| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,855.50 |
3,874.00 |
18.50 |
0.5% |
3,873.00 |
| High |
3,886.75 |
3,917.75 |
31.00 |
0.8% |
3,915.75 |
| Low |
3,826.50 |
3,873.75 |
47.25 |
1.2% |
3,826.50 |
| Close |
3,873.50 |
3,905.00 |
31.50 |
0.8% |
3,873.50 |
| Range |
60.25 |
44.00 |
-16.25 |
-27.0% |
89.25 |
| ATR |
45.14 |
45.08 |
-0.06 |
-0.1% |
0.00 |
| Volume |
315,422 |
178,453 |
-136,969 |
-43.4% |
1,544,791 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,030.75 |
4,012.00 |
3,929.25 |
|
| R3 |
3,986.75 |
3,968.00 |
3,917.00 |
|
| R2 |
3,942.75 |
3,942.75 |
3,913.00 |
|
| R1 |
3,924.00 |
3,924.00 |
3,909.00 |
3,933.50 |
| PP |
3,898.75 |
3,898.75 |
3,898.75 |
3,903.50 |
| S1 |
3,880.00 |
3,880.00 |
3,901.00 |
3,889.50 |
| S2 |
3,854.75 |
3,854.75 |
3,897.00 |
|
| S3 |
3,810.75 |
3,836.00 |
3,893.00 |
|
| S4 |
3,766.75 |
3,792.00 |
3,880.75 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,139.75 |
4,095.75 |
3,922.50 |
|
| R3 |
4,050.50 |
4,006.50 |
3,898.00 |
|
| R2 |
3,961.25 |
3,961.25 |
3,889.75 |
|
| R1 |
3,917.25 |
3,917.25 |
3,881.75 |
3,939.25 |
| PP |
3,872.00 |
3,872.00 |
3,872.00 |
3,883.00 |
| S1 |
3,828.00 |
3,828.00 |
3,865.25 |
3,850.00 |
| S2 |
3,782.75 |
3,782.75 |
3,857.25 |
|
| S3 |
3,693.50 |
3,738.75 |
3,849.00 |
|
| S4 |
3,604.25 |
3,649.50 |
3,824.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,917.75 |
3,826.50 |
91.25 |
2.3% |
50.75 |
1.3% |
86% |
True |
False |
294,496 |
| 10 |
3,983.00 |
3,826.50 |
156.50 |
4.0% |
50.25 |
1.3% |
50% |
False |
False |
310,413 |
| 20 |
3,991.25 |
3,826.50 |
164.75 |
4.2% |
46.50 |
1.2% |
48% |
False |
False |
279,116 |
| 40 |
3,991.25 |
3,750.25 |
241.00 |
6.2% |
40.00 |
1.0% |
64% |
False |
False |
248,239 |
| 60 |
3,991.25 |
3,539.00 |
452.25 |
11.6% |
37.50 |
1.0% |
81% |
False |
False |
172,550 |
| 80 |
3,991.25 |
3,476.00 |
515.25 |
13.2% |
38.75 |
1.0% |
83% |
False |
False |
129,431 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
15.0% |
42.75 |
1.1% |
85% |
False |
False |
103,556 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
15.0% |
39.75 |
1.0% |
85% |
False |
False |
86,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,104.75 |
|
2.618 |
4,033.00 |
|
1.618 |
3,989.00 |
|
1.000 |
3,961.75 |
|
0.618 |
3,945.00 |
|
HIGH |
3,917.75 |
|
0.618 |
3,901.00 |
|
0.500 |
3,895.75 |
|
0.382 |
3,890.50 |
|
LOW |
3,873.75 |
|
0.618 |
3,846.50 |
|
1.000 |
3,829.75 |
|
1.618 |
3,802.50 |
|
2.618 |
3,758.50 |
|
4.250 |
3,686.75 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,902.00 |
3,894.00 |
| PP |
3,898.75 |
3,883.00 |
| S1 |
3,895.75 |
3,872.00 |
|