| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,775.5 |
6,762.0 |
-13.5 |
-0.2% |
6,561.5 |
| High |
6,775.5 |
6,777.0 |
1.5 |
0.0% |
6,730.0 |
| Low |
6,735.0 |
6,746.5 |
11.5 |
0.2% |
6,557.5 |
| Close |
6,751.0 |
6,768.5 |
17.5 |
0.3% |
6,672.0 |
| Range |
40.5 |
30.5 |
-10.0 |
-24.7% |
172.5 |
| ATR |
62.9 |
60.6 |
-2.3 |
-3.7% |
0.0 |
| Volume |
58,722 |
71,563 |
12,841 |
21.9% |
417,516 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.5 |
6,842.5 |
6,785.5 |
|
| R3 |
6,825.0 |
6,812.0 |
6,777.0 |
|
| R2 |
6,794.5 |
6,794.5 |
6,774.0 |
|
| R1 |
6,781.5 |
6,781.5 |
6,771.5 |
6,788.0 |
| PP |
6,764.0 |
6,764.0 |
6,764.0 |
6,767.0 |
| S1 |
6,751.0 |
6,751.0 |
6,765.5 |
6,757.5 |
| S2 |
6,733.5 |
6,733.5 |
6,763.0 |
|
| S3 |
6,703.0 |
6,720.5 |
6,760.0 |
|
| S4 |
6,672.5 |
6,690.0 |
6,751.5 |
|
|
| 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 |
6,777.0 |
6,650.0 |
127.0 |
1.9% |
47.0 |
0.7% |
93% |
True |
False |
68,154 |
| 10 |
6,777.0 |
6,492.0 |
285.0 |
4.2% |
51.0 |
0.8% |
97% |
True |
False |
77,953 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.4% |
60.0 |
0.9% |
93% |
False |
False |
89,810 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
60.0 |
0.9% |
82% |
False |
False |
83,672 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
54.5 |
0.8% |
82% |
False |
False |
78,971 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
46.5 |
0.7% |
82% |
False |
False |
59,277 |
| 100 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
38.5 |
0.6% |
84% |
False |
False |
47,423 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
33.5 |
0.5% |
86% |
False |
False |
39,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,906.5 |
|
2.618 |
6,857.0 |
|
1.618 |
6,826.5 |
|
1.000 |
6,807.5 |
|
0.618 |
6,796.0 |
|
HIGH |
6,777.0 |
|
0.618 |
6,765.5 |
|
0.500 |
6,762.0 |
|
0.382 |
6,758.0 |
|
LOW |
6,746.5 |
|
0.618 |
6,727.5 |
|
1.000 |
6,716.0 |
|
1.618 |
6,697.0 |
|
2.618 |
6,666.5 |
|
4.250 |
6,617.0 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,766.0 |
6,764.5 |
| PP |
6,764.0 |
6,760.0 |
| S1 |
6,762.0 |
6,756.0 |
|