| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,159.0 |
1,154.5 |
-4.5 |
-0.4% |
1,126.2 |
| High |
1,159.1 |
1,159.7 |
0.6 |
0.1% |
1,152.5 |
| Low |
1,149.6 |
1,143.8 |
-5.8 |
-0.5% |
1,125.5 |
| Close |
1,154.2 |
1,156.9 |
2.7 |
0.2% |
1,140.8 |
| Range |
9.5 |
15.9 |
6.4 |
67.4% |
27.0 |
| ATR |
16.3 |
16.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
97,233 |
92,957 |
-4,276 |
-4.4% |
536,684 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.3 |
1,195.0 |
1,165.8 |
|
| R3 |
1,185.3 |
1,179.0 |
1,161.3 |
|
| R2 |
1,169.3 |
1,169.3 |
1,159.8 |
|
| R1 |
1,163.3 |
1,163.3 |
1,158.3 |
1,166.3 |
| PP |
1,153.5 |
1,153.5 |
1,153.5 |
1,155.0 |
| S1 |
1,147.3 |
1,147.3 |
1,155.5 |
1,150.3 |
| S2 |
1,137.5 |
1,137.5 |
1,154.0 |
|
| S3 |
1,121.8 |
1,131.3 |
1,152.5 |
|
| S4 |
1,105.8 |
1,115.5 |
1,148.3 |
|
|
| 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 |
1,163.1 |
1,127.9 |
35.2 |
3.0% |
14.5 |
1.3% |
82% |
False |
False |
99,471 |
| 10 |
1,163.1 |
1,105.2 |
57.9 |
5.0% |
15.3 |
1.3% |
89% |
False |
False |
100,416 |
| 20 |
1,163.1 |
1,103.1 |
60.0 |
5.2% |
16.8 |
1.5% |
90% |
False |
False |
120,382 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
16.8 |
1.5% |
50% |
False |
False |
119,046 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
16.0 |
1.4% |
50% |
False |
False |
100,783 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
13.5 |
1.2% |
59% |
False |
False |
75,617 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
11.0 |
1.0% |
59% |
False |
False |
60,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,227.3 |
|
2.618 |
1,201.3 |
|
1.618 |
1,185.5 |
|
1.000 |
1,175.5 |
|
0.618 |
1,169.5 |
|
HIGH |
1,159.8 |
|
0.618 |
1,153.8 |
|
0.500 |
1,151.8 |
|
0.382 |
1,149.8 |
|
LOW |
1,143.8 |
|
0.618 |
1,134.0 |
|
1.000 |
1,128.0 |
|
1.618 |
1,118.0 |
|
2.618 |
1,102.3 |
|
4.250 |
1,076.3 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,155.3 |
1,155.8 |
| PP |
1,153.5 |
1,154.5 |
| S1 |
1,151.8 |
1,153.5 |
|