| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,077.0 |
3,111.0 |
34.0 |
1.1% |
3,060.0 |
| High |
3,112.0 |
3,111.0 |
-1.0 |
0.0% |
3,112.0 |
| Low |
3,067.0 |
3,070.0 |
3.0 |
0.1% |
3,050.0 |
| Close |
3,110.0 |
3,087.0 |
-23.0 |
-0.7% |
3,087.0 |
| Range |
45.0 |
41.0 |
-4.0 |
-8.9% |
62.0 |
| ATR |
45.5 |
45.2 |
-0.3 |
-0.7% |
0.0 |
| Volume |
5,629 |
2,482 |
-3,147 |
-55.9% |
106,999 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,212.3 |
3,190.7 |
3,109.6 |
|
| R3 |
3,171.3 |
3,149.7 |
3,098.3 |
|
| R2 |
3,130.3 |
3,130.3 |
3,094.5 |
|
| R1 |
3,108.7 |
3,108.7 |
3,090.8 |
3,099.0 |
| PP |
3,089.3 |
3,089.3 |
3,089.3 |
3,084.5 |
| S1 |
3,067.7 |
3,067.7 |
3,083.2 |
3,058.0 |
| S2 |
3,048.3 |
3,048.3 |
3,079.5 |
|
| S3 |
3,007.3 |
3,026.7 |
3,075.7 |
|
| S4 |
2,966.3 |
2,985.7 |
3,064.5 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,269.0 |
3,240.0 |
3,121.1 |
|
| R3 |
3,207.0 |
3,178.0 |
3,104.1 |
|
| R2 |
3,145.0 |
3,145.0 |
3,098.4 |
|
| R1 |
3,116.0 |
3,116.0 |
3,092.7 |
3,130.5 |
| PP |
3,083.0 |
3,083.0 |
3,083.0 |
3,090.3 |
| S1 |
3,054.0 |
3,054.0 |
3,081.3 |
3,068.5 |
| S2 |
3,021.0 |
3,021.0 |
3,075.6 |
|
| S3 |
2,959.0 |
2,992.0 |
3,070.0 |
|
| S4 |
2,897.0 |
2,930.0 |
3,052.9 |
|
|
| 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 |
3,050.0 |
62.0 |
2.0% |
29.0 |
0.9% |
60% |
False |
False |
21,399 |
| 10 |
3,112.0 |
2,997.0 |
115.0 |
3.7% |
34.5 |
1.1% |
78% |
False |
False |
15,325 |
| 20 |
3,198.0 |
2,960.0 |
238.0 |
7.7% |
44.1 |
1.4% |
53% |
False |
False |
11,517 |
| 40 |
3,277.0 |
2,960.0 |
317.0 |
10.3% |
40.6 |
1.3% |
40% |
False |
False |
6,150 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.2% |
35.6 |
1.2% |
37% |
False |
False |
4,398 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
11.2% |
32.4 |
1.0% |
37% |
False |
False |
3,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,285.3 |
|
2.618 |
3,218.3 |
|
1.618 |
3,177.3 |
|
1.000 |
3,152.0 |
|
0.618 |
3,136.3 |
|
HIGH |
3,111.0 |
|
0.618 |
3,095.3 |
|
0.500 |
3,090.5 |
|
0.382 |
3,085.7 |
|
LOW |
3,070.0 |
|
0.618 |
3,044.7 |
|
1.000 |
3,029.0 |
|
1.618 |
3,003.7 |
|
2.618 |
2,962.7 |
|
4.250 |
2,895.8 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,090.5 |
3,085.2 |
| PP |
3,089.3 |
3,083.3 |
| S1 |
3,088.2 |
3,081.5 |
|