| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
9,244.5 |
9,222.0 |
-22.5 |
-0.2% |
9,102.0 |
| High |
9,326.0 |
9,270.0 |
-56.0 |
-0.6% |
9,326.0 |
| Low |
9,042.5 |
9,191.5 |
149.0 |
1.6% |
9,042.5 |
| Close |
9,074.0 |
9,256.0 |
182.0 |
2.0% |
9,074.0 |
| Range |
283.5 |
78.5 |
-205.0 |
-72.3% |
283.5 |
| ATR |
160.0 |
162.6 |
2.6 |
1.6% |
0.0 |
| Volume |
78,855 |
70,974 |
-7,881 |
-10.0% |
502,426 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,474.7 |
9,443.8 |
9,299.2 |
|
| R3 |
9,396.2 |
9,365.3 |
9,277.6 |
|
| R2 |
9,317.7 |
9,317.7 |
9,270.4 |
|
| R1 |
9,286.8 |
9,286.8 |
9,263.2 |
9,302.3 |
| PP |
9,239.2 |
9,239.2 |
9,239.2 |
9,246.9 |
| S1 |
9,208.3 |
9,208.3 |
9,248.8 |
9,223.8 |
| S2 |
9,160.7 |
9,160.7 |
9,241.6 |
|
| S3 |
9,082.2 |
9,129.8 |
9,234.4 |
|
| S4 |
9,003.7 |
9,051.3 |
9,212.8 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,998.0 |
9,819.5 |
9,229.9 |
|
| R3 |
9,714.5 |
9,536.0 |
9,152.0 |
|
| R2 |
9,431.0 |
9,431.0 |
9,126.0 |
|
| R1 |
9,252.5 |
9,252.5 |
9,100.0 |
9,200.0 |
| PP |
9,147.5 |
9,147.5 |
9,147.5 |
9,121.3 |
| S1 |
8,969.0 |
8,969.0 |
9,048.0 |
8,916.5 |
| S2 |
8,864.0 |
8,864.0 |
9,022.0 |
|
| S3 |
8,580.5 |
8,685.5 |
8,996.0 |
|
| S4 |
8,297.0 |
8,402.0 |
8,918.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,326.0 |
9,042.5 |
283.5 |
3.1% |
147.7 |
1.6% |
75% |
False |
False |
94,523 |
| 10 |
9,326.0 |
8,903.0 |
423.0 |
4.6% |
154.5 |
1.7% |
83% |
False |
False |
113,842 |
| 20 |
9,819.0 |
8,903.0 |
916.0 |
9.9% |
155.3 |
1.7% |
39% |
False |
False |
114,855 |
| 40 |
10,044.0 |
8,903.0 |
1,141.0 |
12.3% |
134.8 |
1.5% |
31% |
False |
False |
100,917 |
| 60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
114.4 |
1.2% |
31% |
False |
False |
74,568 |
| 80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
112.6 |
1.2% |
31% |
False |
False |
56,035 |
| 100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
115.7 |
1.2% |
31% |
False |
False |
44,872 |
| 120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
119.4 |
1.3% |
31% |
False |
False |
37,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,603.6 |
|
2.618 |
9,475.5 |
|
1.618 |
9,397.0 |
|
1.000 |
9,348.5 |
|
0.618 |
9,318.5 |
|
HIGH |
9,270.0 |
|
0.618 |
9,240.0 |
|
0.500 |
9,230.8 |
|
0.382 |
9,221.5 |
|
LOW |
9,191.5 |
|
0.618 |
9,143.0 |
|
1.000 |
9,113.0 |
|
1.618 |
9,064.5 |
|
2.618 |
8,986.0 |
|
4.250 |
8,857.9 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,247.6 |
9,232.1 |
| PP |
9,239.2 |
9,208.2 |
| S1 |
9,230.8 |
9,184.3 |
|