| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,643.0 |
6,681.0 |
38.0 |
0.6% |
6,561.5 |
| High |
6,685.0 |
6,730.0 |
45.0 |
0.7% |
6,730.0 |
| Low |
6,626.5 |
6,650.0 |
23.5 |
0.4% |
6,557.5 |
| Close |
6,669.5 |
6,672.0 |
2.5 |
0.0% |
6,672.0 |
| Range |
58.5 |
80.0 |
21.5 |
36.8% |
172.5 |
| ATR |
64.8 |
65.9 |
1.1 |
1.7% |
0.0 |
| Volume |
108,200 |
63,173 |
-45,027 |
-41.6% |
417,516 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,924.0 |
6,878.0 |
6,716.0 |
|
| R3 |
6,844.0 |
6,798.0 |
6,694.0 |
|
| R2 |
6,764.0 |
6,764.0 |
6,686.5 |
|
| R1 |
6,718.0 |
6,718.0 |
6,679.5 |
6,701.0 |
| PP |
6,684.0 |
6,684.0 |
6,684.0 |
6,675.5 |
| S1 |
6,638.0 |
6,638.0 |
6,664.5 |
6,621.0 |
| S2 |
6,604.0 |
6,604.0 |
6,657.5 |
|
| S3 |
6,524.0 |
6,558.0 |
6,650.0 |
|
| S4 |
6,444.0 |
6,478.0 |
6,628.0 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,170.5 |
7,094.0 |
6,767.0 |
|
| R3 |
6,998.0 |
6,921.5 |
6,719.5 |
|
| R2 |
6,825.5 |
6,825.5 |
6,703.5 |
|
| R1 |
6,749.0 |
6,749.0 |
6,688.0 |
6,787.0 |
| PP |
6,653.0 |
6,653.0 |
6,653.0 |
6,672.5 |
| S1 |
6,576.5 |
6,576.5 |
6,656.0 |
6,615.0 |
| S2 |
6,480.5 |
6,480.5 |
6,640.5 |
|
| S3 |
6,308.0 |
6,404.0 |
6,624.5 |
|
| S4 |
6,135.5 |
6,231.5 |
6,577.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,730.0 |
6,557.5 |
172.5 |
2.6% |
55.0 |
0.8% |
66% |
True |
False |
83,503 |
| 10 |
6,730.0 |
6,492.0 |
238.0 |
3.6% |
62.5 |
0.9% |
76% |
True |
False |
91,705 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.5% |
63.5 |
1.0% |
60% |
False |
False |
91,342 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
61.5 |
0.9% |
53% |
False |
False |
84,258 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
53.0 |
0.8% |
53% |
False |
False |
74,373 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.1% |
45.0 |
0.7% |
53% |
False |
False |
55,807 |
| 100 |
6,829.0 |
6,452.0 |
377.0 |
5.7% |
38.0 |
0.6% |
58% |
False |
False |
44,647 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
32.0 |
0.5% |
64% |
False |
False |
37,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,070.0 |
|
2.618 |
6,939.5 |
|
1.618 |
6,859.5 |
|
1.000 |
6,810.0 |
|
0.618 |
6,779.5 |
|
HIGH |
6,730.0 |
|
0.618 |
6,699.5 |
|
0.500 |
6,690.0 |
|
0.382 |
6,680.5 |
|
LOW |
6,650.0 |
|
0.618 |
6,600.5 |
|
1.000 |
6,570.0 |
|
1.618 |
6,520.5 |
|
2.618 |
6,440.5 |
|
4.250 |
6,310.0 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,690.0 |
6,670.0 |
| PP |
6,684.0 |
6,668.0 |
| S1 |
6,678.0 |
6,666.0 |
|