| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,171.5 |
1,167.6 |
-3.9 |
-0.3% |
1,160.1 |
| High |
1,171.7 |
1,174.1 |
2.4 |
0.2% |
1,177.5 |
| Low |
1,160.8 |
1,162.3 |
1.5 |
0.1% |
1,158.8 |
| Close |
1,166.3 |
1,173.4 |
7.1 |
0.6% |
1,173.4 |
| Range |
10.9 |
11.8 |
0.9 |
8.3% |
18.7 |
| ATR |
14.8 |
14.5 |
-0.2 |
-1.4% |
0.0 |
| Volume |
83,440 |
78,967 |
-4,473 |
-5.4% |
394,150 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,205.3 |
1,201.3 |
1,180.0 |
|
| R3 |
1,193.5 |
1,189.3 |
1,176.8 |
|
| R2 |
1,181.8 |
1,181.8 |
1,175.5 |
|
| R1 |
1,177.5 |
1,177.5 |
1,174.5 |
1,179.8 |
| PP |
1,170.0 |
1,170.0 |
1,170.0 |
1,171.0 |
| S1 |
1,165.8 |
1,165.8 |
1,172.3 |
1,167.8 |
| S2 |
1,158.3 |
1,158.3 |
1,171.3 |
|
| S3 |
1,146.3 |
1,154.0 |
1,170.3 |
|
| S4 |
1,134.5 |
1,142.3 |
1,167.0 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,226.0 |
1,218.5 |
1,183.8 |
|
| R3 |
1,207.3 |
1,199.8 |
1,178.5 |
|
| R2 |
1,188.5 |
1,188.5 |
1,176.8 |
|
| R1 |
1,181.0 |
1,181.0 |
1,175.0 |
1,184.8 |
| PP |
1,170.0 |
1,170.0 |
1,170.0 |
1,171.8 |
| S1 |
1,162.3 |
1,162.3 |
1,171.8 |
1,166.0 |
| S2 |
1,151.3 |
1,151.3 |
1,170.0 |
|
| S3 |
1,132.5 |
1,143.5 |
1,168.3 |
|
| S4 |
1,113.8 |
1,125.0 |
1,163.0 |
|
|
| 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 |
1,158.8 |
18.7 |
1.6% |
11.5 |
1.0% |
78% |
False |
False |
78,830 |
| 10 |
1,177.5 |
1,143.8 |
33.7 |
2.9% |
11.8 |
1.0% |
88% |
False |
False |
83,505 |
| 20 |
1,177.5 |
1,103.4 |
74.1 |
6.3% |
15.0 |
1.3% |
94% |
False |
False |
102,878 |
| 40 |
1,203.0 |
1,103.1 |
99.9 |
8.5% |
16.5 |
1.4% |
70% |
False |
False |
115,702 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.2% |
15.8 |
1.3% |
65% |
False |
False |
108,929 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.1% |
14.3 |
1.2% |
71% |
False |
False |
81,757 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.1% |
11.5 |
1.0% |
71% |
False |
False |
65,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,224.3 |
|
2.618 |
1,205.0 |
|
1.618 |
1,193.3 |
|
1.000 |
1,186.0 |
|
0.618 |
1,181.5 |
|
HIGH |
1,174.0 |
|
0.618 |
1,169.5 |
|
0.500 |
1,168.3 |
|
0.382 |
1,166.8 |
|
LOW |
1,162.3 |
|
0.618 |
1,155.0 |
|
1.000 |
1,150.5 |
|
1.618 |
1,143.3 |
|
2.618 |
1,131.5 |
|
4.250 |
1,112.3 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,171.8 |
1,172.0 |
| PP |
1,170.0 |
1,170.5 |
| S1 |
1,168.3 |
1,169.3 |
|