| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
17,119.06 |
17,083.42 |
-35.64 |
-0.2% |
17,011.81 |
| High |
17,119.06 |
17,110.42 |
-8.64 |
-0.1% |
17,153.80 |
| Low |
17,018.33 |
17,035.38 |
17.05 |
0.1% |
17,011.81 |
| Close |
17,079.57 |
17,098.45 |
18.88 |
0.1% |
17,098.45 |
| Range |
100.73 |
75.04 |
-25.69 |
-25.5% |
141.99 |
| ATR |
114.14 |
111.35 |
-2.79 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,306.54 |
17,277.53 |
17,139.72 |
|
| R3 |
17,231.50 |
17,202.49 |
17,119.09 |
|
| R2 |
17,156.46 |
17,156.46 |
17,112.21 |
|
| R1 |
17,127.45 |
17,127.45 |
17,105.33 |
17,141.96 |
| PP |
17,081.42 |
17,081.42 |
17,081.42 |
17,088.67 |
| S1 |
17,052.41 |
17,052.41 |
17,091.57 |
17,066.92 |
| S2 |
17,006.38 |
17,006.38 |
17,084.69 |
|
| S3 |
16,931.34 |
16,977.37 |
17,077.81 |
|
| S4 |
16,856.30 |
16,902.33 |
17,057.18 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,513.99 |
17,448.21 |
17,176.54 |
|
| R3 |
17,372.00 |
17,306.22 |
17,137.50 |
|
| R2 |
17,230.01 |
17,230.01 |
17,124.48 |
|
| R1 |
17,164.23 |
17,164.23 |
17,111.47 |
17,197.12 |
| PP |
17,088.02 |
17,088.02 |
17,088.02 |
17,104.47 |
| S1 |
17,022.24 |
17,022.24 |
17,085.43 |
17,055.13 |
| S2 |
16,946.03 |
16,946.03 |
17,072.42 |
|
| S3 |
16,804.04 |
16,880.25 |
17,059.40 |
|
| S4 |
16,662.05 |
16,738.26 |
17,020.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,153.80 |
17,011.81 |
141.99 |
0.8% |
81.38 |
0.5% |
61% |
False |
False |
|
| 10 |
17,153.80 |
16,664.45 |
489.35 |
2.9% |
94.16 |
0.6% |
89% |
False |
False |
|
| 20 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
113.48 |
0.7% |
93% |
False |
False |
|
| 40 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
121.98 |
0.7% |
93% |
False |
False |
|
| 60 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
112.34 |
0.7% |
93% |
False |
False |
|
| 80 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
109.05 |
0.6% |
93% |
False |
False |
|
| 100 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
115.16 |
0.7% |
95% |
False |
False |
|
| 120 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
122.38 |
0.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,429.34 |
|
2.618 |
17,306.87 |
|
1.618 |
17,231.83 |
|
1.000 |
17,185.46 |
|
0.618 |
17,156.79 |
|
HIGH |
17,110.42 |
|
0.618 |
17,081.75 |
|
0.500 |
17,072.90 |
|
0.382 |
17,064.05 |
|
LOW |
17,035.38 |
|
0.618 |
16,989.01 |
|
1.000 |
16,960.34 |
|
1.618 |
16,913.97 |
|
2.618 |
16,838.93 |
|
4.250 |
16,716.46 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,089.93 |
17,091.12 |
| PP |
17,081.42 |
17,083.79 |
| S1 |
17,072.90 |
17,076.47 |
|