| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,082.0 |
3,092.0 |
10.0 |
0.3% |
3,035.0 |
| High |
3,096.0 |
3,095.0 |
-1.0 |
0.0% |
3,100.0 |
| Low |
3,079.0 |
3,063.0 |
-16.0 |
-0.5% |
3,009.0 |
| Close |
3,093.0 |
3,082.0 |
-11.0 |
-0.4% |
3,025.0 |
| Range |
17.0 |
32.0 |
15.0 |
88.2% |
91.0 |
| ATR |
50.5 |
49.2 |
-1.3 |
-2.6% |
0.0 |
| Volume |
736,100 |
712,448 |
-23,652 |
-3.2% |
4,317,900 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,176.0 |
3,161.0 |
3,099.6 |
|
| R3 |
3,144.0 |
3,129.0 |
3,090.8 |
|
| R2 |
3,112.0 |
3,112.0 |
3,087.9 |
|
| R1 |
3,097.0 |
3,097.0 |
3,084.9 |
3,088.5 |
| PP |
3,080.0 |
3,080.0 |
3,080.0 |
3,075.8 |
| S1 |
3,065.0 |
3,065.0 |
3,079.1 |
3,056.5 |
| S2 |
3,048.0 |
3,048.0 |
3,076.1 |
|
| S3 |
3,016.0 |
3,033.0 |
3,073.2 |
|
| S4 |
2,984.0 |
3,001.0 |
3,064.4 |
|
|
| 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% |
41.4 |
1.3% |
80% |
False |
False |
763,146 |
| 10 |
3,100.0 |
2,973.0 |
127.0 |
4.1% |
43.9 |
1.4% |
86% |
False |
False |
873,319 |
| 20 |
3,225.0 |
2,973.0 |
252.0 |
8.2% |
49.4 |
1.6% |
43% |
False |
False |
1,036,288 |
| 40 |
3,291.0 |
2,973.0 |
318.0 |
10.3% |
46.0 |
1.5% |
34% |
False |
False |
933,029 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
40.1 |
1.3% |
31% |
False |
False |
768,969 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
38.4 |
1.2% |
31% |
False |
False |
577,299 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
38.6 |
1.3% |
31% |
False |
False |
462,069 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.4% |
38.4 |
1.2% |
42% |
False |
False |
385,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,231.0 |
|
2.618 |
3,178.8 |
|
1.618 |
3,146.8 |
|
1.000 |
3,127.0 |
|
0.618 |
3,114.8 |
|
HIGH |
3,095.0 |
|
0.618 |
3,082.8 |
|
0.500 |
3,079.0 |
|
0.382 |
3,075.2 |
|
LOW |
3,063.0 |
|
0.618 |
3,043.2 |
|
1.000 |
3,031.0 |
|
1.618 |
3,011.2 |
|
2.618 |
2,979.2 |
|
4.250 |
2,927.0 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,081.0 |
3,080.3 |
| PP |
3,080.0 |
3,078.7 |
| S1 |
3,079.0 |
3,077.0 |
|