289.4 |
12.1 |
0.9% |
1,301.4 |
| High |
1,277.6 |
1,289.5 |
11.9 |
0.9% |
1,302.1 |
| Low |
1,273.7 |
1,281.1 |
7.4 |
0.6% |
1,272.0 |
| Close |
1,277.3 |
1,283.8 |
6.5 |
0.5% |
1,278.6 |
| Range |
3.9 |
8.4 |
4.5 |
115.4% |
30.1 |
| ATR |
12.2 |
12.2 |
0.0 |
0.0% |
0.0 |
| Volume |
251 |
74 |
-177 |
-70.5% |
959 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.0 |
1,305.3 |
1,288.4 |
|
| R3 |
1,301.6 |
1,296.9 |
1,286.1 |
|
| R2 |
1,293.2 |
1,293.2 |
1,285.3 |
|
| R1 |
1,288.5 |
1,288.5 |
1,284.6 |
1,286.7 |
| PP |
1,284.8 |
1,284.8 |
1,284.8 |
1,283.9 |
| S1 |
1,280.1 |
1,280.1 |
1,283.0 |
1,278.3 |
| S2 |
1,276.4 |
1,276.4 |
1,282.3 |
|
| S3 |
1,268.0 |
1,271.7 |
1,281.5 |
|
| S4 |
1,259.6 |
1,263.3 |
1,279.2 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.5 |
1,356.7 |
1,295.2 |
|
| R3 |
1,344.4 |
1,326.6 |
1,286.9 |
|
| R2 |
1,314.3 |
1,314.3 |
1,284.1 |
|
| R1 |
1,296.5 |
1,296.5 |
1,281.4 |
1,290.4 |
| PP |
1,284.2 |
1,284.2 |
1,284.2 |
1,281.2 |
| S1 |
1,266.4 |
1,266.4 |
1,275.8 |
1,260.3 |
| S2 |
1,254.1 |
1,254.1 |
1,273.1 |
|
| S3 |
1,224.0 |
1,236.3 |
1,270.3 |
|
| S4 |
1,193.9 |
1,206.2 |
1,262.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,295.8 |
1,272.0 |
23.8 |
1.9% |
8.3 |
0.6% |
50% |
False |
False |
208 |
| 10 |
1,316.4 |
1,272.0 |
44.4 |
3.5% |
9.1 |
0.7% |
27% |
False |
False |
204 |
| 20 |
1,321.4 |
1,272.0 |
49.4 |
3.8% |
10.8 |
0.8% |
24% |
False |
False |
2,488 |
| 40 |
1,346.8 |
1,272.0 |
74.8 |
5.8% |
13.4 |
1.0% |
16% |
False |
False |
71,207 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
13.6 |
1.1% |
41% |
False |
False |
85,575 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
13.8 |
1.1% |
41% |
False |
False |
75,591 |
| 100 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.3 |
1.1% |
41% |
False |
False |
61,371 |
| 120 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
14.7 |
1.1% |
29% |
False |
False |
51,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,325.2 |
|
2.618 |
1,311.5 |
|
1.618 |
1,303.1 |
|
1.000 |
1,297.9 |
|
0.618 |
1,294.7 |
|
HIGH |
1,289.5 |
|
0.618 |
1,286.3 |
|
0.500 |
1,285.3 |
|
0.382 |
1,284.3 |
|
LOW |
1,281.1 |
|
0.618 |
1,275.9 |
|
1.000 |
1,272.7 |
|
1.618 |
1,267.5 |
|
2.618 |
1,259.1 |
|
4.250 |
1,245.4 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.3 |
1,283.1 |
| PP |
1,284.8 |
1,282.3 |
| S1 |
1,284.3 |
1,281.6 |
|