| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,769.0 |
6,785.0 |
16.0 |
0.2% |
6,692.0 |
| High |
6,790.5 |
6,800.0 |
9.5 |
0.1% |
6,751.5 |
| Low |
6,752.5 |
6,785.0 |
32.5 |
0.5% |
6,687.5 |
| Close |
6,796.5 |
6,797.5 |
1.0 |
0.0% |
6,742.0 |
| Range |
38.0 |
15.0 |
-23.0 |
-60.5% |
64.0 |
| ATR |
40.9 |
39.1 |
-1.9 |
-4.5% |
0.0 |
| Volume |
318 |
1,465 |
1,147 |
360.7% |
1,080 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,839.0 |
6,833.5 |
6,806.0 |
|
| R3 |
6,824.0 |
6,818.5 |
6,801.5 |
|
| R2 |
6,809.0 |
6,809.0 |
6,800.0 |
|
| R1 |
6,803.5 |
6,803.5 |
6,799.0 |
6,806.0 |
| PP |
6,794.0 |
6,794.0 |
6,794.0 |
6,795.5 |
| S1 |
6,788.5 |
6,788.5 |
6,796.0 |
6,791.0 |
| S2 |
6,779.0 |
6,779.0 |
6,795.0 |
|
| S3 |
6,764.0 |
6,773.5 |
6,793.5 |
|
| S4 |
6,749.0 |
6,758.5 |
6,789.0 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,919.0 |
6,894.5 |
6,777.0 |
|
| R3 |
6,855.0 |
6,830.5 |
6,759.5 |
|
| R2 |
6,791.0 |
6,791.0 |
6,753.5 |
|
| R1 |
6,766.5 |
6,766.5 |
6,748.0 |
6,779.0 |
| PP |
6,727.0 |
6,727.0 |
6,727.0 |
6,733.0 |
| S1 |
6,702.5 |
6,702.5 |
6,736.0 |
6,715.0 |
| S2 |
6,663.0 |
6,663.0 |
6,730.5 |
|
| S3 |
6,599.0 |
6,638.5 |
6,724.5 |
|
| S4 |
6,535.0 |
6,574.5 |
6,707.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,800.0 |
6,714.5 |
85.5 |
1.3% |
28.0 |
0.4% |
97% |
True |
False |
546 |
| 10 |
6,800.0 |
6,600.0 |
200.0 |
2.9% |
30.5 |
0.4% |
99% |
True |
False |
299 |
| 20 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
33.0 |
0.5% |
99% |
True |
False |
155 |
| 40 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
25.5 |
0.4% |
99% |
True |
False |
98 |
| 60 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
18.5 |
0.3% |
99% |
True |
False |
84 |
| 80 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
14.5 |
0.2% |
99% |
True |
False |
72 |
| 100 |
6,800.0 |
6,412.0 |
388.0 |
5.7% |
11.5 |
0.2% |
99% |
True |
False |
59 |
| 120 |
6,800.0 |
6,381.0 |
419.0 |
6.2% |
9.5 |
0.1% |
99% |
True |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,864.0 |
|
2.618 |
6,839.5 |
|
1.618 |
6,824.5 |
|
1.000 |
6,815.0 |
|
0.618 |
6,809.5 |
|
HIGH |
6,800.0 |
|
0.618 |
6,794.5 |
|
0.500 |
6,792.5 |
|
0.382 |
6,790.5 |
|
LOW |
6,785.0 |
|
0.618 |
6,775.5 |
|
1.000 |
6,770.0 |
|
1.618 |
6,760.5 |
|
2.618 |
6,745.5 |
|
4.250 |
6,721.0 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,796.0 |
6,784.0 |
| PP |
6,794.0 |
6,771.0 |
| S1 |
6,792.5 |
6,757.5 |
|