| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,309.6 |
1,313.4 |
3.8 |
0.3% |
1,295.4 |
| High |
1,316.4 |
1,321.8 |
5.4 |
0.4% |
1,324.3 |
| Low |
1,306.0 |
1,310.0 |
4.0 |
0.3% |
1,283.3 |
| Close |
1,314.5 |
1,315.7 |
1.2 |
0.1% |
1,311.0 |
| Range |
10.4 |
11.8 |
1.4 |
13.5% |
41.0 |
| ATR |
14.5 |
14.3 |
-0.2 |
-1.3% |
0.0 |
| Volume |
98,471 |
103,416 |
4,945 |
5.0% |
604,251 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.2 |
1,345.3 |
1,322.2 |
|
| R3 |
1,339.4 |
1,333.5 |
1,318.9 |
|
| R2 |
1,327.6 |
1,327.6 |
1,317.9 |
|
| R1 |
1,321.7 |
1,321.7 |
1,316.8 |
1,324.7 |
| PP |
1,315.8 |
1,315.8 |
1,315.8 |
1,317.3 |
| S1 |
1,309.9 |
1,309.9 |
1,314.6 |
1,312.9 |
| S2 |
1,304.0 |
1,304.0 |
1,313.5 |
|
| S3 |
1,292.2 |
1,298.1 |
1,312.5 |
|
| S4 |
1,280.4 |
1,286.3 |
1,309.2 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,429.2 |
1,411.1 |
1,333.6 |
|
| R3 |
1,388.2 |
1,370.1 |
1,322.3 |
|
| R2 |
1,347.2 |
1,347.2 |
1,318.5 |
|
| R1 |
1,329.1 |
1,329.1 |
1,314.8 |
1,338.2 |
| PP |
1,306.2 |
1,306.2 |
1,306.2 |
1,310.7 |
| S1 |
1,288.1 |
1,288.1 |
1,307.2 |
1,297.2 |
| S2 |
1,265.2 |
1,265.2 |
1,303.5 |
|
| S3 |
1,224.2 |
1,247.1 |
1,299.7 |
|
| S4 |
1,183.2 |
1,206.1 |
1,288.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.3 |
1,305.7 |
18.6 |
1.4% |
12.0 |
0.9% |
54% |
False |
False |
102,293 |
| 10 |
1,324.3 |
1,281.0 |
43.3 |
3.3% |
13.4 |
1.0% |
80% |
False |
False |
111,280 |
| 20 |
1,325.3 |
1,281.0 |
44.3 |
3.4% |
13.7 |
1.0% |
78% |
False |
False |
87,028 |
| 40 |
1,347.5 |
1,277.0 |
70.5 |
5.4% |
15.2 |
1.2% |
55% |
False |
False |
50,212 |
| 60 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.0 |
1.1% |
70% |
False |
False |
34,432 |
| 80 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.1 |
1.1% |
70% |
False |
False |
26,353 |
| 100 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.1 |
1.1% |
70% |
False |
False |
21,403 |
| 120 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.5 |
1.1% |
50% |
False |
False |
18,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.0 |
|
2.618 |
1,352.7 |
|
1.618 |
1,340.9 |
|
1.000 |
1,333.6 |
|
0.618 |
1,329.1 |
|
HIGH |
1,321.8 |
|
0.618 |
1,317.3 |
|
0.500 |
1,315.9 |
|
0.382 |
1,314.5 |
|
LOW |
1,310.0 |
|
0.618 |
1,302.7 |
|
1.000 |
1,298.2 |
|
1.618 |
1,290.9 |
|
2.618 |
1,279.1 |
|
4.250 |
1,259.9 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,315.9 |
1,315.1 |
| PP |
1,315.8 |
1,314.5 |
| S1 |
1,315.8 |
1,313.9 |
|