| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,681.0 |
6,700.0 |
19.0 |
0.3% |
6,561.5 |
| High |
6,730.0 |
6,743.0 |
13.0 |
0.2% |
6,730.0 |
| Low |
6,650.0 |
6,697.5 |
47.5 |
0.7% |
6,557.5 |
| Close |
6,672.0 |
6,733.5 |
61.5 |
0.9% |
6,672.0 |
| Range |
80.0 |
45.5 |
-34.5 |
-43.1% |
172.5 |
| ATR |
65.9 |
66.3 |
0.4 |
0.6% |
0.0 |
| Volume |
63,173 |
69,338 |
6,165 |
9.8% |
417,516 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,861.0 |
6,843.0 |
6,758.5 |
|
| R3 |
6,815.5 |
6,797.5 |
6,746.0 |
|
| R2 |
6,770.0 |
6,770.0 |
6,742.0 |
|
| R1 |
6,752.0 |
6,752.0 |
6,737.5 |
6,761.0 |
| PP |
6,724.5 |
6,724.5 |
6,724.5 |
6,729.0 |
| S1 |
6,706.5 |
6,706.5 |
6,729.5 |
6,715.5 |
| S2 |
6,679.0 |
6,679.0 |
6,725.0 |
|
| S3 |
6,633.5 |
6,661.0 |
6,721.0 |
|
| S4 |
6,588.0 |
6,615.5 |
6,708.5 |
|
|
| 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 |
6,743.0 |
6,575.5 |
167.5 |
2.5% |
53.0 |
0.8% |
94% |
True |
False |
81,087 |
| 10 |
6,743.0 |
6,492.0 |
251.0 |
3.7% |
62.0 |
0.9% |
96% |
True |
False |
90,350 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.4% |
63.5 |
0.9% |
81% |
False |
False |
89,915 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
61.5 |
0.9% |
72% |
False |
False |
84,152 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
53.5 |
0.8% |
72% |
False |
False |
75,512 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
45.5 |
0.7% |
72% |
False |
False |
56,674 |
| 100 |
6,829.0 |
6,452.0 |
377.0 |
5.6% |
38.5 |
0.6% |
75% |
False |
False |
45,341 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
32.5 |
0.5% |
78% |
False |
False |
37,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,936.5 |
|
2.618 |
6,862.0 |
|
1.618 |
6,816.5 |
|
1.000 |
6,788.5 |
|
0.618 |
6,771.0 |
|
HIGH |
6,743.0 |
|
0.618 |
6,725.5 |
|
0.500 |
6,720.0 |
|
0.382 |
6,715.0 |
|
LOW |
6,697.5 |
|
0.618 |
6,669.5 |
|
1.000 |
6,652.0 |
|
1.618 |
6,624.0 |
|
2.618 |
6,578.5 |
|
4.250 |
6,504.0 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,729.0 |
6,717.0 |
| PP |
6,724.5 |
6,701.0 |
| S1 |
6,720.0 |
6,685.0 |
|