| 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 |
1,284.2 |
1,284.7 |
0.5 |
0.0% |
1,304.4 |
| High |
1,288.8 |
1,298.4 |
9.6 |
0.7% |
1,305.5 |
| Low |
1,283.9 |
1,284.7 |
0.8 |
0.1% |
1,274.8 |
| Close |
1,284.4 |
1,291.3 |
6.9 |
0.5% |
1,281.1 |
| Range |
4.9 |
13.7 |
8.8 |
179.6% |
30.7 |
| ATR |
11.2 |
11.4 |
0.2 |
1.8% |
0.0 |
| Volume |
860 |
1,858 |
998 |
116.0% |
2,957 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.6 |
1,325.6 |
1,298.8 |
|
| R3 |
1,318.9 |
1,311.9 |
1,295.1 |
|
| R2 |
1,305.2 |
1,305.2 |
1,293.8 |
|
| R1 |
1,298.2 |
1,298.2 |
1,292.6 |
1,301.7 |
| PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,293.2 |
| S1 |
1,284.5 |
1,284.5 |
1,290.0 |
1,288.0 |
| S2 |
1,277.8 |
1,277.8 |
1,288.8 |
|
| S3 |
1,264.1 |
1,270.8 |
1,287.5 |
|
| S4 |
1,250.4 |
1,257.1 |
1,283.8 |
|
|
| 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 |
1,298.4 |
1,276.7 |
21.7 |
1.7% |
8.9 |
0.7% |
67% |
True |
False |
1,000 |
| 10 |
1,315.9 |
1,274.8 |
41.1 |
3.2% |
10.7 |
0.8% |
40% |
False |
False |
789 |
| 20 |
1,323.0 |
1,274.8 |
48.2 |
3.7% |
10.9 |
0.8% |
34% |
False |
False |
1,077 |
| 40 |
1,347.3 |
1,274.8 |
72.5 |
5.6% |
11.7 |
0.9% |
23% |
False |
False |
1,071 |
| 60 |
1,347.3 |
1,244.3 |
103.0 |
8.0% |
11.1 |
0.9% |
46% |
False |
False |
797 |
| 80 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
9.6 |
0.7% |
46% |
False |
False |
664 |
| 100 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
8.6 |
0.7% |
46% |
False |
False |
554 |
| 120 |
1,389.1 |
1,243.9 |
145.2 |
11.2% |
8.1 |
0.6% |
33% |
False |
False |
476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.6 |
|
2.618 |
1,334.3 |
|
1.618 |
1,320.6 |
|
1.000 |
1,312.1 |
|
0.618 |
1,306.9 |
|
HIGH |
1,298.4 |
|
0.618 |
1,293.2 |
|
0.500 |
1,291.6 |
|
0.382 |
1,289.9 |
|
LOW |
1,284.7 |
|
0.618 |
1,276.2 |
|
1.000 |
1,271.0 |
|
1.618 |
1,262.5 |
|
2.618 |
1,248.8 |
|
4.250 |
1,226.5 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,291.6 |
1,290.3 |
| PP |
1,291.5 |
1,289.3 |
| S1 |
1,291.4 |
1,288.3 |
|