| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,907.50 |
3,906.00 |
-1.50 |
0.0% |
3,873.00 |
| High |
3,917.25 |
3,949.50 |
32.25 |
0.8% |
3,915.75 |
| Low |
3,883.25 |
3,902.25 |
19.00 |
0.5% |
3,826.50 |
| Close |
3,903.50 |
3,945.75 |
42.25 |
1.1% |
3,873.50 |
| Range |
34.00 |
47.25 |
13.25 |
39.0% |
89.25 |
| ATR |
44.28 |
44.50 |
0.21 |
0.5% |
0.00 |
| Volume |
220,589 |
201,984 |
-18,605 |
-8.4% |
1,544,791 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,074.25 |
4,057.25 |
3,971.75 |
|
| R3 |
4,027.00 |
4,010.00 |
3,958.75 |
|
| R2 |
3,979.75 |
3,979.75 |
3,954.50 |
|
| R1 |
3,962.75 |
3,962.75 |
3,950.00 |
3,971.25 |
| PP |
3,932.50 |
3,932.50 |
3,932.50 |
3,936.75 |
| S1 |
3,915.50 |
3,915.50 |
3,941.50 |
3,924.00 |
| S2 |
3,885.25 |
3,885.25 |
3,937.00 |
|
| S3 |
3,838.00 |
3,868.25 |
3,932.75 |
|
| S4 |
3,790.75 |
3,821.00 |
3,919.75 |
|
|
| 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 |
3,949.50 |
3,826.50 |
123.00 |
3.1% |
47.50 |
1.2% |
97% |
True |
False |
249,208 |
| 10 |
3,970.25 |
3,826.50 |
143.75 |
3.6% |
52.50 |
1.3% |
83% |
False |
False |
303,176 |
| 20 |
3,991.25 |
3,826.50 |
164.75 |
4.2% |
46.50 |
1.2% |
72% |
False |
False |
272,869 |
| 40 |
3,991.25 |
3,755.00 |
236.25 |
6.0% |
40.75 |
1.0% |
81% |
False |
False |
245,769 |
| 60 |
3,991.25 |
3,579.00 |
412.25 |
10.4% |
37.25 |
0.9% |
89% |
False |
False |
179,584 |
| 80 |
3,991.25 |
3,476.00 |
515.25 |
13.1% |
39.00 |
1.0% |
91% |
False |
False |
134,712 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
14.9% |
42.50 |
1.1% |
92% |
False |
False |
107,781 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
14.9% |
40.25 |
1.0% |
92% |
False |
False |
89,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,150.25 |
|
2.618 |
4,073.25 |
|
1.618 |
4,026.00 |
|
1.000 |
3,996.75 |
|
0.618 |
3,978.75 |
|
HIGH |
3,949.50 |
|
0.618 |
3,931.50 |
|
0.500 |
3,926.00 |
|
0.382 |
3,920.25 |
|
LOW |
3,902.25 |
|
0.618 |
3,873.00 |
|
1.000 |
3,855.00 |
|
1.618 |
3,825.75 |
|
2.618 |
3,778.50 |
|
4.250 |
3,701.50 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,939.00 |
3,934.50 |
| PP |
3,932.50 |
3,923.00 |
| S1 |
3,926.00 |
3,911.50 |
|