| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,111.0 |
3,140.0 |
29.0 |
0.9% |
3,060.0 |
| High |
3,153.0 |
3,185.0 |
32.0 |
1.0% |
3,112.0 |
| Low |
3,111.0 |
3,140.0 |
29.0 |
0.9% |
3,050.0 |
| Close |
3,150.0 |
3,184.0 |
34.0 |
1.1% |
3,087.0 |
| Range |
42.0 |
45.0 |
3.0 |
7.1% |
62.0 |
| ATR |
46.7 |
46.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,114 |
53,584 |
52,470 |
4,710.1% |
106,999 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,304.7 |
3,289.3 |
3,208.8 |
|
| R3 |
3,259.7 |
3,244.3 |
3,196.4 |
|
| R2 |
3,214.7 |
3,214.7 |
3,192.3 |
|
| R1 |
3,199.3 |
3,199.3 |
3,188.1 |
3,207.0 |
| PP |
3,169.7 |
3,169.7 |
3,169.7 |
3,173.5 |
| S1 |
3,154.3 |
3,154.3 |
3,179.9 |
3,162.0 |
| S2 |
3,124.7 |
3,124.7 |
3,175.8 |
|
| S3 |
3,079.7 |
3,109.3 |
3,171.6 |
|
| S4 |
3,034.7 |
3,064.3 |
3,159.3 |
|
|
| 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 |
3,185.0 |
3,051.0 |
134.0 |
4.2% |
40.2 |
1.3% |
99% |
True |
False |
19,335 |
| 10 |
3,185.0 |
2,997.0 |
188.0 |
5.9% |
37.9 |
1.2% |
99% |
True |
False |
16,931 |
| 20 |
3,198.0 |
2,960.0 |
238.0 |
7.5% |
44.3 |
1.4% |
94% |
False |
False |
14,202 |
| 40 |
3,277.0 |
2,960.0 |
317.0 |
10.0% |
41.4 |
1.3% |
71% |
False |
False |
7,507 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
36.6 |
1.2% |
65% |
False |
False |
5,307 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
32.7 |
1.0% |
65% |
False |
False |
4,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,376.3 |
|
2.618 |
3,302.8 |
|
1.618 |
3,257.8 |
|
1.000 |
3,230.0 |
|
0.618 |
3,212.8 |
|
HIGH |
3,185.0 |
|
0.618 |
3,167.8 |
|
0.500 |
3,162.5 |
|
0.382 |
3,157.2 |
|
LOW |
3,140.0 |
|
0.618 |
3,112.2 |
|
1.000 |
3,095.0 |
|
1.618 |
3,067.2 |
|
2.618 |
3,022.2 |
|
4.250 |
2,948.8 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,176.8 |
3,165.2 |
| PP |
3,169.7 |
3,146.3 |
| S1 |
3,162.5 |
3,127.5 |
|