| 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 |
6,547.0 |
6,561.5 |
14.5 |
0.2% |
6,625.5 |
| High |
6,574.5 |
6,612.0 |
37.5 |
0.6% |
6,668.0 |
| Low |
6,492.0 |
6,557.5 |
65.5 |
1.0% |
6,492.0 |
| Close |
6,537.0 |
6,600.5 |
63.5 |
1.0% |
6,537.0 |
| Range |
82.5 |
54.5 |
-28.0 |
-33.9% |
176.0 |
| ATR |
67.9 |
68.4 |
0.5 |
0.7% |
0.0 |
| Volume |
84,420 |
81,416 |
-3,004 |
-3.6% |
499,536 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,753.5 |
6,731.5 |
6,630.5 |
|
| R3 |
6,699.0 |
6,677.0 |
6,615.5 |
|
| R2 |
6,644.5 |
6,644.5 |
6,610.5 |
|
| R1 |
6,622.5 |
6,622.5 |
6,605.5 |
6,633.5 |
| PP |
6,590.0 |
6,590.0 |
6,590.0 |
6,595.5 |
| S1 |
6,568.0 |
6,568.0 |
6,595.5 |
6,579.0 |
| S2 |
6,535.5 |
6,535.5 |
6,590.5 |
|
| S3 |
6,481.0 |
6,513.5 |
6,585.5 |
|
| S4 |
6,426.5 |
6,459.0 |
6,570.5 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,093.5 |
6,991.5 |
6,634.0 |
|
| R3 |
6,917.5 |
6,815.5 |
6,585.5 |
|
| R2 |
6,741.5 |
6,741.5 |
6,569.5 |
|
| R1 |
6,639.5 |
6,639.5 |
6,553.0 |
6,602.5 |
| PP |
6,565.5 |
6,565.5 |
6,565.5 |
6,547.0 |
| S1 |
6,463.5 |
6,463.5 |
6,521.0 |
6,426.5 |
| S2 |
6,389.5 |
6,389.5 |
6,504.5 |
|
| S3 |
6,213.5 |
6,287.5 |
6,488.5 |
|
| S4 |
6,037.5 |
6,111.5 |
6,440.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,666.0 |
6,492.0 |
174.0 |
2.6% |
71.0 |
1.1% |
62% |
False |
False |
99,613 |
| 10 |
6,790.0 |
6,492.0 |
298.0 |
4.5% |
72.0 |
1.1% |
36% |
False |
False |
102,236 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.5% |
67.0 |
1.0% |
36% |
False |
False |
91,314 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
60.0 |
0.9% |
32% |
False |
False |
88,035 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
52.5 |
0.8% |
32% |
False |
False |
68,798 |
| 80 |
6,829.0 |
6,467.0 |
362.0 |
5.5% |
43.5 |
0.7% |
37% |
False |
False |
51,607 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
36.0 |
0.5% |
47% |
False |
False |
41,287 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
30.5 |
0.5% |
47% |
False |
False |
34,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,843.5 |
|
2.618 |
6,754.5 |
|
1.618 |
6,700.0 |
|
1.000 |
6,666.5 |
|
0.618 |
6,645.5 |
|
HIGH |
6,612.0 |
|
0.618 |
6,591.0 |
|
0.500 |
6,585.0 |
|
0.382 |
6,578.5 |
|
LOW |
6,557.5 |
|
0.618 |
6,524.0 |
|
1.000 |
6,503.0 |
|
1.618 |
6,469.5 |
|
2.618 |
6,415.0 |
|
4.250 |
6,326.0 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,595.0 |
6,585.0 |
| PP |
6,590.0 |
6,569.0 |
| S1 |
6,585.0 |
6,553.0 |
|