| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,068.0 |
3,078.0 |
10.0 |
0.3% |
3,024.0 |
| High |
3,082.0 |
3,079.0 |
-3.0 |
-0.1% |
3,085.0 |
| Low |
3,068.0 |
3,051.0 |
-17.0 |
-0.6% |
2,997.0 |
| Close |
3,080.0 |
3,069.0 |
-11.0 |
-0.4% |
3,012.0 |
| Range |
14.0 |
28.0 |
14.0 |
100.0% |
88.0 |
| ATR |
46.9 |
45.6 |
-1.3 |
-2.7% |
0.0 |
| Volume |
64,957 |
33,866 |
-31,091 |
-47.9% |
46,259 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,150.3 |
3,137.7 |
3,084.4 |
|
| R3 |
3,122.3 |
3,109.7 |
3,076.7 |
|
| R2 |
3,094.3 |
3,094.3 |
3,074.1 |
|
| R1 |
3,081.7 |
3,081.7 |
3,071.6 |
3,074.0 |
| PP |
3,066.3 |
3,066.3 |
3,066.3 |
3,062.5 |
| S1 |
3,053.7 |
3,053.7 |
3,066.4 |
3,046.0 |
| S2 |
3,038.3 |
3,038.3 |
3,063.9 |
|
| S3 |
3,010.3 |
3,025.7 |
3,061.3 |
|
| S4 |
2,982.3 |
2,997.7 |
3,053.6 |
|
|
| 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% |
36.8 |
1.2% |
82% |
False |
False |
20,637 |
| 10 |
3,085.0 |
2,960.0 |
125.0 |
4.1% |
38.7 |
1.3% |
87% |
False |
False |
15,317 |
| 20 |
3,210.0 |
2,960.0 |
250.0 |
8.1% |
45.1 |
1.5% |
44% |
False |
False |
11,634 |
| 40 |
3,277.0 |
2,960.0 |
317.0 |
10.3% |
40.4 |
1.3% |
34% |
False |
False |
5,964 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.3% |
34.6 |
1.1% |
32% |
False |
False |
4,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.0 |
|
2.618 |
3,152.3 |
|
1.618 |
3,124.3 |
|
1.000 |
3,107.0 |
|
0.618 |
3,096.3 |
|
HIGH |
3,079.0 |
|
0.618 |
3,068.3 |
|
0.500 |
3,065.0 |
|
0.382 |
3,061.7 |
|
LOW |
3,051.0 |
|
0.618 |
3,033.7 |
|
1.000 |
3,023.0 |
|
1.618 |
3,005.7 |
|
2.618 |
2,977.7 |
|
4.250 |
2,932.0 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,067.7 |
3,068.0 |
| PP |
3,066.3 |
3,067.0 |
| S1 |
3,065.0 |
3,066.0 |
|