| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,120.0 |
3,116.0 |
-4.0 |
-0.1% |
3,073.0 |
| High |
3,128.0 |
3,168.0 |
40.0 |
1.3% |
3,128.0 |
| Low |
3,081.0 |
3,116.0 |
35.0 |
1.1% |
3,058.0 |
| Close |
3,100.0 |
3,163.0 |
63.0 |
2.0% |
3,100.0 |
| Range |
47.0 |
52.0 |
5.0 |
10.6% |
70.0 |
| ATR |
49.1 |
50.5 |
1.3 |
2.7% |
0.0 |
| Volume |
661,340 |
875,664 |
214,324 |
32.4% |
3,604,864 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.0 |
3,286.0 |
3,191.6 |
|
| R3 |
3,253.0 |
3,234.0 |
3,177.3 |
|
| R2 |
3,201.0 |
3,201.0 |
3,172.5 |
|
| R1 |
3,182.0 |
3,182.0 |
3,167.8 |
3,191.5 |
| PP |
3,149.0 |
3,149.0 |
3,149.0 |
3,153.8 |
| S1 |
3,130.0 |
3,130.0 |
3,158.2 |
3,139.5 |
| S2 |
3,097.0 |
3,097.0 |
3,153.5 |
|
| S3 |
3,045.0 |
3,078.0 |
3,148.7 |
|
| S4 |
2,993.0 |
3,026.0 |
3,134.4 |
|
|
| 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 |
3,168.0 |
3,063.0 |
105.0 |
3.3% |
39.8 |
1.3% |
95% |
True |
False |
772,049 |
| 10 |
3,168.0 |
3,009.0 |
159.0 |
5.0% |
42.5 |
1.3% |
97% |
True |
False |
786,957 |
| 20 |
3,213.0 |
2,973.0 |
240.0 |
7.6% |
48.8 |
1.5% |
79% |
False |
False |
1,025,670 |
| 40 |
3,291.0 |
2,973.0 |
318.0 |
10.1% |
46.7 |
1.5% |
60% |
False |
False |
934,849 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
41.8 |
1.3% |
54% |
False |
False |
808,839 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
39.2 |
1.2% |
54% |
False |
False |
607,311 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
11.0% |
39.3 |
1.2% |
54% |
False |
False |
486,182 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
38.8 |
1.2% |
61% |
False |
False |
405,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,389.0 |
|
2.618 |
3,304.1 |
|
1.618 |
3,252.1 |
|
1.000 |
3,220.0 |
|
0.618 |
3,200.1 |
|
HIGH |
3,168.0 |
|
0.618 |
3,148.1 |
|
0.500 |
3,142.0 |
|
0.382 |
3,135.9 |
|
LOW |
3,116.0 |
|
0.618 |
3,083.9 |
|
1.000 |
3,064.0 |
|
1.618 |
3,031.9 |
|
2.618 |
2,979.9 |
|
4.250 |
2,895.0 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,156.0 |
3,149.0 |
| PP |
3,149.0 |
3,135.0 |
| S1 |
3,142.0 |
3,121.0 |
|