| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,043.0 |
3,032.0 |
-11.0 |
-0.4% |
3,086.0 |
| High |
3,052.0 |
3,064.0 |
12.0 |
0.4% |
3,099.0 |
| Low |
3,016.0 |
3,032.0 |
16.0 |
0.5% |
2,973.0 |
| Close |
3,025.0 |
3,059.0 |
34.0 |
1.1% |
3,006.0 |
| Range |
36.0 |
32.0 |
-4.0 |
-11.1% |
126.0 |
| ATR |
50.9 |
50.0 |
-0.8 |
-1.7% |
0.0 |
| Volume |
789,883 |
852,268 |
62,385 |
7.9% |
6,484,776 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,147.7 |
3,135.3 |
3,076.6 |
|
| R3 |
3,115.7 |
3,103.3 |
3,067.8 |
|
| R2 |
3,083.7 |
3,083.7 |
3,064.9 |
|
| R1 |
3,071.3 |
3,071.3 |
3,061.9 |
3,077.5 |
| PP |
3,051.7 |
3,051.7 |
3,051.7 |
3,054.8 |
| S1 |
3,039.3 |
3,039.3 |
3,056.1 |
3,045.5 |
| S2 |
3,019.7 |
3,019.7 |
3,053.1 |
|
| S3 |
2,987.7 |
3,007.3 |
3,050.2 |
|
| S4 |
2,955.7 |
2,975.3 |
3,041.4 |
|
|
| 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% |
46.4 |
1.5% |
95% |
True |
False |
983,492 |
| 10 |
3,181.0 |
2,973.0 |
208.0 |
6.8% |
52.4 |
1.7% |
41% |
False |
False |
1,169,134 |
| 20 |
3,225.0 |
2,973.0 |
252.0 |
8.2% |
50.5 |
1.7% |
34% |
False |
False |
1,060,634 |
| 40 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
44.6 |
1.5% |
25% |
False |
False |
936,671 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
39.1 |
1.3% |
25% |
False |
False |
705,737 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
38.3 |
1.3% |
25% |
False |
False |
529,824 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
38.5 |
1.3% |
25% |
False |
False |
423,940 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.5% |
37.4 |
1.2% |
36% |
False |
False |
353,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,200.0 |
|
2.618 |
3,147.8 |
|
1.618 |
3,115.8 |
|
1.000 |
3,096.0 |
|
0.618 |
3,083.8 |
|
HIGH |
3,064.0 |
|
0.618 |
3,051.8 |
|
0.500 |
3,048.0 |
|
0.382 |
3,044.2 |
|
LOW |
3,032.0 |
|
0.618 |
3,012.2 |
|
1.000 |
3,000.0 |
|
1.618 |
2,980.2 |
|
2.618 |
2,948.2 |
|
4.250 |
2,896.0 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,055.3 |
3,052.7 |
| PP |
3,051.7 |
3,046.3 |
| S1 |
3,048.0 |
3,040.0 |
|