| 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 |
6,785.0 |
6,792.0 |
7.0 |
0.1% |
6,692.0 |
| High |
6,800.0 |
6,796.0 |
-4.0 |
-0.1% |
6,751.5 |
| Low |
6,785.0 |
6,771.0 |
-14.0 |
-0.2% |
6,687.5 |
| Close |
6,797.5 |
6,777.0 |
-20.5 |
-0.3% |
6,742.0 |
| Range |
15.0 |
25.0 |
10.0 |
66.7% |
64.0 |
| ATR |
39.1 |
38.2 |
-0.9 |
-2.3% |
0.0 |
| Volume |
1,465 |
4,742 |
3,277 |
223.7% |
1,080 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,856.5 |
6,841.5 |
6,791.0 |
|
| R3 |
6,831.5 |
6,816.5 |
6,784.0 |
|
| R2 |
6,806.5 |
6,806.5 |
6,781.5 |
|
| R1 |
6,791.5 |
6,791.5 |
6,779.5 |
6,786.5 |
| PP |
6,781.5 |
6,781.5 |
6,781.5 |
6,779.0 |
| S1 |
6,766.5 |
6,766.5 |
6,774.5 |
6,761.5 |
| S2 |
6,756.5 |
6,756.5 |
6,772.5 |
|
| S3 |
6,731.5 |
6,741.5 |
6,770.0 |
|
| S4 |
6,706.5 |
6,716.5 |
6,763.0 |
|
|
| 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 |
6,715.0 |
85.0 |
1.3% |
26.5 |
0.4% |
73% |
False |
False |
1,343 |
| 10 |
6,800.0 |
6,612.0 |
188.0 |
2.8% |
31.0 |
0.5% |
88% |
False |
False |
771 |
| 20 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
33.0 |
0.5% |
93% |
False |
False |
392 |
| 40 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
26.0 |
0.4% |
93% |
False |
False |
215 |
| 60 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
19.0 |
0.3% |
93% |
False |
False |
162 |
| 80 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
14.5 |
0.2% |
93% |
False |
False |
131 |
| 100 |
6,800.0 |
6,412.0 |
388.0 |
5.7% |
11.5 |
0.2% |
94% |
False |
False |
106 |
| 120 |
6,800.0 |
6,381.0 |
419.0 |
6.2% |
10.0 |
0.1% |
95% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,902.0 |
|
2.618 |
6,861.5 |
|
1.618 |
6,836.5 |
|
1.000 |
6,821.0 |
|
0.618 |
6,811.5 |
|
HIGH |
6,796.0 |
|
0.618 |
6,786.5 |
|
0.500 |
6,783.5 |
|
0.382 |
6,780.5 |
|
LOW |
6,771.0 |
|
0.618 |
6,755.5 |
|
1.000 |
6,746.0 |
|
1.618 |
6,730.5 |
|
2.618 |
6,705.5 |
|
4.250 |
6,665.0 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,783.5 |
6,777.0 |
| PP |
6,781.5 |
6,776.5 |
| S1 |
6,779.0 |
6,776.0 |
|