| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,897.75 |
1,918.25 |
20.50 |
1.1% |
1,912.00 |
| High |
1,920.25 |
1,933.00 |
12.75 |
0.7% |
1,929.50 |
| Low |
1,882.75 |
1,917.00 |
34.25 |
1.8% |
1,882.75 |
| Close |
1,916.00 |
1,924.75 |
8.75 |
0.5% |
1,916.00 |
| Range |
37.50 |
16.00 |
-21.50 |
-57.3% |
46.75 |
| ATR |
19.84 |
19.63 |
-0.20 |
-1.0% |
0.00 |
| Volume |
3,740 |
6,294 |
2,554 |
68.3% |
22,229 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.00 |
1,964.75 |
1,933.50 |
|
| R3 |
1,957.00 |
1,948.75 |
1,929.25 |
|
| R2 |
1,941.00 |
1,941.00 |
1,927.75 |
|
| R1 |
1,932.75 |
1,932.75 |
1,926.25 |
1,937.00 |
| PP |
1,925.00 |
1,925.00 |
1,925.00 |
1,927.00 |
| S1 |
1,916.75 |
1,916.75 |
1,923.25 |
1,921.00 |
| S2 |
1,909.00 |
1,909.00 |
1,921.75 |
|
| S3 |
1,893.00 |
1,900.75 |
1,920.25 |
|
| S4 |
1,877.00 |
1,884.75 |
1,916.00 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.75 |
2,029.50 |
1,941.75 |
|
| R3 |
2,003.00 |
1,982.75 |
1,928.75 |
|
| R2 |
1,956.25 |
1,956.25 |
1,924.50 |
|
| R1 |
1,936.00 |
1,936.00 |
1,920.25 |
1,946.00 |
| PP |
1,909.50 |
1,909.50 |
1,909.50 |
1,914.50 |
| S1 |
1,889.25 |
1,889.25 |
1,911.75 |
1,899.50 |
| S2 |
1,862.75 |
1,862.75 |
1,907.50 |
|
| S3 |
1,816.00 |
1,842.50 |
1,903.25 |
|
| S4 |
1,769.25 |
1,795.75 |
1,890.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,933.00 |
1,882.75 |
50.25 |
2.6% |
24.75 |
1.3% |
84% |
True |
False |
4,014 |
| 10 |
1,971.50 |
1,882.75 |
88.75 |
4.6% |
24.25 |
1.3% |
47% |
False |
False |
4,633 |
| 20 |
1,977.75 |
1,882.75 |
95.00 |
4.9% |
20.00 |
1.0% |
44% |
False |
False |
3,721 |
| 40 |
1,977.75 |
1,882.75 |
95.00 |
4.9% |
16.50 |
0.9% |
44% |
False |
False |
2,717 |
| 60 |
1,977.75 |
1,848.25 |
129.50 |
6.7% |
14.75 |
0.8% |
59% |
False |
False |
1,932 |
| 80 |
1,977.75 |
1,831.50 |
146.25 |
7.6% |
14.50 |
0.8% |
64% |
False |
False |
1,486 |
| 100 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
15.00 |
0.8% |
72% |
False |
False |
1,214 |
| 120 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.00 |
0.7% |
72% |
False |
False |
1,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,001.00 |
|
2.618 |
1,975.00 |
|
1.618 |
1,959.00 |
|
1.000 |
1,949.00 |
|
0.618 |
1,943.00 |
|
HIGH |
1,933.00 |
|
0.618 |
1,927.00 |
|
0.500 |
1,925.00 |
|
0.382 |
1,923.00 |
|
LOW |
1,917.00 |
|
0.618 |
1,907.00 |
|
1.000 |
1,901.00 |
|
1.618 |
1,891.00 |
|
2.618 |
1,875.00 |
|
4.250 |
1,849.00 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,925.00 |
1,919.00 |
| PP |
1,925.00 |
1,913.50 |
| S1 |
1,924.75 |
1,908.00 |
|