| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,078.0 |
3,077.0 |
-1.0 |
0.0% |
3,024.0 |
| High |
3,079.0 |
3,112.0 |
33.0 |
1.1% |
3,085.0 |
| Low |
3,051.0 |
3,067.0 |
16.0 |
0.5% |
2,997.0 |
| Close |
3,069.0 |
3,110.0 |
41.0 |
1.3% |
3,012.0 |
| Range |
28.0 |
45.0 |
17.0 |
60.7% |
88.0 |
| ATR |
45.6 |
45.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
33,866 |
5,629 |
-28,237 |
-83.4% |
46,259 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,231.3 |
3,215.7 |
3,134.8 |
|
| R3 |
3,186.3 |
3,170.7 |
3,122.4 |
|
| R2 |
3,141.3 |
3,141.3 |
3,118.3 |
|
| R1 |
3,125.7 |
3,125.7 |
3,114.1 |
3,133.5 |
| PP |
3,096.3 |
3,096.3 |
3,096.3 |
3,100.3 |
| S1 |
3,080.7 |
3,080.7 |
3,105.9 |
3,088.5 |
| S2 |
3,051.3 |
3,051.3 |
3,101.8 |
|
| S3 |
3,006.3 |
3,035.7 |
3,097.6 |
|
| S4 |
2,961.3 |
2,990.7 |
3,085.3 |
|
|
| 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 |
3,112.0 |
2,997.0 |
115.0 |
3.7% |
38.4 |
1.2% |
98% |
True |
False |
21,063 |
| 10 |
3,112.0 |
2,960.0 |
152.0 |
4.9% |
36.4 |
1.2% |
99% |
True |
False |
15,294 |
| 20 |
3,206.0 |
2,960.0 |
246.0 |
7.9% |
44.8 |
1.4% |
61% |
False |
False |
11,406 |
| 40 |
3,277.0 |
2,960.0 |
317.0 |
10.2% |
40.2 |
1.3% |
47% |
False |
False |
6,091 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.1% |
35.1 |
1.1% |
43% |
False |
False |
4,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,303.3 |
|
2.618 |
3,229.8 |
|
1.618 |
3,184.8 |
|
1.000 |
3,157.0 |
|
0.618 |
3,139.8 |
|
HIGH |
3,112.0 |
|
0.618 |
3,094.8 |
|
0.500 |
3,089.5 |
|
0.382 |
3,084.2 |
|
LOW |
3,067.0 |
|
0.618 |
3,039.2 |
|
1.000 |
3,022.0 |
|
1.618 |
2,994.2 |
|
2.618 |
2,949.2 |
|
4.250 |
2,875.8 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,103.2 |
3,100.5 |
| PP |
3,096.3 |
3,091.0 |
| S1 |
3,089.5 |
3,081.5 |
|