| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,138.6 |
1,130.9 |
-7.7 |
-0.7% |
1,110.8 |
| High |
1,140.6 |
1,141.9 |
1.3 |
0.1% |
1,130.3 |
| Low |
1,125.5 |
1,130.2 |
4.7 |
0.4% |
1,103.4 |
| Close |
1,129.9 |
1,140.2 |
10.3 |
0.9% |
1,126.1 |
| Range |
15.1 |
11.7 |
-3.4 |
-22.5% |
26.9 |
| ATR |
18.0 |
17.6 |
-0.4 |
-2.4% |
0.0 |
| Volume |
112,296 |
87,855 |
-24,441 |
-21.8% |
685,830 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.5 |
1,168.0 |
1,146.8 |
|
| R3 |
1,160.8 |
1,156.3 |
1,143.5 |
|
| R2 |
1,149.3 |
1,149.3 |
1,142.3 |
|
| R1 |
1,144.8 |
1,144.8 |
1,141.3 |
1,147.0 |
| PP |
1,137.5 |
1,137.5 |
1,137.5 |
1,138.5 |
| S1 |
1,133.0 |
1,133.0 |
1,139.3 |
1,135.3 |
| S2 |
1,125.8 |
1,125.8 |
1,138.0 |
|
| S3 |
1,114.0 |
1,121.3 |
1,137.0 |
|
| S4 |
1,102.3 |
1,109.5 |
1,133.8 |
|
|
| 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% |
18.0 |
1.6% |
83% |
False |
False |
116,419 |
| 10 |
1,147.6 |
1,103.1 |
44.5 |
3.9% |
19.8 |
1.7% |
83% |
False |
False |
140,004 |
| 20 |
1,161.6 |
1,103.1 |
58.5 |
5.1% |
17.8 |
1.6% |
63% |
False |
False |
127,711 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.4% |
17.0 |
1.5% |
34% |
False |
False |
121,800 |
| 60 |
1,210.7 |
1,087.6 |
123.1 |
10.8% |
16.0 |
1.4% |
43% |
False |
False |
91,301 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
12.5 |
1.1% |
46% |
False |
False |
68,488 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
10.5 |
0.9% |
46% |
False |
False |
54,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,191.5 |
|
2.618 |
1,172.5 |
|
1.618 |
1,160.8 |
|
1.000 |
1,153.5 |
|
0.618 |
1,149.3 |
|
HIGH |
1,142.0 |
|
0.618 |
1,137.5 |
|
0.500 |
1,136.0 |
|
0.382 |
1,134.8 |
|
LOW |
1,130.3 |
|
0.618 |
1,123.0 |
|
1.000 |
1,118.5 |
|
1.618 |
1,111.3 |
|
2.618 |
1,099.5 |
|
4.250 |
1,080.5 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,138.8 |
1,139.0 |
| PP |
1,137.5 |
1,137.8 |
| S1 |
1,136.0 |
1,136.5 |
|