| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,874.00 |
3,907.50 |
33.50 |
0.9% |
3,873.00 |
| High |
3,917.75 |
3,917.25 |
-0.50 |
0.0% |
3,915.75 |
| Low |
3,873.75 |
3,883.25 |
9.50 |
0.2% |
3,826.50 |
| Close |
3,905.00 |
3,903.50 |
-1.50 |
0.0% |
3,873.50 |
| Range |
44.00 |
34.00 |
-10.00 |
-22.7% |
89.25 |
| ATR |
45.08 |
44.28 |
-0.79 |
-1.8% |
0.00 |
| Volume |
178,453 |
220,589 |
42,136 |
23.6% |
1,544,791 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,003.25 |
3,987.50 |
3,922.25 |
|
| R3 |
3,969.25 |
3,953.50 |
3,912.75 |
|
| R2 |
3,935.25 |
3,935.25 |
3,909.75 |
|
| R1 |
3,919.50 |
3,919.50 |
3,906.50 |
3,910.50 |
| PP |
3,901.25 |
3,901.25 |
3,901.25 |
3,896.75 |
| S1 |
3,885.50 |
3,885.50 |
3,900.50 |
3,876.50 |
| S2 |
3,867.25 |
3,867.25 |
3,897.25 |
|
| S3 |
3,833.25 |
3,851.50 |
3,894.25 |
|
| S4 |
3,799.25 |
3,817.50 |
3,884.75 |
|
|
| 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% |
47.75 |
1.2% |
84% |
False |
False |
267,305 |
| 10 |
3,983.00 |
3,826.50 |
156.50 |
4.0% |
50.75 |
1.3% |
49% |
False |
False |
310,481 |
| 20 |
3,991.25 |
3,826.50 |
164.75 |
4.2% |
45.50 |
1.2% |
47% |
False |
False |
273,535 |
| 40 |
3,991.25 |
3,755.00 |
236.25 |
6.1% |
40.00 |
1.0% |
63% |
False |
False |
247,318 |
| 60 |
3,991.25 |
3,558.75 |
432.50 |
11.1% |
37.50 |
1.0% |
80% |
False |
False |
176,222 |
| 80 |
3,991.25 |
3,476.00 |
515.25 |
13.2% |
38.75 |
1.0% |
83% |
False |
False |
132,188 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
15.0% |
42.75 |
1.1% |
85% |
False |
False |
105,761 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
15.0% |
40.00 |
1.0% |
85% |
False |
False |
88,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,061.75 |
|
2.618 |
4,006.25 |
|
1.618 |
3,972.25 |
|
1.000 |
3,951.25 |
|
0.618 |
3,938.25 |
|
HIGH |
3,917.25 |
|
0.618 |
3,904.25 |
|
0.500 |
3,900.25 |
|
0.382 |
3,896.25 |
|
LOW |
3,883.25 |
|
0.618 |
3,862.25 |
|
1.000 |
3,849.25 |
|
1.618 |
3,828.25 |
|
2.618 |
3,794.25 |
|
4.250 |
3,738.75 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,902.50 |
3,893.00 |
| PP |
3,901.25 |
3,882.50 |
| S1 |
3,900.25 |
3,872.00 |
|