| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,279.0 |
1,280.2 |
1.2 |
0.1% |
1,304.4 |
| High |
1,283.1 |
1,282.4 |
-0.7 |
-0.1% |
1,305.5 |
| Low |
1,276.7 |
1,277.0 |
0.3 |
0.0% |
1,274.8 |
| Close |
1,281.1 |
1,279.8 |
-1.3 |
-0.1% |
1,281.1 |
| Range |
6.4 |
5.4 |
-1.0 |
-15.6% |
30.7 |
| ATR |
12.0 |
11.5 |
-0.5 |
-3.9% |
0.0 |
| Volume |
693 |
998 |
305 |
44.0% |
2,957 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.9 |
1,293.3 |
1,282.8 |
|
| R3 |
1,290.5 |
1,287.9 |
1,281.3 |
|
| R2 |
1,285.1 |
1,285.1 |
1,280.8 |
|
| R1 |
1,282.5 |
1,282.5 |
1,280.3 |
1,281.1 |
| PP |
1,279.7 |
1,279.7 |
1,279.7 |
1,279.1 |
| S1 |
1,277.1 |
1,277.1 |
1,279.3 |
1,275.7 |
| S2 |
1,274.3 |
1,274.3 |
1,278.8 |
|
| S3 |
1,268.9 |
1,271.7 |
1,278.3 |
|
| S4 |
1,263.5 |
1,266.3 |
1,276.8 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.2 |
1,360.9 |
1,298.0 |
|
| R3 |
1,348.5 |
1,330.2 |
1,289.5 |
|
| R2 |
1,317.8 |
1,317.8 |
1,286.7 |
|
| R1 |
1,299.5 |
1,299.5 |
1,283.9 |
1,293.3 |
| PP |
1,287.1 |
1,287.1 |
1,287.1 |
1,284.1 |
| S1 |
1,268.8 |
1,268.8 |
1,278.3 |
1,262.6 |
| S2 |
1,256.4 |
1,256.4 |
1,275.5 |
|
| S3 |
1,225.7 |
1,238.1 |
1,272.7 |
|
| S4 |
1,195.0 |
1,207.4 |
1,264.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.7 |
1,274.8 |
28.9 |
2.3% |
9.0 |
0.7% |
17% |
False |
False |
676 |
| 10 |
1,319.4 |
1,274.8 |
44.6 |
3.5% |
10.0 |
0.8% |
11% |
False |
False |
889 |
| 20 |
1,323.0 |
1,274.8 |
48.2 |
3.8% |
11.3 |
0.9% |
10% |
False |
False |
1,228 |
| 40 |
1,347.3 |
1,274.8 |
72.5 |
5.7% |
11.7 |
0.9% |
7% |
False |
False |
1,008 |
| 60 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
10.7 |
0.8% |
35% |
False |
False |
747 |
| 80 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
9.3 |
0.7% |
35% |
False |
False |
623 |
| 100 |
1,347.3 |
1,243.9 |
103.4 |
8.1% |
8.4 |
0.7% |
35% |
False |
False |
527 |
| 120 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
8.1 |
0.6% |
25% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.4 |
|
2.618 |
1,296.5 |
|
1.618 |
1,291.1 |
|
1.000 |
1,287.8 |
|
0.618 |
1,285.7 |
|
HIGH |
1,282.4 |
|
0.618 |
1,280.3 |
|
0.500 |
1,279.7 |
|
0.382 |
1,279.1 |
|
LOW |
1,277.0 |
|
0.618 |
1,273.7 |
|
1.000 |
1,271.6 |
|
1.618 |
1,268.3 |
|
2.618 |
1,262.9 |
|
4.250 |
1,254.1 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.8 |
1,283.5 |
| PP |
1,279.7 |
1,282.2 |
| S1 |
1,279.7 |
1,281.0 |
|