| 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 |
6,591.0 |
6,602.5 |
11.5 |
0.2% |
6,625.5 |
| High |
6,608.5 |
6,651.5 |
43.0 |
0.7% |
6,668.0 |
| Low |
6,575.5 |
6,602.5 |
27.0 |
0.4% |
6,492.0 |
| Close |
6,593.5 |
6,648.5 |
55.0 |
0.8% |
6,537.0 |
| Range |
33.0 |
49.0 |
16.0 |
48.5% |
176.0 |
| ATR |
65.9 |
65.3 |
-0.6 |
-0.9% |
0.0 |
| Volume |
74,388 |
90,339 |
15,951 |
21.4% |
499,536 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,781.0 |
6,764.0 |
6,675.5 |
|
| R3 |
6,732.0 |
6,715.0 |
6,662.0 |
|
| R2 |
6,683.0 |
6,683.0 |
6,657.5 |
|
| R1 |
6,666.0 |
6,666.0 |
6,653.0 |
6,674.5 |
| PP |
6,634.0 |
6,634.0 |
6,634.0 |
6,638.5 |
| S1 |
6,617.0 |
6,617.0 |
6,644.0 |
6,625.5 |
| S2 |
6,585.0 |
6,585.0 |
6,639.5 |
|
| S3 |
6,536.0 |
6,568.0 |
6,635.0 |
|
| S4 |
6,487.0 |
6,519.0 |
6,621.5 |
|
|
| 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 |
6,651.5 |
6,492.0 |
159.5 |
2.4% |
59.5 |
0.9% |
98% |
True |
False |
87,842 |
| 10 |
6,751.0 |
6,492.0 |
259.0 |
3.9% |
68.5 |
1.0% |
60% |
False |
False |
96,307 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.5% |
64.0 |
1.0% |
53% |
False |
False |
90,701 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
60.0 |
0.9% |
46% |
False |
False |
83,950 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
52.0 |
0.8% |
46% |
False |
False |
71,534 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
43.5 |
0.7% |
46% |
False |
False |
53,666 |
| 100 |
6,829.0 |
6,426.5 |
402.5 |
6.1% |
37.0 |
0.6% |
55% |
False |
False |
42,934 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
31.0 |
0.5% |
58% |
False |
False |
35,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,860.0 |
|
2.618 |
6,780.0 |
|
1.618 |
6,731.0 |
|
1.000 |
6,700.5 |
|
0.618 |
6,682.0 |
|
HIGH |
6,651.5 |
|
0.618 |
6,633.0 |
|
0.500 |
6,627.0 |
|
0.382 |
6,621.0 |
|
LOW |
6,602.5 |
|
0.618 |
6,572.0 |
|
1.000 |
6,553.5 |
|
1.618 |
6,523.0 |
|
2.618 |
6,474.0 |
|
4.250 |
6,394.0 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,641.5 |
6,634.0 |
| PP |
6,634.0 |
6,619.0 |
| S1 |
6,627.0 |
6,604.5 |
|