| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,741.0 |
6,775.5 |
34.5 |
0.5% |
6,561.5 |
| High |
6,776.5 |
6,775.5 |
-1.0 |
0.0% |
6,730.0 |
| Low |
6,739.0 |
6,735.0 |
-4.0 |
-0.1% |
6,557.5 |
| Close |
6,768.0 |
6,751.0 |
-17.0 |
-0.3% |
6,672.0 |
| Range |
37.5 |
40.5 |
3.0 |
8.0% |
172.5 |
| ATR |
64.6 |
62.9 |
-1.7 |
-2.7% |
0.0 |
| Volume |
77,978 |
58,722 |
-19,256 |
-24.7% |
417,516 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,875.5 |
6,853.5 |
6,773.5 |
|
| R3 |
6,835.0 |
6,813.0 |
6,762.0 |
|
| R2 |
6,794.5 |
6,794.5 |
6,758.5 |
|
| R1 |
6,772.5 |
6,772.5 |
6,754.5 |
6,763.0 |
| PP |
6,754.0 |
6,754.0 |
6,754.0 |
6,749.0 |
| S1 |
6,732.0 |
6,732.0 |
6,747.5 |
6,723.0 |
| S2 |
6,713.5 |
6,713.5 |
6,743.5 |
|
| S3 |
6,673.0 |
6,691.5 |
6,740.0 |
|
| S4 |
6,632.5 |
6,651.0 |
6,728.5 |
|
|
| 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 |
6,626.5 |
150.0 |
2.2% |
52.5 |
0.8% |
83% |
False |
False |
75,482 |
| 10 |
6,776.5 |
6,492.0 |
284.5 |
4.2% |
56.0 |
0.8% |
91% |
False |
False |
81,662 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.4% |
61.5 |
0.9% |
87% |
False |
False |
89,747 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
60.5 |
0.9% |
77% |
False |
False |
83,344 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
54.0 |
0.8% |
77% |
False |
False |
77,783 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
46.0 |
0.7% |
77% |
False |
False |
58,383 |
| 100 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
38.5 |
0.6% |
79% |
False |
False |
46,707 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
33.0 |
0.5% |
82% |
False |
False |
38,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,947.5 |
|
2.618 |
6,881.5 |
|
1.618 |
6,841.0 |
|
1.000 |
6,816.0 |
|
0.618 |
6,800.5 |
|
HIGH |
6,775.5 |
|
0.618 |
6,760.0 |
|
0.500 |
6,755.0 |
|
0.382 |
6,750.5 |
|
LOW |
6,735.0 |
|
0.618 |
6,710.0 |
|
1.000 |
6,694.5 |
|
1.618 |
6,669.5 |
|
2.618 |
6,629.0 |
|
4.250 |
6,563.0 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,755.0 |
6,746.5 |
| PP |
6,754.0 |
6,741.5 |
| S1 |
6,752.5 |
6,737.0 |
|