| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,032.0 |
3,057.0 |
25.0 |
0.8% |
3,086.0 |
| High |
3,064.0 |
3,074.0 |
10.0 |
0.3% |
3,099.0 |
| Low |
3,032.0 |
3,031.0 |
-1.0 |
0.0% |
2,973.0 |
| Close |
3,059.0 |
3,060.0 |
1.0 |
0.0% |
3,006.0 |
| Range |
32.0 |
43.0 |
11.0 |
34.4% |
126.0 |
| ATR |
50.0 |
49.5 |
-0.5 |
-1.0% |
0.0 |
| Volume |
852,268 |
1,109,182 |
256,914 |
30.1% |
6,484,776 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,184.0 |
3,165.0 |
3,083.7 |
|
| R3 |
3,141.0 |
3,122.0 |
3,071.8 |
|
| R2 |
3,098.0 |
3,098.0 |
3,067.9 |
|
| R1 |
3,079.0 |
3,079.0 |
3,063.9 |
3,088.5 |
| PP |
3,055.0 |
3,055.0 |
3,055.0 |
3,059.8 |
| S1 |
3,036.0 |
3,036.0 |
3,056.1 |
3,045.5 |
| S2 |
3,012.0 |
3,012.0 |
3,052.1 |
|
| S3 |
2,969.0 |
2,993.0 |
3,048.2 |
|
| S4 |
2,926.0 |
2,950.0 |
3,036.4 |
|
|
| 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 |
3,074.0 |
2,973.0 |
101.0 |
3.3% |
40.8 |
1.3% |
86% |
True |
False |
920,268 |
| 10 |
3,122.0 |
2,973.0 |
149.0 |
4.9% |
48.9 |
1.6% |
58% |
False |
False |
1,116,693 |
| 20 |
3,225.0 |
2,973.0 |
252.0 |
8.2% |
49.4 |
1.6% |
35% |
False |
False |
1,066,329 |
| 40 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
44.8 |
1.5% |
25% |
False |
False |
943,786 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
39.1 |
1.3% |
25% |
False |
False |
724,214 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
38.3 |
1.3% |
25% |
False |
False |
543,688 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
11.4% |
38.5 |
1.3% |
25% |
False |
False |
435,021 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.5% |
37.7 |
1.2% |
36% |
False |
False |
362,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,256.8 |
|
2.618 |
3,186.6 |
|
1.618 |
3,143.6 |
|
1.000 |
3,117.0 |
|
0.618 |
3,100.6 |
|
HIGH |
3,074.0 |
|
0.618 |
3,057.6 |
|
0.500 |
3,052.5 |
|
0.382 |
3,047.4 |
|
LOW |
3,031.0 |
|
0.618 |
3,004.4 |
|
1.000 |
2,988.0 |
|
1.618 |
2,961.4 |
|
2.618 |
2,918.4 |
|
4.250 |
2,848.3 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,057.5 |
3,055.0 |
| PP |
3,055.0 |
3,050.0 |
| S1 |
3,052.5 |
3,045.0 |
|