| 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 |
6,793.0 |
6,811.0 |
18.0 |
0.3% |
6,700.0 |
| High |
6,825.0 |
6,828.5 |
3.5 |
0.1% |
6,785.0 |
| Low |
6,775.5 |
6,809.5 |
34.0 |
0.5% |
6,697.5 |
| Close |
6,823.5 |
6,824.0 |
0.5 |
0.0% |
6,768.5 |
| Range |
49.5 |
19.0 |
-30.5 |
-61.6% |
87.5 |
| ATR |
59.2 |
56.4 |
-2.9 |
-4.9% |
0.0 |
| Volume |
61,351 |
89,613 |
28,262 |
46.1% |
355,784 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,877.5 |
6,870.0 |
6,834.5 |
|
| R3 |
6,858.5 |
6,851.0 |
6,829.0 |
|
| R2 |
6,839.5 |
6,839.5 |
6,827.5 |
|
| R1 |
6,832.0 |
6,832.0 |
6,825.5 |
6,836.0 |
| PP |
6,820.5 |
6,820.5 |
6,820.5 |
6,822.5 |
| S1 |
6,813.0 |
6,813.0 |
6,822.5 |
6,817.0 |
| S2 |
6,801.5 |
6,801.5 |
6,820.5 |
|
| S3 |
6,782.5 |
6,794.0 |
6,819.0 |
|
| S4 |
6,763.5 |
6,775.0 |
6,813.5 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,013.0 |
6,978.0 |
6,816.5 |
|
| R3 |
6,925.5 |
6,890.5 |
6,792.5 |
|
| R2 |
6,838.0 |
6,838.0 |
6,784.5 |
|
| R1 |
6,803.0 |
6,803.0 |
6,776.5 |
6,820.5 |
| PP |
6,750.5 |
6,750.5 |
6,750.5 |
6,759.0 |
| S1 |
6,715.5 |
6,715.5 |
6,760.5 |
6,733.0 |
| S2 |
6,663.0 |
6,663.0 |
6,752.5 |
|
| S3 |
6,575.5 |
6,628.0 |
6,744.5 |
|
| S4 |
6,488.0 |
6,540.5 |
6,720.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,828.5 |
6,735.0 |
93.5 |
1.4% |
37.0 |
0.5% |
95% |
True |
False |
71,886 |
| 10 |
6,828.5 |
6,602.5 |
226.0 |
3.3% |
45.5 |
0.7% |
98% |
True |
False |
76,846 |
| 20 |
6,828.5 |
6,492.0 |
336.5 |
4.9% |
57.5 |
0.8% |
99% |
True |
False |
88,691 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
4.9% |
59.0 |
0.9% |
99% |
False |
False |
84,019 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
4.9% |
54.5 |
0.8% |
99% |
False |
False |
82,780 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
4.9% |
48.0 |
0.7% |
99% |
False |
False |
62,141 |
| 100 |
6,829.0 |
6,460.0 |
369.0 |
5.4% |
39.5 |
0.6% |
99% |
False |
False |
49,714 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.3% |
34.0 |
0.5% |
99% |
False |
False |
41,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,909.0 |
|
2.618 |
6,878.0 |
|
1.618 |
6,859.0 |
|
1.000 |
6,847.5 |
|
0.618 |
6,840.0 |
|
HIGH |
6,828.5 |
|
0.618 |
6,821.0 |
|
0.500 |
6,819.0 |
|
0.382 |
6,817.0 |
|
LOW |
6,809.5 |
|
0.618 |
6,798.0 |
|
1.000 |
6,790.5 |
|
1.618 |
6,779.0 |
|
2.618 |
6,760.0 |
|
4.250 |
6,729.0 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,822.5 |
6,811.0 |
| PP |
6,820.5 |
6,797.5 |
| S1 |
6,819.0 |
6,784.0 |
|