| 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 |
1,281.6 |
1,283.7 |
2.1 |
0.2% |
1,304.2 |
| High |
1,288.2 |
1,297.6 |
9.4 |
0.7% |
1,304.9 |
| Low |
1,280.9 |
1,283.0 |
2.1 |
0.2% |
1,273.4 |
| Close |
1,283.4 |
1,290.4 |
7.0 |
0.5% |
1,280.2 |
| Range |
7.3 |
14.6 |
7.3 |
100.0% |
31.5 |
| ATR |
13.3 |
13.4 |
0.1 |
0.7% |
0.0 |
| Volume |
67,240 |
110,166 |
42,926 |
63.8% |
474,728 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.1 |
1,326.9 |
1,298.4 |
|
| R3 |
1,319.5 |
1,312.3 |
1,294.4 |
|
| R2 |
1,304.9 |
1,304.9 |
1,293.1 |
|
| R1 |
1,297.7 |
1,297.7 |
1,291.7 |
1,301.3 |
| PP |
1,290.3 |
1,290.3 |
1,290.3 |
1,292.2 |
| S1 |
1,283.1 |
1,283.1 |
1,289.1 |
1,286.7 |
| S2 |
1,275.7 |
1,275.7 |
1,287.7 |
|
| S3 |
1,261.1 |
1,268.5 |
1,286.4 |
|
| S4 |
1,246.5 |
1,253.9 |
1,282.4 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.7 |
1,361.9 |
1,297.5 |
|
| R3 |
1,349.2 |
1,330.4 |
1,288.9 |
|
| R2 |
1,317.7 |
1,317.7 |
1,286.0 |
|
| R1 |
1,298.9 |
1,298.9 |
1,283.1 |
1,292.6 |
| PP |
1,286.2 |
1,286.2 |
1,286.2 |
1,283.0 |
| S1 |
1,267.4 |
1,267.4 |
1,277.3 |
1,261.1 |
| S2 |
1,254.7 |
1,254.7 |
1,274.4 |
|
| S3 |
1,223.2 |
1,235.9 |
1,271.5 |
|
| S4 |
1,191.7 |
1,204.4 |
1,262.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.6 |
1,274.6 |
23.0 |
1.8% |
10.8 |
0.8% |
69% |
True |
False |
85,339 |
| 10 |
1,316.5 |
1,273.4 |
43.1 |
3.3% |
12.4 |
1.0% |
39% |
False |
False |
100,180 |
| 20 |
1,324.3 |
1,273.4 |
50.9 |
3.9% |
12.9 |
1.0% |
33% |
False |
False |
105,730 |
| 40 |
1,347.5 |
1,273.4 |
74.1 |
5.7% |
14.3 |
1.1% |
23% |
False |
False |
74,291 |
| 60 |
1,347.5 |
1,242.0 |
105.5 |
8.2% |
14.0 |
1.1% |
46% |
False |
False |
50,562 |
| 80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.7 |
1.1% |
46% |
False |
False |
38,698 |
| 100 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.0 |
1.1% |
46% |
False |
False |
31,256 |
| 120 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.2 |
1.1% |
33% |
False |
False |
26,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,359.7 |
|
2.618 |
1,335.8 |
|
1.618 |
1,321.2 |
|
1.000 |
1,312.2 |
|
0.618 |
1,306.6 |
|
HIGH |
1,297.6 |
|
0.618 |
1,292.0 |
|
0.500 |
1,290.3 |
|
0.382 |
1,288.6 |
|
LOW |
1,283.0 |
|
0.618 |
1,274.0 |
|
1.000 |
1,268.4 |
|
1.618 |
1,259.4 |
|
2.618 |
1,244.8 |
|
4.250 |
1,221.0 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,290.4 |
1,289.2 |
| PP |
1,290.3 |
1,287.9 |
| S1 |
1,290.3 |
1,286.7 |
|