| 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 |
6,602.5 |
6,643.0 |
40.5 |
0.6% |
6,625.5 |
| High |
6,651.5 |
6,685.0 |
33.5 |
0.5% |
6,668.0 |
| Low |
6,602.5 |
6,626.5 |
24.0 |
0.4% |
6,492.0 |
| Close |
6,648.5 |
6,669.5 |
21.0 |
0.3% |
6,537.0 |
| Range |
49.0 |
58.5 |
9.5 |
19.4% |
176.0 |
| ATR |
65.3 |
64.8 |
-0.5 |
-0.7% |
0.0 |
| Volume |
90,339 |
108,200 |
17,861 |
19.8% |
499,536 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,836.0 |
6,811.0 |
6,701.5 |
|
| R3 |
6,777.5 |
6,752.5 |
6,685.5 |
|
| R2 |
6,719.0 |
6,719.0 |
6,680.0 |
|
| R1 |
6,694.0 |
6,694.0 |
6,675.0 |
6,706.5 |
| PP |
6,660.5 |
6,660.5 |
6,660.5 |
6,666.5 |
| S1 |
6,635.5 |
6,635.5 |
6,664.0 |
6,648.0 |
| S2 |
6,602.0 |
6,602.0 |
6,659.0 |
|
| S3 |
6,543.5 |
6,577.0 |
6,653.5 |
|
| S4 |
6,485.0 |
6,518.5 |
6,637.5 |
|
|
| 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 |
6,685.0 |
6,492.0 |
193.0 |
2.9% |
55.5 |
0.8% |
92% |
True |
False |
87,752 |
| 10 |
6,685.0 |
6,492.0 |
193.0 |
2.9% |
64.5 |
1.0% |
92% |
True |
False |
93,597 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.5% |
63.5 |
1.0% |
60% |
False |
False |
91,499 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
60.5 |
0.9% |
53% |
False |
False |
84,534 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
52.5 |
0.8% |
53% |
False |
False |
73,336 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
44.0 |
0.7% |
53% |
False |
False |
55,018 |
| 100 |
6,829.0 |
6,426.5 |
402.5 |
6.0% |
37.5 |
0.6% |
60% |
False |
False |
44,016 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
31.5 |
0.5% |
63% |
False |
False |
36,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,933.5 |
|
2.618 |
6,838.0 |
|
1.618 |
6,779.5 |
|
1.000 |
6,743.5 |
|
0.618 |
6,721.0 |
|
HIGH |
6,685.0 |
|
0.618 |
6,662.5 |
|
0.500 |
6,656.0 |
|
0.382 |
6,649.0 |
|
LOW |
6,626.5 |
|
0.618 |
6,590.5 |
|
1.000 |
6,568.0 |
|
1.618 |
6,532.0 |
|
2.618 |
6,473.5 |
|
4.250 |
6,378.0 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,665.0 |
6,656.5 |
| PP |
6,660.5 |
6,643.5 |
| S1 |
6,656.0 |
6,630.0 |
|