| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,073.0 |
3,082.0 |
9.0 |
0.3% |
3,035.0 |
| High |
3,082.0 |
3,096.0 |
14.0 |
0.5% |
3,100.0 |
| Low |
3,058.0 |
3,079.0 |
21.0 |
0.7% |
3,009.0 |
| Close |
3,076.0 |
3,093.0 |
17.0 |
0.6% |
3,025.0 |
| Range |
24.0 |
17.0 |
-7.0 |
-29.2% |
91.0 |
| ATR |
52.8 |
50.5 |
-2.3 |
-4.4% |
0.0 |
| Volume |
620,282 |
736,100 |
115,818 |
18.7% |
4,317,900 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,140.3 |
3,133.7 |
3,102.4 |
|
| R3 |
3,123.3 |
3,116.7 |
3,097.7 |
|
| R2 |
3,106.3 |
3,106.3 |
3,096.1 |
|
| R1 |
3,099.7 |
3,099.7 |
3,094.6 |
3,103.0 |
| PP |
3,089.3 |
3,089.3 |
3,089.3 |
3,091.0 |
| S1 |
3,082.7 |
3,082.7 |
3,091.4 |
3,086.0 |
| S2 |
3,072.3 |
3,072.3 |
3,089.9 |
|
| S3 |
3,055.3 |
3,065.7 |
3,088.3 |
|
| S4 |
3,038.3 |
3,048.7 |
3,083.7 |
|
|
| 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 |
2.9% |
41.4 |
1.3% |
92% |
False |
False |
791,110 |
| 10 |
3,100.0 |
2,973.0 |
127.0 |
4.1% |
45.3 |
1.5% |
94% |
False |
False |
950,519 |
| 20 |
3,225.0 |
2,973.0 |
252.0 |
8.1% |
49.6 |
1.6% |
48% |
False |
False |
1,048,998 |
| 40 |
3,291.0 |
2,973.0 |
318.0 |
10.3% |
45.9 |
1.5% |
38% |
False |
False |
938,108 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
39.9 |
1.3% |
34% |
False |
False |
757,213 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
38.5 |
1.2% |
34% |
False |
False |
568,396 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
38.5 |
1.2% |
34% |
False |
False |
454,945 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.3% |
38.3 |
1.2% |
44% |
False |
False |
379,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,168.3 |
|
2.618 |
3,140.5 |
|
1.618 |
3,123.5 |
|
1.000 |
3,113.0 |
|
0.618 |
3,106.5 |
|
HIGH |
3,096.0 |
|
0.618 |
3,089.5 |
|
0.500 |
3,087.5 |
|
0.382 |
3,085.5 |
|
LOW |
3,079.0 |
|
0.618 |
3,068.5 |
|
1.000 |
3,062.0 |
|
1.618 |
3,051.5 |
|
2.618 |
3,034.5 |
|
4.250 |
3,006.8 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,091.2 |
3,080.2 |
| PP |
3,089.3 |
3,067.3 |
| S1 |
3,087.5 |
3,054.5 |
|