| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,176.0 |
3,175.0 |
-1.0 |
0.0% |
3,060.0 |
| High |
3,190.0 |
3,175.0 |
-15.0 |
-0.5% |
3,112.0 |
| Low |
3,169.0 |
3,139.0 |
-30.0 |
-0.9% |
3,050.0 |
| Close |
3,181.0 |
3,149.0 |
-32.0 |
-1.0% |
3,087.0 |
| Range |
21.0 |
36.0 |
15.0 |
71.4% |
62.0 |
| ATR |
44.8 |
44.6 |
-0.2 |
-0.4% |
0.0 |
| Volume |
28,904 |
34,372 |
5,468 |
18.9% |
106,999 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,262.3 |
3,241.7 |
3,168.8 |
|
| R3 |
3,226.3 |
3,205.7 |
3,158.9 |
|
| R2 |
3,190.3 |
3,190.3 |
3,155.6 |
|
| R1 |
3,169.7 |
3,169.7 |
3,152.3 |
3,162.0 |
| PP |
3,154.3 |
3,154.3 |
3,154.3 |
3,150.5 |
| S1 |
3,133.7 |
3,133.7 |
3,145.7 |
3,126.0 |
| S2 |
3,118.3 |
3,118.3 |
3,142.4 |
|
| S3 |
3,082.3 |
3,097.7 |
3,139.1 |
|
| S4 |
3,046.3 |
3,061.7 |
3,129.2 |
|
|
| 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 |
3,190.0 |
3,070.0 |
120.0 |
3.8% |
37.0 |
1.2% |
66% |
False |
False |
24,091 |
| 10 |
3,190.0 |
2,997.0 |
193.0 |
6.1% |
37.7 |
1.2% |
79% |
False |
False |
22,577 |
| 20 |
3,190.0 |
2,960.0 |
230.0 |
7.3% |
41.0 |
1.3% |
82% |
False |
False |
16,980 |
| 40 |
3,268.0 |
2,960.0 |
308.0 |
9.8% |
41.2 |
1.3% |
61% |
False |
False |
9,082 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.0% |
36.4 |
1.2% |
55% |
False |
False |
6,352 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
11.0% |
32.6 |
1.0% |
55% |
False |
False |
5,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,328.0 |
|
2.618 |
3,269.2 |
|
1.618 |
3,233.2 |
|
1.000 |
3,211.0 |
|
0.618 |
3,197.2 |
|
HIGH |
3,175.0 |
|
0.618 |
3,161.2 |
|
0.500 |
3,157.0 |
|
0.382 |
3,152.8 |
|
LOW |
3,139.0 |
|
0.618 |
3,116.8 |
|
1.000 |
3,103.0 |
|
1.618 |
3,080.8 |
|
2.618 |
3,044.8 |
|
4.250 |
2,986.0 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,157.0 |
3,164.5 |
| PP |
3,154.3 |
3,159.3 |
| S1 |
3,151.7 |
3,154.2 |
|