| 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 |
6,561.5 |
6,591.0 |
29.5 |
0.4% |
6,625.5 |
| High |
6,612.0 |
6,608.5 |
-3.5 |
-0.1% |
6,668.0 |
| Low |
6,557.5 |
6,575.5 |
18.0 |
0.3% |
6,492.0 |
| Close |
6,600.5 |
6,593.5 |
-7.0 |
-0.1% |
6,537.0 |
| Range |
54.5 |
33.0 |
-21.5 |
-39.4% |
176.0 |
| ATR |
68.4 |
65.9 |
-2.5 |
-3.7% |
0.0 |
| Volume |
81,416 |
74,388 |
-7,028 |
-8.6% |
499,536 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,691.5 |
6,675.5 |
6,611.5 |
|
| R3 |
6,658.5 |
6,642.5 |
6,602.5 |
|
| R2 |
6,625.5 |
6,625.5 |
6,599.5 |
|
| R1 |
6,609.5 |
6,609.5 |
6,596.5 |
6,617.5 |
| PP |
6,592.5 |
6,592.5 |
6,592.5 |
6,596.5 |
| S1 |
6,576.5 |
6,576.5 |
6,590.5 |
6,584.5 |
| S2 |
6,559.5 |
6,559.5 |
6,587.5 |
|
| S3 |
6,526.5 |
6,543.5 |
6,584.5 |
|
| S4 |
6,493.5 |
6,510.5 |
6,575.5 |
|
|
| 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 |
6,618.0 |
6,492.0 |
126.0 |
1.9% |
63.0 |
1.0% |
81% |
False |
False |
92,881 |
| 10 |
6,771.0 |
6,492.0 |
279.0 |
4.2% |
70.0 |
1.1% |
36% |
False |
False |
100,537 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.5% |
65.5 |
1.0% |
34% |
False |
False |
90,983 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
60.0 |
0.9% |
30% |
False |
False |
84,569 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
52.5 |
0.8% |
30% |
False |
False |
70,029 |
| 80 |
6,829.0 |
6,467.0 |
362.0 |
5.5% |
43.5 |
0.7% |
35% |
False |
False |
52,537 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.6% |
36.5 |
0.6% |
45% |
False |
False |
42,031 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.6% |
30.5 |
0.5% |
45% |
False |
False |
35,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,749.0 |
|
2.618 |
6,695.0 |
|
1.618 |
6,662.0 |
|
1.000 |
6,641.5 |
|
0.618 |
6,629.0 |
|
HIGH |
6,608.5 |
|
0.618 |
6,596.0 |
|
0.500 |
6,592.0 |
|
0.382 |
6,588.0 |
|
LOW |
6,575.5 |
|
0.618 |
6,555.0 |
|
1.000 |
6,542.5 |
|
1.618 |
6,522.0 |
|
2.618 |
6,489.0 |
|
4.250 |
6,435.0 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,593.0 |
6,579.5 |
| PP |
6,592.5 |
6,566.0 |
| S1 |
6,592.0 |
6,552.0 |
|