| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,111.0 |
3,111.0 |
0.0 |
0.0% |
3,060.0 |
| High |
3,111.0 |
3,153.0 |
42.0 |
1.4% |
3,112.0 |
| Low |
3,070.0 |
3,111.0 |
41.0 |
1.3% |
3,050.0 |
| Close |
3,087.0 |
3,150.0 |
63.0 |
2.0% |
3,087.0 |
| Range |
41.0 |
42.0 |
1.0 |
2.4% |
62.0 |
| ATR |
45.2 |
46.7 |
1.5 |
3.3% |
0.0 |
| Volume |
2,482 |
1,114 |
-1,368 |
-55.1% |
106,999 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,264.0 |
3,249.0 |
3,173.1 |
|
| R3 |
3,222.0 |
3,207.0 |
3,161.6 |
|
| R2 |
3,180.0 |
3,180.0 |
3,157.7 |
|
| R1 |
3,165.0 |
3,165.0 |
3,153.9 |
3,172.5 |
| PP |
3,138.0 |
3,138.0 |
3,138.0 |
3,141.8 |
| S1 |
3,123.0 |
3,123.0 |
3,146.2 |
3,130.5 |
| S2 |
3,096.0 |
3,096.0 |
3,142.3 |
|
| S3 |
3,054.0 |
3,081.0 |
3,138.5 |
|
| S4 |
3,012.0 |
3,039.0 |
3,126.9 |
|
|
| 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 |
3,153.0 |
3,051.0 |
102.0 |
3.2% |
34.0 |
1.1% |
97% |
True |
False |
21,609 |
| 10 |
3,153.0 |
2,997.0 |
156.0 |
5.0% |
36.3 |
1.2% |
98% |
True |
False |
15,400 |
| 20 |
3,198.0 |
2,960.0 |
238.0 |
7.6% |
44.1 |
1.4% |
80% |
False |
False |
11,546 |
| 40 |
3,277.0 |
2,960.0 |
317.0 |
10.1% |
40.9 |
1.3% |
60% |
False |
False |
6,176 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.0% |
36.0 |
1.1% |
55% |
False |
False |
4,416 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
11.0% |
32.5 |
1.0% |
55% |
False |
False |
3,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,331.5 |
|
2.618 |
3,263.0 |
|
1.618 |
3,221.0 |
|
1.000 |
3,195.0 |
|
0.618 |
3,179.0 |
|
HIGH |
3,153.0 |
|
0.618 |
3,137.0 |
|
0.500 |
3,132.0 |
|
0.382 |
3,127.0 |
|
LOW |
3,111.0 |
|
0.618 |
3,085.0 |
|
1.000 |
3,069.0 |
|
1.618 |
3,043.0 |
|
2.618 |
3,001.0 |
|
4.250 |
2,932.5 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,144.0 |
3,136.7 |
| PP |
3,138.0 |
3,123.3 |
| S1 |
3,132.0 |
3,110.0 |
|