| 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 |
1,278.1 |
1,284.2 |
6.1 |
0.5% |
1,304.4 |
| High |
1,292.2 |
1,288.8 |
-3.4 |
-0.3% |
1,305.5 |
| Low |
1,278.1 |
1,283.9 |
5.8 |
0.5% |
1,274.8 |
| Close |
1,286.1 |
1,284.4 |
-1.7 |
-0.1% |
1,281.1 |
| Range |
14.1 |
4.9 |
-9.2 |
-65.2% |
30.7 |
| ATR |
11.7 |
11.2 |
-0.5 |
-4.1% |
0.0 |
| Volume |
592 |
860 |
268 |
45.3% |
2,957 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.4 |
1,297.3 |
1,287.1 |
|
| R3 |
1,295.5 |
1,292.4 |
1,285.7 |
|
| R2 |
1,290.6 |
1,290.6 |
1,285.3 |
|
| R1 |
1,287.5 |
1,287.5 |
1,284.8 |
1,289.1 |
| PP |
1,285.7 |
1,285.7 |
1,285.7 |
1,286.5 |
| S1 |
1,282.6 |
1,282.6 |
1,284.0 |
1,284.2 |
| S2 |
1,280.8 |
1,280.8 |
1,283.5 |
|
| S3 |
1,275.9 |
1,277.7 |
1,283.1 |
|
| S4 |
1,271.0 |
1,272.8 |
1,281.7 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.2 |
1,360.9 |
1,298.0 |
|
| R3 |
1,348.5 |
1,330.2 |
1,289.5 |
|
| R2 |
1,317.8 |
1,317.8 |
1,286.7 |
|
| R1 |
1,299.5 |
1,299.5 |
1,283.9 |
1,293.3 |
| PP |
1,287.1 |
1,287.1 |
1,287.1 |
1,284.1 |
| S1 |
1,268.8 |
1,268.8 |
1,278.3 |
1,262.6 |
| S2 |
1,256.4 |
1,256.4 |
1,275.5 |
|
| S3 |
1,225.7 |
1,238.1 |
1,272.7 |
|
| S4 |
1,195.0 |
1,207.4 |
1,264.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,292.2 |
1,274.8 |
17.4 |
1.4% |
9.6 |
0.7% |
55% |
False |
False |
781 |
| 10 |
1,319.4 |
1,274.8 |
44.6 |
3.5% |
10.0 |
0.8% |
22% |
False |
False |
737 |
| 20 |
1,323.0 |
1,274.8 |
48.2 |
3.8% |
11.0 |
0.9% |
20% |
False |
False |
1,055 |
| 40 |
1,347.3 |
1,274.8 |
72.5 |
5.6% |
11.6 |
0.9% |
13% |
False |
False |
1,036 |
| 60 |
1,347.3 |
1,244.3 |
103.0 |
8.0% |
10.9 |
0.8% |
39% |
False |
False |
767 |
| 80 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
9.5 |
0.7% |
39% |
False |
False |
641 |
| 100 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
8.4 |
0.7% |
39% |
False |
False |
537 |
| 120 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
8.1 |
0.6% |
28% |
False |
False |
461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,309.6 |
|
2.618 |
1,301.6 |
|
1.618 |
1,296.7 |
|
1.000 |
1,293.7 |
|
0.618 |
1,291.8 |
|
HIGH |
1,288.8 |
|
0.618 |
1,286.9 |
|
0.500 |
1,286.4 |
|
0.382 |
1,285.8 |
|
LOW |
1,283.9 |
|
0.618 |
1,280.9 |
|
1.000 |
1,279.0 |
|
1.618 |
1,276.0 |
|
2.618 |
1,271.1 |
|
4.250 |
1,263.1 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,286.4 |
1,284.6 |
| PP |
1,285.7 |
1,284.5 |
| S1 |
1,285.1 |
1,284.5 |
|