| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,762.0 |
6,775.0 |
13.0 |
0.2% |
6,700.0 |
| High |
6,777.0 |
6,785.0 |
8.0 |
0.1% |
6,785.0 |
| Low |
6,746.5 |
6,740.0 |
-6.5 |
-0.1% |
6,697.5 |
| Close |
6,768.5 |
6,768.5 |
0.0 |
0.0% |
6,768.5 |
| Range |
30.5 |
45.0 |
14.5 |
47.5% |
87.5 |
| ATR |
60.6 |
59.5 |
-1.1 |
-1.8% |
0.0 |
| Volume |
71,563 |
78,183 |
6,620 |
9.3% |
355,784 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,899.5 |
6,879.0 |
6,793.0 |
|
| R3 |
6,854.5 |
6,834.0 |
6,781.0 |
|
| R2 |
6,809.5 |
6,809.5 |
6,777.0 |
|
| R1 |
6,789.0 |
6,789.0 |
6,772.5 |
6,777.0 |
| PP |
6,764.5 |
6,764.5 |
6,764.5 |
6,758.5 |
| S1 |
6,744.0 |
6,744.0 |
6,764.5 |
6,732.0 |
| S2 |
6,719.5 |
6,719.5 |
6,760.0 |
|
| S3 |
6,674.5 |
6,699.0 |
6,756.0 |
|
| S4 |
6,629.5 |
6,654.0 |
6,744.0 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,013.0 |
6,978.0 |
6,816.5 |
|
| R3 |
6,925.5 |
6,890.5 |
6,792.5 |
|
| R2 |
6,838.0 |
6,838.0 |
6,784.5 |
|
| R1 |
6,803.0 |
6,803.0 |
6,776.5 |
6,820.5 |
| PP |
6,750.5 |
6,750.5 |
6,750.5 |
6,759.0 |
| S1 |
6,715.5 |
6,715.5 |
6,760.5 |
6,733.0 |
| S2 |
6,663.0 |
6,663.0 |
6,752.5 |
|
| S3 |
6,575.5 |
6,628.0 |
6,744.5 |
|
| S4 |
6,488.0 |
6,540.5 |
6,720.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,785.0 |
6,697.5 |
87.5 |
1.3% |
40.0 |
0.6% |
81% |
True |
False |
71,156 |
| 10 |
6,785.0 |
6,557.5 |
227.5 |
3.4% |
47.5 |
0.7% |
93% |
True |
False |
77,330 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.4% |
59.5 |
0.9% |
93% |
False |
False |
89,940 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
60.0 |
0.9% |
82% |
False |
False |
83,544 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
54.5 |
0.8% |
82% |
False |
False |
80,271 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
47.0 |
0.7% |
82% |
False |
False |
60,254 |
| 100 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
39.0 |
0.6% |
84% |
False |
False |
48,205 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
34.0 |
0.5% |
86% |
False |
False |
40,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,976.0 |
|
2.618 |
6,903.0 |
|
1.618 |
6,858.0 |
|
1.000 |
6,830.0 |
|
0.618 |
6,813.0 |
|
HIGH |
6,785.0 |
|
0.618 |
6,768.0 |
|
0.500 |
6,762.5 |
|
0.382 |
6,757.0 |
|
LOW |
6,740.0 |
|
0.618 |
6,712.0 |
|
1.000 |
6,695.0 |
|
1.618 |
6,667.0 |
|
2.618 |
6,622.0 |
|
4.250 |
6,549.0 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,766.5 |
6,765.5 |
| PP |
6,764.5 |
6,763.0 |
| S1 |
6,762.5 |
6,760.0 |
|