| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,035.0 |
3,043.0 |
8.0 |
0.3% |
3,086.0 |
| High |
3,054.0 |
3,052.0 |
-2.0 |
-0.1% |
3,099.0 |
| Low |
3,026.0 |
3,016.0 |
-10.0 |
-0.3% |
2,973.0 |
| Close |
3,050.0 |
3,025.0 |
-25.0 |
-0.8% |
3,006.0 |
| Range |
28.0 |
36.0 |
8.0 |
28.6% |
126.0 |
| ATR |
52.0 |
50.9 |
-1.1 |
-2.2% |
0.0 |
| Volume |
928,849 |
789,883 |
-138,966 |
-15.0% |
6,484,776 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.0 |
3,118.0 |
3,044.8 |
|
| R3 |
3,103.0 |
3,082.0 |
3,034.9 |
|
| R2 |
3,067.0 |
3,067.0 |
3,031.6 |
|
| R1 |
3,046.0 |
3,046.0 |
3,028.3 |
3,038.5 |
| PP |
3,031.0 |
3,031.0 |
3,031.0 |
3,027.3 |
| S1 |
3,010.0 |
3,010.0 |
3,021.7 |
3,002.5 |
| S2 |
2,995.0 |
2,995.0 |
3,018.4 |
|
| S3 |
2,959.0 |
2,974.0 |
3,015.1 |
|
| S4 |
2,923.0 |
2,938.0 |
3,005.2 |
|
|
| 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 |
3,064.0 |
2,973.0 |
91.0 |
3.0% |
49.2 |
1.6% |
57% |
False |
False |
1,109,928 |
| 10 |
3,213.0 |
2,973.0 |
240.0 |
7.9% |
54.3 |
1.8% |
22% |
False |
False |
1,243,338 |
| 20 |
3,225.0 |
2,973.0 |
252.0 |
8.3% |
51.2 |
1.7% |
21% |
False |
False |
1,076,954 |
| 40 |
3,322.0 |
2,973.0 |
349.0 |
11.5% |
44.6 |
1.5% |
15% |
False |
False |
953,504 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.5% |
39.1 |
1.3% |
15% |
False |
False |
691,543 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.5% |
38.6 |
1.3% |
15% |
False |
False |
519,175 |
| 100 |
3,322.0 |
2,967.0 |
355.0 |
11.7% |
38.6 |
1.3% |
16% |
False |
False |
415,422 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.6% |
37.4 |
1.2% |
28% |
False |
False |
346,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,205.0 |
|
2.618 |
3,146.2 |
|
1.618 |
3,110.2 |
|
1.000 |
3,088.0 |
|
0.618 |
3,074.2 |
|
HIGH |
3,052.0 |
|
0.618 |
3,038.2 |
|
0.500 |
3,034.0 |
|
0.382 |
3,029.8 |
|
LOW |
3,016.0 |
|
0.618 |
2,993.8 |
|
1.000 |
2,980.0 |
|
1.618 |
2,957.8 |
|
2.618 |
2,921.8 |
|
4.250 |
2,863.0 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,034.0 |
3,021.2 |
| PP |
3,031.0 |
3,017.3 |
| S1 |
3,028.0 |
3,013.5 |
|