| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,092.0 |
3,088.0 |
-4.0 |
-0.1% |
3,035.0 |
| High |
3,095.0 |
3,125.0 |
30.0 |
1.0% |
3,100.0 |
| Low |
3,063.0 |
3,074.0 |
11.0 |
0.4% |
3,009.0 |
| Close |
3,082.0 |
3,123.0 |
41.0 |
1.3% |
3,025.0 |
| Range |
32.0 |
51.0 |
19.0 |
59.4% |
91.0 |
| ATR |
49.2 |
49.3 |
0.1 |
0.3% |
0.0 |
| Volume |
712,448 |
874,694 |
162,246 |
22.8% |
4,317,900 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.3 |
3,242.7 |
3,151.1 |
|
| R3 |
3,209.3 |
3,191.7 |
3,137.0 |
|
| R2 |
3,158.3 |
3,158.3 |
3,132.4 |
|
| R1 |
3,140.7 |
3,140.7 |
3,127.7 |
3,149.5 |
| PP |
3,107.3 |
3,107.3 |
3,107.3 |
3,111.8 |
| S1 |
3,089.7 |
3,089.7 |
3,118.3 |
3,098.5 |
| S2 |
3,056.3 |
3,056.3 |
3,113.7 |
|
| S3 |
3,005.3 |
3,038.7 |
3,109.0 |
|
| S4 |
2,954.3 |
2,987.7 |
3,095.0 |
|
|
| 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 |
3,125.0 |
3,009.0 |
116.0 |
3.7% |
43.0 |
1.4% |
98% |
True |
False |
716,248 |
| 10 |
3,125.0 |
2,973.0 |
152.0 |
4.9% |
41.9 |
1.3% |
99% |
True |
False |
818,258 |
| 20 |
3,222.0 |
2,973.0 |
249.0 |
8.0% |
49.1 |
1.6% |
60% |
False |
False |
1,036,173 |
| 40 |
3,291.0 |
2,973.0 |
318.0 |
10.2% |
46.4 |
1.5% |
47% |
False |
False |
931,331 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.2% |
40.7 |
1.3% |
43% |
False |
False |
783,361 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.2% |
38.5 |
1.2% |
43% |
False |
False |
588,230 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
11.2% |
38.8 |
1.2% |
43% |
False |
False |
470,814 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.2% |
38.6 |
1.2% |
52% |
False |
False |
392,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,341.8 |
|
2.618 |
3,258.5 |
|
1.618 |
3,207.5 |
|
1.000 |
3,176.0 |
|
0.618 |
3,156.5 |
|
HIGH |
3,125.0 |
|
0.618 |
3,105.5 |
|
0.500 |
3,099.5 |
|
0.382 |
3,093.5 |
|
LOW |
3,074.0 |
|
0.618 |
3,042.5 |
|
1.000 |
3,023.0 |
|
1.618 |
2,991.5 |
|
2.618 |
2,940.5 |
|
4.250 |
2,857.3 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,115.2 |
3,113.3 |
| PP |
3,107.3 |
3,103.7 |
| S1 |
3,099.5 |
3,094.0 |
|