| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,030.0 |
3,029.0 |
-1.0 |
0.0% |
3,073.0 |
| High |
3,036.0 |
3,050.0 |
14.0 |
0.5% |
3,084.0 |
| Low |
3,007.0 |
3,028.0 |
21.0 |
0.7% |
2,960.0 |
| Close |
3,012.0 |
3,046.0 |
34.0 |
1.1% |
2,994.0 |
| Range |
29.0 |
22.0 |
-7.0 |
-24.1% |
124.0 |
| ATR |
46.8 |
46.2 |
-0.6 |
-1.3% |
0.0 |
| Volume |
38,270 |
3,322 |
-34,948 |
-91.3% |
63,989 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,098.7 |
3,058.1 |
|
| R3 |
3,085.3 |
3,076.7 |
3,052.1 |
|
| R2 |
3,063.3 |
3,063.3 |
3,050.0 |
|
| R1 |
3,054.7 |
3,054.7 |
3,048.0 |
3,059.0 |
| PP |
3,041.3 |
3,041.3 |
3,041.3 |
3,043.5 |
| S1 |
3,032.7 |
3,032.7 |
3,044.0 |
3,037.0 |
| S2 |
3,019.3 |
3,019.3 |
3,042.0 |
|
| S3 |
2,997.3 |
3,010.7 |
3,040.0 |
|
| S4 |
2,975.3 |
2,988.7 |
3,033.9 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,384.7 |
3,313.3 |
3,062.2 |
|
| R3 |
3,260.7 |
3,189.3 |
3,028.1 |
|
| R2 |
3,136.7 |
3,136.7 |
3,016.7 |
|
| R1 |
3,065.3 |
3,065.3 |
3,005.4 |
3,039.0 |
| PP |
3,012.7 |
3,012.7 |
3,012.7 |
2,999.5 |
| S1 |
2,941.3 |
2,941.3 |
2,982.6 |
2,915.0 |
| S2 |
2,888.7 |
2,888.7 |
2,971.3 |
|
| S3 |
2,764.7 |
2,817.3 |
2,959.9 |
|
| S4 |
2,640.7 |
2,693.3 |
2,925.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,050.0 |
2,960.0 |
90.0 |
3.0% |
40.6 |
1.3% |
96% |
True |
False |
9,998 |
| 10 |
3,166.0 |
2,960.0 |
206.0 |
6.8% |
48.1 |
1.6% |
42% |
False |
False |
11,563 |
| 20 |
3,210.0 |
2,960.0 |
250.0 |
8.2% |
45.8 |
1.5% |
34% |
False |
False |
6,635 |
| 40 |
3,306.0 |
2,960.0 |
346.0 |
11.4% |
39.4 |
1.3% |
25% |
False |
False |
3,551 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.4% |
32.6 |
1.1% |
25% |
False |
False |
2,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,143.5 |
|
2.618 |
3,107.6 |
|
1.618 |
3,085.6 |
|
1.000 |
3,072.0 |
|
0.618 |
3,063.6 |
|
HIGH |
3,050.0 |
|
0.618 |
3,041.6 |
|
0.500 |
3,039.0 |
|
0.382 |
3,036.4 |
|
LOW |
3,028.0 |
|
0.618 |
3,014.4 |
|
1.000 |
3,006.0 |
|
1.618 |
2,992.4 |
|
2.618 |
2,970.4 |
|
4.250 |
2,934.5 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,043.7 |
3,040.2 |
| PP |
3,041.3 |
3,034.3 |
| S1 |
3,039.0 |
3,028.5 |
|