| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,130.9 |
1,140.6 |
9.7 |
0.9% |
1,110.8 |
| High |
1,141.9 |
1,144.0 |
2.1 |
0.2% |
1,130.3 |
| Low |
1,130.2 |
1,136.1 |
5.9 |
0.5% |
1,103.4 |
| Close |
1,140.2 |
1,143.4 |
3.2 |
0.3% |
1,126.1 |
| Range |
11.7 |
7.9 |
-3.8 |
-32.5% |
26.9 |
| ATR |
17.6 |
16.9 |
-0.7 |
-3.9% |
0.0 |
| Volume |
87,855 |
72,921 |
-14,934 |
-17.0% |
685,830 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,164.8 |
1,162.0 |
1,147.8 |
|
| R3 |
1,157.0 |
1,154.3 |
1,145.5 |
|
| R2 |
1,149.0 |
1,149.0 |
1,144.8 |
|
| R1 |
1,146.3 |
1,146.3 |
1,144.0 |
1,147.8 |
| PP |
1,141.3 |
1,141.3 |
1,141.3 |
1,142.0 |
| S1 |
1,138.3 |
1,138.3 |
1,142.8 |
1,139.8 |
| S2 |
1,133.3 |
1,133.3 |
1,142.0 |
|
| S3 |
1,125.3 |
1,130.5 |
1,141.3 |
|
| S4 |
1,117.5 |
1,122.5 |
1,139.0 |
|
|
| 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% |
16.0 |
1.4% |
90% |
False |
False |
101,360 |
| 10 |
1,147.6 |
1,103.1 |
44.5 |
3.9% |
17.5 |
1.5% |
91% |
False |
False |
128,419 |
| 20 |
1,161.6 |
1,103.1 |
58.5 |
5.1% |
17.0 |
1.5% |
69% |
False |
False |
122,667 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.4% |
16.8 |
1.5% |
37% |
False |
False |
119,950 |
| 60 |
1,210.7 |
1,088.1 |
122.6 |
10.7% |
16.0 |
1.4% |
45% |
False |
False |
92,514 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
12.8 |
1.1% |
49% |
False |
False |
69,400 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
10.5 |
0.9% |
49% |
False |
False |
55,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,177.5 |
|
2.618 |
1,164.8 |
|
1.618 |
1,156.8 |
|
1.000 |
1,152.0 |
|
0.618 |
1,149.0 |
|
HIGH |
1,144.0 |
|
0.618 |
1,141.0 |
|
0.500 |
1,140.0 |
|
0.382 |
1,139.0 |
|
LOW |
1,136.0 |
|
0.618 |
1,131.3 |
|
1.000 |
1,128.3 |
|
1.618 |
1,123.3 |
|
2.618 |
1,115.5 |
|
4.250 |
1,102.5 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.3 |
1,140.5 |
| PP |
1,141.3 |
1,137.8 |
| S1 |
1,140.0 |
1,134.8 |
|