| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,775.0 |
6,793.0 |
18.0 |
0.3% |
6,700.0 |
| High |
6,785.0 |
6,825.0 |
40.0 |
0.6% |
6,785.0 |
| Low |
6,740.0 |
6,775.5 |
35.5 |
0.5% |
6,697.5 |
| Close |
6,768.5 |
6,823.5 |
55.0 |
0.8% |
6,768.5 |
| Range |
45.0 |
49.5 |
4.5 |
10.0% |
87.5 |
| ATR |
59.5 |
59.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
78,183 |
61,351 |
-16,832 |
-21.5% |
355,784 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,956.5 |
6,939.5 |
6,850.5 |
|
| R3 |
6,907.0 |
6,890.0 |
6,837.0 |
|
| R2 |
6,857.5 |
6,857.5 |
6,832.5 |
|
| R1 |
6,840.5 |
6,840.5 |
6,828.0 |
6,849.0 |
| PP |
6,808.0 |
6,808.0 |
6,808.0 |
6,812.0 |
| S1 |
6,791.0 |
6,791.0 |
6,819.0 |
6,799.5 |
| S2 |
6,758.5 |
6,758.5 |
6,814.5 |
|
| S3 |
6,709.0 |
6,741.5 |
6,810.0 |
|
| S4 |
6,659.5 |
6,692.0 |
6,796.5 |
|
|
| 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 |
6,825.0 |
6,735.0 |
90.0 |
1.3% |
40.5 |
0.6% |
98% |
True |
False |
69,559 |
| 10 |
6,825.0 |
6,575.5 |
249.5 |
3.7% |
47.0 |
0.7% |
99% |
True |
False |
75,323 |
| 20 |
6,825.0 |
6,492.0 |
333.0 |
4.9% |
59.5 |
0.9% |
100% |
True |
False |
88,779 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
4.9% |
60.0 |
0.9% |
98% |
False |
False |
83,359 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
4.9% |
55.0 |
0.8% |
98% |
False |
False |
81,290 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
4.9% |
47.5 |
0.7% |
98% |
False |
False |
61,021 |
| 100 |
6,829.0 |
6,460.0 |
369.0 |
5.4% |
39.5 |
0.6% |
99% |
False |
False |
48,818 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.3% |
34.0 |
0.5% |
99% |
False |
False |
40,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,035.5 |
|
2.618 |
6,954.5 |
|
1.618 |
6,905.0 |
|
1.000 |
6,874.5 |
|
0.618 |
6,855.5 |
|
HIGH |
6,825.0 |
|
0.618 |
6,806.0 |
|
0.500 |
6,800.0 |
|
0.382 |
6,794.5 |
|
LOW |
6,775.5 |
|
0.618 |
6,745.0 |
|
1.000 |
6,726.0 |
|
1.618 |
6,695.5 |
|
2.618 |
6,646.0 |
|
4.250 |
6,565.0 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,816.0 |
6,810.0 |
| PP |
6,808.0 |
6,796.0 |
| S1 |
6,800.0 |
6,782.5 |
|