| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
2,985.0 |
3,035.0 |
50.0 |
1.7% |
3,086.0 |
| High |
3,038.0 |
3,054.0 |
16.0 |
0.5% |
3,099.0 |
| Low |
2,973.0 |
3,026.0 |
53.0 |
1.8% |
2,973.0 |
| Close |
3,006.0 |
3,050.0 |
44.0 |
1.5% |
3,006.0 |
| Range |
65.0 |
28.0 |
-37.0 |
-56.9% |
126.0 |
| ATR |
52.3 |
52.0 |
-0.3 |
-0.6% |
0.0 |
| Volume |
921,158 |
928,849 |
7,691 |
0.8% |
6,484,776 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.3 |
3,116.7 |
3,065.4 |
|
| R3 |
3,099.3 |
3,088.7 |
3,057.7 |
|
| R2 |
3,071.3 |
3,071.3 |
3,055.1 |
|
| R1 |
3,060.7 |
3,060.7 |
3,052.6 |
3,066.0 |
| PP |
3,043.3 |
3,043.3 |
3,043.3 |
3,046.0 |
| S1 |
3,032.7 |
3,032.7 |
3,047.4 |
3,038.0 |
| S2 |
3,015.3 |
3,015.3 |
3,044.9 |
|
| S3 |
2,987.3 |
3,004.7 |
3,042.3 |
|
| S4 |
2,959.3 |
2,976.7 |
3,034.6 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,404.0 |
3,331.0 |
3,075.3 |
|
| R3 |
3,278.0 |
3,205.0 |
3,040.7 |
|
| R2 |
3,152.0 |
3,152.0 |
3,029.1 |
|
| R1 |
3,079.0 |
3,079.0 |
3,017.6 |
3,052.5 |
| PP |
3,026.0 |
3,026.0 |
3,026.0 |
3,012.8 |
| S1 |
2,953.0 |
2,953.0 |
2,994.5 |
2,926.5 |
| S2 |
2,900.0 |
2,900.0 |
2,982.9 |
|
| S3 |
2,774.0 |
2,827.0 |
2,971.4 |
|
| S4 |
2,648.0 |
2,701.0 |
2,936.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,096.0 |
2,973.0 |
123.0 |
4.0% |
54.4 |
1.8% |
63% |
False |
False |
1,261,837 |
| 10 |
3,213.0 |
2,973.0 |
240.0 |
7.9% |
55.1 |
1.8% |
32% |
False |
False |
1,264,383 |
| 20 |
3,225.0 |
2,973.0 |
252.0 |
8.3% |
51.6 |
1.7% |
31% |
False |
False |
1,082,833 |
| 40 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
44.2 |
1.4% |
22% |
False |
False |
963,459 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
39.1 |
1.3% |
22% |
False |
False |
678,431 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
38.6 |
1.3% |
22% |
False |
False |
509,305 |
| 100 |
3,322.0 |
2,967.0 |
355.0 |
11.6% |
38.7 |
1.3% |
23% |
False |
False |
407,524 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.5% |
37.3 |
1.2% |
34% |
False |
False |
339,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.0 |
|
2.618 |
3,127.3 |
|
1.618 |
3,099.3 |
|
1.000 |
3,082.0 |
|
0.618 |
3,071.3 |
|
HIGH |
3,054.0 |
|
0.618 |
3,043.3 |
|
0.500 |
3,040.0 |
|
0.382 |
3,036.7 |
|
LOW |
3,026.0 |
|
0.618 |
3,008.7 |
|
1.000 |
2,998.0 |
|
1.618 |
2,980.7 |
|
2.618 |
2,952.7 |
|
4.250 |
2,907.0 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.7 |
3,039.2 |
| PP |
3,043.3 |
3,028.3 |
| S1 |
3,040.0 |
3,017.5 |
|