| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,024.0 |
3,030.0 |
6.0 |
0.2% |
3,073.0 |
| High |
3,039.0 |
3,036.0 |
-3.0 |
-0.1% |
3,084.0 |
| Low |
3,015.0 |
3,007.0 |
-8.0 |
-0.3% |
2,960.0 |
| Close |
3,037.0 |
3,012.0 |
-25.0 |
-0.8% |
2,994.0 |
| Range |
24.0 |
29.0 |
5.0 |
20.8% |
124.0 |
| ATR |
48.1 |
46.8 |
-1.3 |
-2.7% |
0.0 |
| Volume |
370 |
38,270 |
37,900 |
10,243.2% |
63,989 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,105.3 |
3,087.7 |
3,028.0 |
|
| R3 |
3,076.3 |
3,058.7 |
3,020.0 |
|
| R2 |
3,047.3 |
3,047.3 |
3,017.3 |
|
| R1 |
3,029.7 |
3,029.7 |
3,014.7 |
3,024.0 |
| PP |
3,018.3 |
3,018.3 |
3,018.3 |
3,015.5 |
| S1 |
3,000.7 |
3,000.7 |
3,009.3 |
2,995.0 |
| S2 |
2,989.3 |
2,989.3 |
3,006.7 |
|
| S3 |
2,960.3 |
2,971.7 |
3,004.0 |
|
| S4 |
2,931.3 |
2,942.7 |
2,996.1 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,384.7 |
3,313.3 |
3,062.2 |
|
| R3 |
3,260.7 |
3,189.3 |
3,028.1 |
|
| R2 |
3,136.7 |
3,136.7 |
3,016.7 |
|
| R1 |
3,065.3 |
3,065.3 |
3,005.4 |
3,039.0 |
| PP |
3,012.7 |
3,012.7 |
3,012.7 |
2,999.5 |
| S1 |
2,941.3 |
2,941.3 |
2,982.6 |
2,915.0 |
| S2 |
2,888.7 |
2,888.7 |
2,971.3 |
|
| S3 |
2,764.7 |
2,817.3 |
2,959.9 |
|
| S4 |
2,640.7 |
2,693.3 |
2,925.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,049.0 |
2,960.0 |
89.0 |
3.0% |
45.0 |
1.5% |
58% |
False |
False |
18,830 |
| 10 |
3,198.0 |
2,960.0 |
238.0 |
7.9% |
50.7 |
1.7% |
22% |
False |
False |
11,474 |
| 20 |
3,210.0 |
2,960.0 |
250.0 |
8.3% |
46.2 |
1.5% |
21% |
False |
False |
6,472 |
| 40 |
3,306.0 |
2,960.0 |
346.0 |
11.5% |
39.6 |
1.3% |
15% |
False |
False |
3,588 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.5% |
33.0 |
1.1% |
15% |
False |
False |
2,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,159.3 |
|
2.618 |
3,111.9 |
|
1.618 |
3,082.9 |
|
1.000 |
3,065.0 |
|
0.618 |
3,053.9 |
|
HIGH |
3,036.0 |
|
0.618 |
3,024.9 |
|
0.500 |
3,021.5 |
|
0.382 |
3,018.1 |
|
LOW |
3,007.0 |
|
0.618 |
2,989.1 |
|
1.000 |
2,978.0 |
|
1.618 |
2,960.1 |
|
2.618 |
2,931.1 |
|
4.250 |
2,883.8 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,021.5 |
3,007.8 |
| PP |
3,018.3 |
3,003.7 |
| S1 |
3,015.2 |
2,999.5 |
|