| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,313.5 |
1,311.1 |
-2.4 |
-0.2% |
1,295.4 |
| High |
1,323.0 |
1,312.4 |
-10.6 |
-0.8% |
1,323.0 |
| Low |
1,309.2 |
1,307.5 |
-1.7 |
-0.1% |
1,285.2 |
| Close |
1,311.8 |
1,311.4 |
-0.4 |
0.0% |
1,311.8 |
| Range |
13.8 |
4.9 |
-8.9 |
-64.5% |
37.8 |
| ATR |
13.1 |
12.5 |
-0.6 |
-4.5% |
0.0 |
| Volume |
2,676 |
1,621 |
-1,055 |
-39.4% |
7,171 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.1 |
1,323.2 |
1,314.1 |
|
| R3 |
1,320.2 |
1,318.3 |
1,312.7 |
|
| R2 |
1,315.3 |
1,315.3 |
1,312.3 |
|
| R1 |
1,313.4 |
1,313.4 |
1,311.8 |
1,314.4 |
| PP |
1,310.4 |
1,310.4 |
1,310.4 |
1,310.9 |
| S1 |
1,308.5 |
1,308.5 |
1,311.0 |
1,309.5 |
| S2 |
1,305.5 |
1,305.5 |
1,310.5 |
|
| S3 |
1,300.6 |
1,303.6 |
1,310.1 |
|
| S4 |
1,295.7 |
1,298.7 |
1,308.7 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.1 |
1,403.7 |
1,332.6 |
|
| R3 |
1,382.3 |
1,365.9 |
1,322.2 |
|
| R2 |
1,344.5 |
1,344.5 |
1,318.7 |
|
| R1 |
1,328.1 |
1,328.1 |
1,315.3 |
1,336.3 |
| PP |
1,306.7 |
1,306.7 |
1,306.7 |
1,310.8 |
| S1 |
1,290.3 |
1,290.3 |
1,308.3 |
1,298.5 |
| S2 |
1,268.9 |
1,268.9 |
1,304.9 |
|
| S3 |
1,231.1 |
1,252.5 |
1,301.4 |
|
| S4 |
1,193.3 |
1,214.7 |
1,291.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,323.0 |
1,285.2 |
37.8 |
2.9% |
12.2 |
0.9% |
69% |
False |
False |
1,660 |
| 10 |
1,323.0 |
1,282.9 |
40.1 |
3.1% |
12.6 |
1.0% |
71% |
False |
False |
1,567 |
| 20 |
1,325.1 |
1,282.9 |
42.2 |
3.2% |
12.2 |
0.9% |
68% |
False |
False |
1,160 |
| 40 |
1,347.3 |
1,263.6 |
83.7 |
6.4% |
12.3 |
0.9% |
57% |
False |
False |
864 |
| 60 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
9.8 |
0.7% |
65% |
False |
False |
675 |
| 80 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.6 |
0.7% |
65% |
False |
False |
523 |
| 100 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.0 |
0.6% |
65% |
False |
False |
446 |
| 120 |
1,389.1 |
1,243.9 |
145.2 |
11.1% |
7.6 |
0.6% |
46% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.2 |
|
2.618 |
1,325.2 |
|
1.618 |
1,320.3 |
|
1.000 |
1,317.3 |
|
0.618 |
1,315.4 |
|
HIGH |
1,312.4 |
|
0.618 |
1,310.5 |
|
0.500 |
1,310.0 |
|
0.382 |
1,309.4 |
|
LOW |
1,307.5 |
|
0.618 |
1,304.5 |
|
1.000 |
1,302.6 |
|
1.618 |
1,299.6 |
|
2.618 |
1,294.7 |
|
4.250 |
1,286.7 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,310.9 |
1,314.0 |
| PP |
1,310.4 |
1,313.1 |
| S1 |
1,310.0 |
1,312.3 |
|