| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,160.1 |
1,163.3 |
3.2 |
0.3% |
1,144.8 |
| High |
1,170.5 |
1,175.4 |
4.9 |
0.4% |
1,163.1 |
| Low |
1,158.8 |
1,160.5 |
1.7 |
0.1% |
1,143.8 |
| Close |
1,162.2 |
1,173.7 |
11.5 |
1.0% |
1,159.3 |
| Range |
11.7 |
14.9 |
3.2 |
27.4% |
19.3 |
| ATR |
15.6 |
15.5 |
0.0 |
-0.3% |
0.0 |
| Volume |
81,727 |
84,690 |
2,963 |
3.6% |
440,908 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,214.5 |
1,209.0 |
1,182.0 |
|
| R3 |
1,199.8 |
1,194.3 |
1,177.8 |
|
| R2 |
1,184.8 |
1,184.8 |
1,176.5 |
|
| R1 |
1,179.3 |
1,179.3 |
1,175.0 |
1,182.0 |
| PP |
1,169.8 |
1,169.8 |
1,169.8 |
1,171.3 |
| S1 |
1,164.3 |
1,164.3 |
1,172.3 |
1,167.0 |
| S2 |
1,155.0 |
1,155.0 |
1,171.0 |
|
| S3 |
1,140.0 |
1,149.5 |
1,169.5 |
|
| S4 |
1,125.3 |
1,134.5 |
1,165.5 |
|
|
| 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 |
1,175.4 |
1,143.8 |
31.6 |
2.7% |
12.5 |
1.1% |
95% |
True |
False |
90,733 |
| 10 |
1,175.4 |
1,127.9 |
47.5 |
4.0% |
13.0 |
1.1% |
96% |
True |
False |
92,161 |
| 20 |
1,175.4 |
1,103.1 |
72.3 |
6.2% |
16.3 |
1.4% |
98% |
True |
False |
117,529 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.2% |
16.8 |
1.4% |
66% |
False |
False |
117,498 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.2% |
16.3 |
1.4% |
66% |
False |
False |
105,165 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.1% |
14.0 |
1.2% |
72% |
False |
False |
78,910 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.1% |
11.5 |
1.0% |
72% |
False |
False |
63,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.8 |
|
2.618 |
1,214.5 |
|
1.618 |
1,199.5 |
|
1.000 |
1,190.3 |
|
0.618 |
1,184.5 |
|
HIGH |
1,175.5 |
|
0.618 |
1,169.8 |
|
0.500 |
1,168.0 |
|
0.382 |
1,166.3 |
|
LOW |
1,160.5 |
|
0.618 |
1,151.3 |
|
1.000 |
1,145.5 |
|
1.618 |
1,136.5 |
|
2.618 |
1,121.5 |
|
4.250 |
1,097.3 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,171.8 |
1,170.3 |
| PP |
1,169.8 |
1,166.8 |
| S1 |
1,168.0 |
1,163.3 |
|