| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,700.0 |
6,741.0 |
41.0 |
0.6% |
6,561.5 |
| High |
6,743.0 |
6,776.5 |
33.5 |
0.5% |
6,730.0 |
| Low |
6,697.5 |
6,739.0 |
41.5 |
0.6% |
6,557.5 |
| Close |
6,733.5 |
6,768.0 |
34.5 |
0.5% |
6,672.0 |
| Range |
45.5 |
37.5 |
-8.0 |
-17.6% |
172.5 |
| ATR |
66.3 |
64.6 |
-1.7 |
-2.5% |
0.0 |
| Volume |
69,338 |
77,978 |
8,640 |
12.5% |
417,516 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,873.5 |
6,858.5 |
6,788.5 |
|
| R3 |
6,836.0 |
6,821.0 |
6,778.5 |
|
| R2 |
6,798.5 |
6,798.5 |
6,775.0 |
|
| R1 |
6,783.5 |
6,783.5 |
6,771.5 |
6,791.0 |
| PP |
6,761.0 |
6,761.0 |
6,761.0 |
6,765.0 |
| S1 |
6,746.0 |
6,746.0 |
6,764.5 |
6,753.5 |
| S2 |
6,723.5 |
6,723.5 |
6,761.0 |
|
| S3 |
6,686.0 |
6,708.5 |
6,757.5 |
|
| S4 |
6,648.5 |
6,671.0 |
6,747.5 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,170.5 |
7,094.0 |
6,767.0 |
|
| R3 |
6,998.0 |
6,921.5 |
6,719.5 |
|
| R2 |
6,825.5 |
6,825.5 |
6,703.5 |
|
| R1 |
6,749.0 |
6,749.0 |
6,688.0 |
6,787.0 |
| PP |
6,653.0 |
6,653.0 |
6,653.0 |
6,672.5 |
| S1 |
6,576.5 |
6,576.5 |
6,656.0 |
6,615.0 |
| S2 |
6,480.5 |
6,480.5 |
6,640.5 |
|
| S3 |
6,308.0 |
6,404.0 |
6,624.5 |
|
| S4 |
6,135.5 |
6,231.5 |
6,577.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,776.5 |
6,602.5 |
174.0 |
2.6% |
54.0 |
0.8% |
95% |
True |
False |
81,805 |
| 10 |
6,776.5 |
6,492.0 |
284.5 |
4.2% |
58.5 |
0.9% |
97% |
True |
False |
87,343 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.4% |
62.0 |
0.9% |
93% |
False |
False |
90,380 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
60.5 |
0.9% |
82% |
False |
False |
83,911 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
54.0 |
0.8% |
82% |
False |
False |
76,806 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
46.0 |
0.7% |
82% |
False |
False |
57,649 |
| 100 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
38.0 |
0.6% |
83% |
False |
False |
46,120 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
33.0 |
0.5% |
86% |
False |
False |
38,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,936.0 |
|
2.618 |
6,874.5 |
|
1.618 |
6,837.0 |
|
1.000 |
6,814.0 |
|
0.618 |
6,799.5 |
|
HIGH |
6,776.5 |
|
0.618 |
6,762.0 |
|
0.500 |
6,758.0 |
|
0.382 |
6,753.5 |
|
LOW |
6,739.0 |
|
0.618 |
6,716.0 |
|
1.000 |
6,701.5 |
|
1.618 |
6,678.5 |
|
2.618 |
6,641.0 |
|
4.250 |
6,579.5 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,764.5 |
6,750.0 |
| PP |
6,761.0 |
6,731.5 |
| S1 |
6,758.0 |
6,713.0 |
|