| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,811.0 |
6,827.0 |
16.0 |
0.2% |
6,700.0 |
| High |
6,828.5 |
6,827.0 |
-1.5 |
0.0% |
6,785.0 |
| Low |
6,809.5 |
6,794.0 |
-15.5 |
-0.2% |
6,697.5 |
| Close |
6,824.0 |
6,804.5 |
-19.5 |
-0.3% |
6,768.5 |
| Range |
19.0 |
33.0 |
14.0 |
73.7% |
87.5 |
| ATR |
56.4 |
54.7 |
-1.7 |
-3.0% |
0.0 |
| Volume |
89,613 |
105,821 |
16,208 |
18.1% |
355,784 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,907.5 |
6,889.0 |
6,822.5 |
|
| R3 |
6,874.5 |
6,856.0 |
6,813.5 |
|
| R2 |
6,841.5 |
6,841.5 |
6,810.5 |
|
| R1 |
6,823.0 |
6,823.0 |
6,807.5 |
6,816.0 |
| PP |
6,808.5 |
6,808.5 |
6,808.5 |
6,805.0 |
| S1 |
6,790.0 |
6,790.0 |
6,801.5 |
6,783.0 |
| S2 |
6,775.5 |
6,775.5 |
6,798.5 |
|
| S3 |
6,742.5 |
6,757.0 |
6,795.5 |
|
| S4 |
6,709.5 |
6,724.0 |
6,786.5 |
|
|
| 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 |
6,828.5 |
6,740.0 |
88.5 |
1.3% |
35.5 |
0.5% |
73% |
False |
False |
81,306 |
| 10 |
6,828.5 |
6,626.5 |
202.0 |
3.0% |
44.0 |
0.6% |
88% |
False |
False |
78,394 |
| 20 |
6,828.5 |
6,492.0 |
336.5 |
4.9% |
56.5 |
0.8% |
93% |
False |
False |
87,350 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
58.5 |
0.9% |
93% |
False |
False |
84,954 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
54.5 |
0.8% |
93% |
False |
False |
84,534 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
48.5 |
0.7% |
93% |
False |
False |
63,464 |
| 100 |
6,829.0 |
6,460.0 |
369.0 |
5.4% |
40.0 |
0.6% |
93% |
False |
False |
50,773 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.3% |
34.5 |
0.5% |
94% |
False |
False |
42,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,967.0 |
|
2.618 |
6,913.5 |
|
1.618 |
6,880.5 |
|
1.000 |
6,860.0 |
|
0.618 |
6,847.5 |
|
HIGH |
6,827.0 |
|
0.618 |
6,814.5 |
|
0.500 |
6,810.5 |
|
0.382 |
6,806.5 |
|
LOW |
6,794.0 |
|
0.618 |
6,773.5 |
|
1.000 |
6,761.0 |
|
1.618 |
6,740.5 |
|
2.618 |
6,707.5 |
|
4.250 |
6,654.0 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,810.5 |
6,803.5 |
| PP |
6,808.5 |
6,803.0 |
| S1 |
6,806.5 |
6,802.0 |
|