| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,827.0 |
6,810.0 |
-17.0 |
-0.2% |
6,793.0 |
| High |
6,827.0 |
6,827.5 |
0.5 |
0.0% |
6,828.5 |
| Low |
6,794.0 |
6,777.5 |
-16.5 |
-0.2% |
6,775.5 |
| Close |
6,804.5 |
6,801.5 |
-3.0 |
0.0% |
6,801.5 |
| Range |
33.0 |
50.0 |
17.0 |
51.5% |
53.0 |
| ATR |
54.7 |
54.4 |
-0.3 |
-0.6% |
0.0 |
| Volume |
105,821 |
44,625 |
-61,196 |
-57.8% |
301,410 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,952.0 |
6,927.0 |
6,829.0 |
|
| R3 |
6,902.0 |
6,877.0 |
6,815.0 |
|
| R2 |
6,852.0 |
6,852.0 |
6,810.5 |
|
| R1 |
6,827.0 |
6,827.0 |
6,806.0 |
6,814.5 |
| PP |
6,802.0 |
6,802.0 |
6,802.0 |
6,796.0 |
| S1 |
6,777.0 |
6,777.0 |
6,797.0 |
6,764.5 |
| S2 |
6,752.0 |
6,752.0 |
6,792.5 |
|
| S3 |
6,702.0 |
6,727.0 |
6,788.0 |
|
| S4 |
6,652.0 |
6,677.0 |
6,774.0 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,961.0 |
6,934.0 |
6,830.5 |
|
| R3 |
6,908.0 |
6,881.0 |
6,816.0 |
|
| R2 |
6,855.0 |
6,855.0 |
6,811.0 |
|
| R1 |
6,828.0 |
6,828.0 |
6,806.5 |
6,841.5 |
| PP |
6,802.0 |
6,802.0 |
6,802.0 |
6,808.5 |
| S1 |
6,775.0 |
6,775.0 |
6,796.5 |
6,788.5 |
| S2 |
6,749.0 |
6,749.0 |
6,792.0 |
|
| S3 |
6,696.0 |
6,722.0 |
6,787.0 |
|
| S4 |
6,643.0 |
6,669.0 |
6,772.5 |
|
|
| 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 |
6,740.0 |
88.5 |
1.3% |
39.5 |
0.6% |
69% |
False |
False |
75,918 |
| 10 |
6,828.5 |
6,650.0 |
178.5 |
2.6% |
43.0 |
0.6% |
85% |
False |
False |
72,036 |
| 20 |
6,828.5 |
6,492.0 |
336.5 |
4.9% |
53.5 |
0.8% |
92% |
False |
False |
82,816 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
58.5 |
0.9% |
92% |
False |
False |
85,394 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
54.5 |
0.8% |
92% |
False |
False |
85,264 |
| 80 |
6,829.0 |
6,492.0 |
337.0 |
5.0% |
49.0 |
0.7% |
92% |
False |
False |
64,022 |
| 100 |
6,829.0 |
6,460.0 |
369.0 |
5.4% |
40.5 |
0.6% |
93% |
False |
False |
51,219 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
35.0 |
0.5% |
94% |
False |
False |
42,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,040.0 |
|
2.618 |
6,958.5 |
|
1.618 |
6,908.5 |
|
1.000 |
6,877.5 |
|
0.618 |
6,858.5 |
|
HIGH |
6,827.5 |
|
0.618 |
6,808.5 |
|
0.500 |
6,802.5 |
|
0.382 |
6,796.5 |
|
LOW |
6,777.5 |
|
0.618 |
6,746.5 |
|
1.000 |
6,727.5 |
|
1.618 |
6,696.5 |
|
2.618 |
6,646.5 |
|
4.250 |
6,565.0 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,802.5 |
6,803.0 |
| PP |
6,802.0 |
6,802.5 |
| S1 |
6,802.0 |
6,802.0 |
|