| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4,057.50 |
4,064.25 |
6.75 |
0.2% |
3,991.00 |
| High |
4,078.50 |
4,075.75 |
-2.75 |
-0.1% |
4,061.00 |
| Low |
4,056.75 |
4,061.75 |
5.00 |
0.1% |
3,991.00 |
| Close |
4,063.50 |
4,072.25 |
8.75 |
0.2% |
4,054.75 |
| Range |
21.75 |
14.00 |
-7.75 |
-35.6% |
70.00 |
| ATR |
36.74 |
35.12 |
-1.62 |
-4.4% |
0.00 |
| Volume |
168,702 |
147,208 |
-21,494 |
-12.7% |
830,603 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,112.00 |
4,106.00 |
4,080.00 |
|
| R3 |
4,098.00 |
4,092.00 |
4,076.00 |
|
| R2 |
4,084.00 |
4,084.00 |
4,074.75 |
|
| R1 |
4,078.00 |
4,078.00 |
4,073.50 |
4,081.00 |
| PP |
4,070.00 |
4,070.00 |
4,070.00 |
4,071.50 |
| S1 |
4,064.00 |
4,064.00 |
4,071.00 |
4,067.00 |
| S2 |
4,056.00 |
4,056.00 |
4,069.75 |
|
| S3 |
4,042.00 |
4,050.00 |
4,068.50 |
|
| S4 |
4,028.00 |
4,036.00 |
4,064.50 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,245.50 |
4,220.25 |
4,093.25 |
|
| R3 |
4,175.50 |
4,150.25 |
4,074.00 |
|
| R2 |
4,105.50 |
4,105.50 |
4,067.50 |
|
| R1 |
4,080.25 |
4,080.25 |
4,061.25 |
4,093.00 |
| PP |
4,035.50 |
4,035.50 |
4,035.50 |
4,042.00 |
| S1 |
4,010.25 |
4,010.25 |
4,048.25 |
4,023.00 |
| S2 |
3,965.50 |
3,965.50 |
4,042.00 |
|
| S3 |
3,895.50 |
3,940.25 |
4,035.50 |
|
| S4 |
3,825.50 |
3,870.25 |
4,016.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,078.50 |
4,028.75 |
49.75 |
1.2% |
18.75 |
0.5% |
87% |
False |
False |
167,177 |
| 10 |
4,078.50 |
3,902.25 |
176.25 |
4.3% |
27.75 |
0.7% |
96% |
False |
False |
188,741 |
| 20 |
4,078.50 |
3,826.50 |
252.00 |
6.2% |
39.25 |
1.0% |
98% |
False |
False |
249,611 |
| 40 |
4,078.50 |
3,826.50 |
252.00 |
6.2% |
39.25 |
1.0% |
98% |
False |
False |
239,771 |
| 60 |
4,078.50 |
3,706.50 |
372.00 |
9.1% |
36.50 |
0.9% |
98% |
False |
False |
207,394 |
| 80 |
4,078.50 |
3,500.00 |
578.50 |
14.2% |
37.00 |
0.9% |
99% |
False |
False |
155,771 |
| 100 |
4,078.50 |
3,404.00 |
674.50 |
16.6% |
40.50 |
1.0% |
99% |
False |
False |
124,630 |
| 120 |
4,078.50 |
3,404.00 |
674.50 |
16.6% |
41.25 |
1.0% |
99% |
False |
False |
103,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,135.25 |
|
2.618 |
4,112.50 |
|
1.618 |
4,098.50 |
|
1.000 |
4,089.75 |
|
0.618 |
4,084.50 |
|
HIGH |
4,075.75 |
|
0.618 |
4,070.50 |
|
0.500 |
4,068.75 |
|
0.382 |
4,067.00 |
|
LOW |
4,061.75 |
|
0.618 |
4,053.00 |
|
1.000 |
4,047.75 |
|
1.618 |
4,039.00 |
|
2.618 |
4,025.00 |
|
4.250 |
4,002.25 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,071.00 |
4,067.25 |
| PP |
4,070.00 |
4,062.50 |
| S1 |
4,068.75 |
4,057.50 |
|