| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,088.0 |
3,120.0 |
32.0 |
1.0% |
3,073.0 |
| High |
3,125.0 |
3,128.0 |
3.0 |
0.1% |
3,128.0 |
| Low |
3,074.0 |
3,081.0 |
7.0 |
0.2% |
3,058.0 |
| Close |
3,123.0 |
3,100.0 |
-23.0 |
-0.7% |
3,100.0 |
| Range |
51.0 |
47.0 |
-4.0 |
-7.8% |
70.0 |
| ATR |
49.3 |
49.1 |
-0.2 |
-0.3% |
0.0 |
| Volume |
874,694 |
661,340 |
-213,354 |
-24.4% |
3,604,864 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,244.0 |
3,219.0 |
3,125.9 |
|
| R3 |
3,197.0 |
3,172.0 |
3,112.9 |
|
| R2 |
3,150.0 |
3,150.0 |
3,108.6 |
|
| R1 |
3,125.0 |
3,125.0 |
3,104.3 |
3,114.0 |
| PP |
3,103.0 |
3,103.0 |
3,103.0 |
3,097.5 |
| S1 |
3,078.0 |
3,078.0 |
3,095.7 |
3,067.0 |
| S2 |
3,056.0 |
3,056.0 |
3,091.4 |
|
| S3 |
3,009.0 |
3,031.0 |
3,087.1 |
|
| S4 |
2,962.0 |
2,984.0 |
3,074.2 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.3 |
3,272.7 |
3,138.5 |
|
| R3 |
3,235.3 |
3,202.7 |
3,119.3 |
|
| R2 |
3,165.3 |
3,165.3 |
3,112.8 |
|
| R1 |
3,132.7 |
3,132.7 |
3,106.4 |
3,149.0 |
| PP |
3,095.3 |
3,095.3 |
3,095.3 |
3,103.5 |
| S1 |
3,062.7 |
3,062.7 |
3,093.6 |
3,079.0 |
| S2 |
3,025.3 |
3,025.3 |
3,087.2 |
|
| S3 |
2,955.3 |
2,992.7 |
3,080.8 |
|
| S4 |
2,885.3 |
2,922.7 |
3,061.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,128.0 |
3,058.0 |
70.0 |
2.3% |
34.2 |
1.1% |
60% |
True |
False |
720,972 |
| 10 |
3,128.0 |
3,009.0 |
119.0 |
3.8% |
40.1 |
1.3% |
76% |
True |
False |
792,276 |
| 20 |
3,213.0 |
2,973.0 |
240.0 |
7.7% |
48.6 |
1.6% |
53% |
False |
False |
1,025,389 |
| 40 |
3,291.0 |
2,973.0 |
318.0 |
10.3% |
46.2 |
1.5% |
40% |
False |
False |
931,371 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
41.3 |
1.3% |
36% |
False |
False |
794,327 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
38.9 |
1.3% |
36% |
False |
False |
596,370 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
39.0 |
1.3% |
36% |
False |
False |
477,426 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.3% |
38.7 |
1.2% |
46% |
False |
False |
397,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,327.8 |
|
2.618 |
3,251.0 |
|
1.618 |
3,204.0 |
|
1.000 |
3,175.0 |
|
0.618 |
3,157.0 |
|
HIGH |
3,128.0 |
|
0.618 |
3,110.0 |
|
0.500 |
3,104.5 |
|
0.382 |
3,099.0 |
|
LOW |
3,081.0 |
|
0.618 |
3,052.0 |
|
1.000 |
3,034.0 |
|
1.618 |
3,005.0 |
|
2.618 |
2,958.0 |
|
4.250 |
2,881.3 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,104.5 |
3,098.5 |
| PP |
3,103.0 |
3,097.0 |
| S1 |
3,101.5 |
3,095.5 |
|