| 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 |
4,064.25 |
4,073.50 |
9.25 |
0.2% |
3,991.00 |
| High |
4,075.75 |
4,077.00 |
1.25 |
0.0% |
4,061.00 |
| Low |
4,061.75 |
4,063.50 |
1.75 |
0.0% |
3,991.00 |
| Close |
4,072.25 |
4,072.75 |
0.50 |
0.0% |
4,054.75 |
| Range |
14.00 |
13.50 |
-0.50 |
-3.6% |
70.00 |
| ATR |
35.12 |
33.57 |
-1.54 |
-4.4% |
0.00 |
| Volume |
147,208 |
128,378 |
-18,830 |
-12.8% |
830,603 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,111.50 |
4,105.75 |
4,080.25 |
|
| R3 |
4,098.00 |
4,092.25 |
4,076.50 |
|
| R2 |
4,084.50 |
4,084.50 |
4,075.25 |
|
| R1 |
4,078.75 |
4,078.75 |
4,074.00 |
4,075.00 |
| PP |
4,071.00 |
4,071.00 |
4,071.00 |
4,069.25 |
| S1 |
4,065.25 |
4,065.25 |
4,071.50 |
4,061.50 |
| S2 |
4,057.50 |
4,057.50 |
4,070.25 |
|
| S3 |
4,044.00 |
4,051.75 |
4,069.00 |
|
| S4 |
4,030.50 |
4,038.25 |
4,065.25 |
|
|
| 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 |
4,032.75 |
45.75 |
1.1% |
18.00 |
0.4% |
87% |
False |
False |
160,222 |
| 10 |
4,078.50 |
3,939.50 |
139.00 |
3.4% |
24.25 |
0.6% |
96% |
False |
False |
181,380 |
| 20 |
4,078.50 |
3,826.50 |
252.00 |
6.2% |
38.50 |
0.9% |
98% |
False |
False |
242,278 |
| 40 |
4,078.50 |
3,826.50 |
252.00 |
6.2% |
38.50 |
0.9% |
98% |
False |
False |
238,090 |
| 60 |
4,078.50 |
3,706.50 |
372.00 |
9.1% |
36.25 |
0.9% |
98% |
False |
False |
209,523 |
| 80 |
4,078.50 |
3,500.00 |
578.50 |
14.2% |
36.75 |
0.9% |
99% |
False |
False |
157,376 |
| 100 |
4,078.50 |
3,404.00 |
674.50 |
16.6% |
39.25 |
1.0% |
99% |
False |
False |
125,912 |
| 120 |
4,078.50 |
3,404.00 |
674.50 |
16.6% |
41.00 |
1.0% |
99% |
False |
False |
104,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,134.50 |
|
2.618 |
4,112.25 |
|
1.618 |
4,098.75 |
|
1.000 |
4,090.50 |
|
0.618 |
4,085.25 |
|
HIGH |
4,077.00 |
|
0.618 |
4,071.75 |
|
0.500 |
4,070.25 |
|
0.382 |
4,068.75 |
|
LOW |
4,063.50 |
|
0.618 |
4,055.25 |
|
1.000 |
4,050.00 |
|
1.618 |
4,041.75 |
|
2.618 |
4,028.25 |
|
4.250 |
4,006.00 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,072.00 |
4,071.00 |
| PP |
4,071.00 |
4,069.25 |
| S1 |
4,070.25 |
4,067.50 |
|