| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,057.0 |
3,063.0 |
6.0 |
0.2% |
3,035.0 |
| High |
3,074.0 |
3,100.0 |
26.0 |
0.8% |
3,100.0 |
| Low |
3,031.0 |
3,009.0 |
-22.0 |
-0.7% |
3,009.0 |
| Close |
3,060.0 |
3,025.0 |
-35.0 |
-1.1% |
3,025.0 |
| Range |
43.0 |
91.0 |
48.0 |
111.6% |
91.0 |
| ATR |
49.5 |
52.5 |
3.0 |
6.0% |
0.0 |
| Volume |
1,109,182 |
637,718 |
-471,464 |
-42.5% |
4,317,900 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,317.7 |
3,262.3 |
3,075.1 |
|
| R3 |
3,226.7 |
3,171.3 |
3,050.0 |
|
| R2 |
3,135.7 |
3,135.7 |
3,041.7 |
|
| R1 |
3,080.3 |
3,080.3 |
3,033.3 |
3,062.5 |
| PP |
3,044.7 |
3,044.7 |
3,044.7 |
3,035.8 |
| S1 |
2,989.3 |
2,989.3 |
3,016.7 |
2,971.5 |
| S2 |
2,953.7 |
2,953.7 |
3,008.3 |
|
| S3 |
2,862.7 |
2,898.3 |
3,000.0 |
|
| S4 |
2,771.7 |
2,807.3 |
2,975.0 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,317.7 |
3,262.3 |
3,075.1 |
|
| R3 |
3,226.7 |
3,171.3 |
3,050.0 |
|
| R2 |
3,135.7 |
3,135.7 |
3,041.7 |
|
| R1 |
3,080.3 |
3,080.3 |
3,033.3 |
3,062.5 |
| PP |
3,044.7 |
3,044.7 |
3,044.7 |
3,035.8 |
| S1 |
2,989.3 |
2,989.3 |
3,016.7 |
2,971.5 |
| S2 |
2,953.7 |
2,953.7 |
3,008.3 |
|
| S3 |
2,862.7 |
2,898.3 |
3,000.0 |
|
| S4 |
2,771.7 |
2,807.3 |
2,975.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,100.0 |
3,009.0 |
91.0 |
3.0% |
46.0 |
1.5% |
18% |
True |
True |
863,580 |
| 10 |
3,100.0 |
2,973.0 |
127.0 |
4.2% |
51.3 |
1.7% |
41% |
True |
False |
1,080,267 |
| 20 |
3,225.0 |
2,973.0 |
252.0 |
8.3% |
51.7 |
1.7% |
21% |
False |
False |
1,058,944 |
| 40 |
3,318.0 |
2,973.0 |
345.0 |
11.4% |
46.5 |
1.5% |
15% |
False |
False |
940,139 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.5% |
40.2 |
1.3% |
15% |
False |
False |
734,707 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.5% |
39.2 |
1.3% |
15% |
False |
False |
551,620 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
11.5% |
38.9 |
1.3% |
15% |
False |
False |
441,388 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.6% |
38.2 |
1.3% |
28% |
False |
False |
367,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,486.8 |
|
2.618 |
3,338.2 |
|
1.618 |
3,247.2 |
|
1.000 |
3,191.0 |
|
0.618 |
3,156.2 |
|
HIGH |
3,100.0 |
|
0.618 |
3,065.2 |
|
0.500 |
3,054.5 |
|
0.382 |
3,043.8 |
|
LOW |
3,009.0 |
|
0.618 |
2,952.8 |
|
1.000 |
2,918.0 |
|
1.618 |
2,861.8 |
|
2.618 |
2,770.8 |
|
4.250 |
2,622.3 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,054.5 |
3,054.5 |
| PP |
3,044.7 |
3,044.7 |
| S1 |
3,034.8 |
3,034.8 |
|