| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,906.00 |
3,946.50 |
40.50 |
1.0% |
3,873.00 |
| High |
3,949.50 |
3,974.75 |
25.25 |
0.6% |
3,915.75 |
| Low |
3,902.25 |
3,939.50 |
37.25 |
1.0% |
3,826.50 |
| Close |
3,945.75 |
3,968.00 |
22.25 |
0.6% |
3,873.50 |
| Range |
47.25 |
35.25 |
-12.00 |
-25.4% |
89.25 |
| ATR |
44.50 |
43.84 |
-0.66 |
-1.5% |
0.00 |
| Volume |
201,984 |
176,296 |
-25,688 |
-12.7% |
1,544,791 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,066.50 |
4,052.50 |
3,987.50 |
|
| R3 |
4,031.25 |
4,017.25 |
3,977.75 |
|
| R2 |
3,996.00 |
3,996.00 |
3,974.50 |
|
| R1 |
3,982.00 |
3,982.00 |
3,971.25 |
3,989.00 |
| PP |
3,960.75 |
3,960.75 |
3,960.75 |
3,964.25 |
| S1 |
3,946.75 |
3,946.75 |
3,964.75 |
3,953.75 |
| S2 |
3,925.50 |
3,925.50 |
3,961.50 |
|
| S3 |
3,890.25 |
3,911.50 |
3,958.25 |
|
| S4 |
3,855.00 |
3,876.25 |
3,948.50 |
|
|
| 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 |
3,974.75 |
3,826.50 |
148.25 |
3.7% |
44.25 |
1.1% |
95% |
True |
False |
218,548 |
| 10 |
3,974.75 |
3,826.50 |
148.25 |
3.7% |
47.25 |
1.2% |
95% |
True |
False |
278,462 |
| 20 |
3,991.25 |
3,826.50 |
164.75 |
4.2% |
45.00 |
1.1% |
86% |
False |
False |
262,666 |
| 40 |
3,991.25 |
3,774.25 |
217.00 |
5.5% |
40.50 |
1.0% |
89% |
False |
False |
243,229 |
| 60 |
3,991.25 |
3,586.50 |
404.75 |
10.2% |
37.25 |
0.9% |
94% |
False |
False |
182,518 |
| 80 |
3,991.25 |
3,476.00 |
515.25 |
13.0% |
39.00 |
1.0% |
95% |
False |
False |
136,916 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
42.25 |
1.1% |
96% |
False |
False |
109,543 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
14.8% |
40.50 |
1.0% |
96% |
False |
False |
91,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,124.50 |
|
2.618 |
4,067.00 |
|
1.618 |
4,031.75 |
|
1.000 |
4,010.00 |
|
0.618 |
3,996.50 |
|
HIGH |
3,974.75 |
|
0.618 |
3,961.25 |
|
0.500 |
3,957.00 |
|
0.382 |
3,953.00 |
|
LOW |
3,939.50 |
|
0.618 |
3,917.75 |
|
1.000 |
3,904.25 |
|
1.618 |
3,882.50 |
|
2.618 |
3,847.25 |
|
4.250 |
3,789.75 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,964.50 |
3,955.00 |
| PP |
3,960.75 |
3,942.00 |
| S1 |
3,957.00 |
3,929.00 |
|