| 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 |
1,143.3 |
1,144.8 |
1.5 |
0.1% |
1,126.2 |
| High |
1,152.5 |
1,157.1 |
4.6 |
0.4% |
1,152.5 |
| Low |
1,127.9 |
1,144.1 |
16.2 |
1.4% |
1,125.5 |
| Close |
1,140.8 |
1,154.7 |
13.9 |
1.2% |
1,140.8 |
| Range |
24.6 |
13.0 |
-11.6 |
-47.2% |
27.0 |
| ATR |
17.5 |
17.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
153,510 |
78,153 |
-75,357 |
-49.1% |
536,684 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,191.0 |
1,185.8 |
1,161.8 |
|
| R3 |
1,178.0 |
1,172.8 |
1,158.3 |
|
| R2 |
1,165.0 |
1,165.0 |
1,157.0 |
|
| R1 |
1,159.8 |
1,159.8 |
1,156.0 |
1,162.5 |
| PP |
1,152.0 |
1,152.0 |
1,152.0 |
1,153.3 |
| S1 |
1,146.8 |
1,146.8 |
1,153.5 |
1,149.5 |
| S2 |
1,139.0 |
1,139.0 |
1,152.3 |
|
| S3 |
1,126.0 |
1,133.8 |
1,151.0 |
|
| S4 |
1,113.0 |
1,120.8 |
1,147.5 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.5 |
1,207.8 |
1,155.8 |
|
| R3 |
1,193.5 |
1,180.8 |
1,148.3 |
|
| R2 |
1,166.5 |
1,166.5 |
1,145.8 |
|
| R1 |
1,153.8 |
1,153.8 |
1,143.3 |
1,160.3 |
| PP |
1,139.5 |
1,139.5 |
1,139.5 |
1,142.8 |
| S1 |
1,126.8 |
1,126.8 |
1,138.3 |
1,133.3 |
| S2 |
1,112.5 |
1,112.5 |
1,135.8 |
|
| S3 |
1,085.5 |
1,099.8 |
1,133.5 |
|
| S4 |
1,058.5 |
1,072.8 |
1,126.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,157.1 |
1,125.5 |
31.6 |
2.7% |
14.5 |
1.3% |
92% |
True |
False |
100,947 |
| 10 |
1,157.1 |
1,105.2 |
51.9 |
4.5% |
17.5 |
1.5% |
95% |
True |
False |
117,463 |
| 20 |
1,161.6 |
1,103.1 |
58.5 |
5.1% |
17.0 |
1.5% |
88% |
False |
False |
122,166 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
17.3 |
1.5% |
48% |
False |
False |
120,767 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
16.3 |
1.4% |
48% |
False |
False |
96,364 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
13.0 |
1.1% |
57% |
False |
False |
72,296 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
10.8 |
0.9% |
57% |
False |
False |
57,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.3 |
|
2.618 |
1,191.3 |
|
1.618 |
1,178.3 |
|
1.000 |
1,170.0 |
|
0.618 |
1,165.3 |
|
HIGH |
1,157.0 |
|
0.618 |
1,152.3 |
|
0.500 |
1,150.5 |
|
0.382 |
1,149.0 |
|
LOW |
1,144.0 |
|
0.618 |
1,136.0 |
|
1.000 |
1,131.0 |
|
1.618 |
1,123.0 |
|
2.618 |
1,110.0 |
|
4.250 |
1,088.8 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,153.3 |
1,150.8 |
| PP |
1,152.0 |
1,146.5 |
| S1 |
1,150.5 |
1,142.5 |
|