| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,116.1 |
1,126.2 |
10.1 |
0.9% |
1,110.8 |
| High |
1,129.3 |
1,147.6 |
18.3 |
1.6% |
1,130.3 |
| Low |
1,105.2 |
1,126.2 |
21.0 |
1.9% |
1,103.4 |
| Close |
1,126.1 |
1,137.7 |
11.6 |
1.0% |
1,126.1 |
| Range |
24.1 |
21.4 |
-2.7 |
-11.2% |
26.9 |
| ATR |
18.0 |
18.3 |
0.2 |
1.4% |
0.0 |
| Volume |
123,630 |
110,102 |
-13,528 |
-10.9% |
685,830 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.3 |
1,191.0 |
1,149.5 |
|
| R3 |
1,180.0 |
1,169.5 |
1,143.5 |
|
| R2 |
1,158.5 |
1,158.5 |
1,141.5 |
|
| R1 |
1,148.3 |
1,148.3 |
1,139.8 |
1,153.3 |
| PP |
1,137.3 |
1,137.3 |
1,137.3 |
1,139.8 |
| S1 |
1,126.8 |
1,126.8 |
1,135.8 |
1,132.0 |
| S2 |
1,115.8 |
1,115.8 |
1,133.8 |
|
| S3 |
1,094.3 |
1,105.3 |
1,131.8 |
|
| S4 |
1,073.0 |
1,084.0 |
1,126.0 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.8 |
1,190.3 |
1,141.0 |
|
| R3 |
1,173.8 |
1,163.3 |
1,133.5 |
|
| R2 |
1,146.8 |
1,146.8 |
1,131.0 |
|
| R1 |
1,136.5 |
1,136.5 |
1,128.5 |
1,141.8 |
| PP |
1,120.0 |
1,120.0 |
1,120.0 |
1,122.5 |
| S1 |
1,109.5 |
1,109.5 |
1,123.8 |
1,114.8 |
| S2 |
1,093.0 |
1,093.0 |
1,121.3 |
|
| S3 |
1,066.3 |
1,082.8 |
1,118.8 |
|
| S4 |
1,039.3 |
1,055.8 |
1,111.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,147.6 |
1,105.2 |
42.4 |
3.7% |
20.5 |
1.8% |
77% |
True |
False |
133,979 |
| 10 |
1,149.2 |
1,103.1 |
46.1 |
4.1% |
19.8 |
1.7% |
75% |
False |
False |
142,147 |
| 20 |
1,165.0 |
1,103.1 |
61.9 |
5.4% |
18.3 |
1.6% |
56% |
False |
False |
132,328 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.5% |
17.3 |
1.5% |
32% |
False |
False |
125,274 |
| 60 |
1,210.7 |
1,081.1 |
129.6 |
11.4% |
16.0 |
1.4% |
44% |
False |
False |
87,982 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
12.3 |
1.1% |
44% |
False |
False |
65,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.5 |
|
2.618 |
1,203.8 |
|
1.618 |
1,182.3 |
|
1.000 |
1,169.0 |
|
0.618 |
1,160.8 |
|
HIGH |
1,147.5 |
|
0.618 |
1,139.5 |
|
0.500 |
1,137.0 |
|
0.382 |
1,134.3 |
|
LOW |
1,126.3 |
|
0.618 |
1,113.0 |
|
1.000 |
1,104.8 |
|
1.618 |
1,091.5 |
|
2.618 |
1,070.3 |
|
4.250 |
1,035.3 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,137.5 |
1,134.0 |
| PP |
1,137.3 |
1,130.3 |
| S1 |
1,137.0 |
1,126.5 |
|