| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,154.5 |
1,157.4 |
2.9 |
0.3% |
1,144.8 |
| High |
1,159.7 |
1,162.0 |
2.3 |
0.2% |
1,163.1 |
| Low |
1,143.8 |
1,151.2 |
7.4 |
0.6% |
1,143.8 |
| Close |
1,156.9 |
1,159.3 |
2.4 |
0.2% |
1,159.3 |
| Range |
15.9 |
10.8 |
-5.1 |
-32.1% |
19.3 |
| ATR |
16.3 |
15.9 |
-0.4 |
-2.4% |
0.0 |
| Volume |
92,957 |
97,061 |
4,104 |
4.4% |
440,908 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.0 |
1,185.5 |
1,165.3 |
|
| R3 |
1,179.0 |
1,174.5 |
1,162.3 |
|
| R2 |
1,168.3 |
1,168.3 |
1,161.3 |
|
| R1 |
1,163.8 |
1,163.8 |
1,160.3 |
1,166.0 |
| PP |
1,157.5 |
1,157.5 |
1,157.5 |
1,158.5 |
| S1 |
1,153.0 |
1,153.0 |
1,158.3 |
1,155.3 |
| S2 |
1,146.8 |
1,146.8 |
1,157.3 |
|
| S3 |
1,136.0 |
1,142.3 |
1,156.3 |
|
| S4 |
1,125.0 |
1,131.5 |
1,153.3 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,213.3 |
1,205.5 |
1,170.0 |
|
| R3 |
1,194.0 |
1,186.3 |
1,164.5 |
|
| R2 |
1,174.8 |
1,174.8 |
1,162.8 |
|
| R1 |
1,167.0 |
1,167.0 |
1,161.0 |
1,170.8 |
| PP |
1,155.5 |
1,155.5 |
1,155.5 |
1,157.3 |
| S1 |
1,147.8 |
1,147.8 |
1,157.5 |
1,151.5 |
| S2 |
1,136.0 |
1,136.0 |
1,155.8 |
|
| S3 |
1,116.8 |
1,128.5 |
1,154.0 |
|
| S4 |
1,097.5 |
1,109.0 |
1,148.8 |
|
|
| 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 |
1,143.8 |
19.3 |
1.7% |
11.8 |
1.0% |
80% |
False |
False |
88,181 |
| 10 |
1,163.1 |
1,125.5 |
37.6 |
3.2% |
14.0 |
1.2% |
90% |
False |
False |
97,759 |
| 20 |
1,163.1 |
1,103.1 |
60.0 |
5.2% |
16.8 |
1.4% |
94% |
False |
False |
119,566 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
16.8 |
1.4% |
52% |
False |
False |
118,811 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
16.3 |
1.4% |
52% |
False |
False |
102,398 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
13.5 |
1.2% |
61% |
False |
False |
76,830 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
11.3 |
1.0% |
61% |
False |
False |
61,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,208.0 |
|
2.618 |
1,190.3 |
|
1.618 |
1,179.5 |
|
1.000 |
1,172.8 |
|
0.618 |
1,168.8 |
|
HIGH |
1,162.0 |
|
0.618 |
1,157.8 |
|
0.500 |
1,156.5 |
|
0.382 |
1,155.3 |
|
LOW |
1,151.3 |
|
0.618 |
1,144.5 |
|
1.000 |
1,140.5 |
|
1.618 |
1,133.8 |
|
2.618 |
1,123.0 |
|
4.250 |
1,105.3 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,158.5 |
1,157.3 |
| PP |
1,157.5 |
1,155.0 |
| S1 |
1,156.5 |
1,153.0 |
|