| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,174.0 |
1,171.5 |
-2.5 |
-0.2% |
1,144.8 |
| High |
1,177.5 |
1,171.7 |
-5.8 |
-0.5% |
1,163.1 |
| Low |
1,168.8 |
1,160.8 |
-8.0 |
-0.7% |
1,143.8 |
| Close |
1,170.9 |
1,166.3 |
-4.6 |
-0.4% |
1,159.3 |
| Range |
8.7 |
10.9 |
2.2 |
25.3% |
19.3 |
| ATR |
15.1 |
14.8 |
-0.3 |
-2.0% |
0.0 |
| Volume |
65,326 |
83,440 |
18,114 |
27.7% |
440,908 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.0 |
1,193.5 |
1,172.3 |
|
| R3 |
1,188.0 |
1,182.8 |
1,169.3 |
|
| R2 |
1,177.3 |
1,177.3 |
1,168.3 |
|
| R1 |
1,171.8 |
1,171.8 |
1,167.3 |
1,169.0 |
| PP |
1,166.3 |
1,166.3 |
1,166.3 |
1,165.0 |
| S1 |
1,160.8 |
1,160.8 |
1,165.3 |
1,158.0 |
| S2 |
1,155.3 |
1,155.3 |
1,164.3 |
|
| S3 |
1,144.5 |
1,150.0 |
1,163.3 |
|
| S4 |
1,133.5 |
1,139.0 |
1,160.3 |
|
|
| 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 |
1,177.5 |
1,151.2 |
26.3 |
2.3% |
11.5 |
1.0% |
57% |
False |
False |
82,448 |
| 10 |
1,177.5 |
1,127.9 |
49.6 |
4.3% |
13.0 |
1.1% |
77% |
False |
False |
90,960 |
| 20 |
1,177.5 |
1,103.1 |
74.4 |
6.4% |
15.3 |
1.3% |
85% |
False |
False |
109,689 |
| 40 |
1,204.6 |
1,103.1 |
101.5 |
8.7% |
16.3 |
1.4% |
62% |
False |
False |
115,072 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.2% |
16.0 |
1.4% |
59% |
False |
False |
107,627 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.2% |
14.3 |
1.2% |
66% |
False |
False |
80,770 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.2% |
11.5 |
1.0% |
66% |
False |
False |
64,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,218.0 |
|
2.618 |
1,200.3 |
|
1.618 |
1,189.3 |
|
1.000 |
1,182.5 |
|
0.618 |
1,178.5 |
|
HIGH |
1,171.8 |
|
0.618 |
1,167.5 |
|
0.500 |
1,166.3 |
|
0.382 |
1,165.0 |
|
LOW |
1,160.8 |
|
0.618 |
1,154.0 |
|
1.000 |
1,150.0 |
|
1.618 |
1,143.3 |
|
2.618 |
1,132.3 |
|
4.250 |
1,114.5 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,166.3 |
1,169.0 |
| PP |
1,166.3 |
1,168.0 |
| S1 |
1,166.3 |
1,167.3 |
|