| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,060.0 |
3,068.0 |
8.0 |
0.3% |
3,024.0 |
| High |
3,067.0 |
3,082.0 |
15.0 |
0.5% |
3,085.0 |
| Low |
3,050.0 |
3,068.0 |
18.0 |
0.6% |
2,997.0 |
| Close |
3,063.0 |
3,080.0 |
17.0 |
0.6% |
3,012.0 |
| Range |
17.0 |
14.0 |
-3.0 |
-17.6% |
88.0 |
| ATR |
49.0 |
46.9 |
-2.1 |
-4.4% |
0.0 |
| Volume |
65 |
64,957 |
64,892 |
99,833.8% |
46,259 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.7 |
3,113.3 |
3,087.7 |
|
| R3 |
3,104.7 |
3,099.3 |
3,083.9 |
|
| R2 |
3,090.7 |
3,090.7 |
3,082.6 |
|
| R1 |
3,085.3 |
3,085.3 |
3,081.3 |
3,088.0 |
| PP |
3,076.7 |
3,076.7 |
3,076.7 |
3,078.0 |
| S1 |
3,071.3 |
3,071.3 |
3,078.7 |
3,074.0 |
| S2 |
3,062.7 |
3,062.7 |
3,077.4 |
|
| S3 |
3,048.7 |
3,057.3 |
3,076.2 |
|
| S4 |
3,034.7 |
3,043.3 |
3,072.3 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.3 |
3,241.7 |
3,060.4 |
|
| R3 |
3,207.3 |
3,153.7 |
3,036.2 |
|
| R2 |
3,119.3 |
3,119.3 |
3,028.1 |
|
| R1 |
3,065.7 |
3,065.7 |
3,020.1 |
3,048.5 |
| PP |
3,031.3 |
3,031.3 |
3,031.3 |
3,022.8 |
| S1 |
2,977.7 |
2,977.7 |
3,003.9 |
2,960.5 |
| S2 |
2,943.3 |
2,943.3 |
2,995.9 |
|
| S3 |
2,855.3 |
2,889.7 |
2,987.8 |
|
| S4 |
2,767.3 |
2,801.7 |
2,963.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,085.0 |
2,997.0 |
88.0 |
2.9% |
35.6 |
1.2% |
94% |
False |
False |
14,528 |
| 10 |
3,085.0 |
2,960.0 |
125.0 |
4.1% |
40.3 |
1.3% |
96% |
False |
False |
16,679 |
| 20 |
3,210.0 |
2,960.0 |
250.0 |
8.1% |
45.1 |
1.5% |
48% |
False |
False |
9,959 |
| 40 |
3,277.0 |
2,960.0 |
317.0 |
10.3% |
40.4 |
1.3% |
38% |
False |
False |
5,122 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.2% |
34.2 |
1.1% |
35% |
False |
False |
3,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,141.5 |
|
2.618 |
3,118.7 |
|
1.618 |
3,104.7 |
|
1.000 |
3,096.0 |
|
0.618 |
3,090.7 |
|
HIGH |
3,082.0 |
|
0.618 |
3,076.7 |
|
0.500 |
3,075.0 |
|
0.382 |
3,073.3 |
|
LOW |
3,068.0 |
|
0.618 |
3,059.3 |
|
1.000 |
3,054.0 |
|
1.618 |
3,045.3 |
|
2.618 |
3,031.3 |
|
4.250 |
3,008.5 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,078.3 |
3,067.0 |
| PP |
3,076.7 |
3,054.0 |
| S1 |
3,075.0 |
3,041.0 |
|