| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
17,097.42 |
17,067.24 |
-30.18 |
-0.2% |
17,011.81 |
| High |
17,113.51 |
17,151.89 |
38.38 |
0.2% |
17,153.80 |
| Low |
17,009.07 |
17,060.21 |
51.14 |
0.3% |
17,011.81 |
| Close |
17,067.56 |
17,078.28 |
10.72 |
0.1% |
17,098.45 |
| Range |
104.44 |
91.68 |
-12.76 |
-12.2% |
141.99 |
| ATR |
110.85 |
109.48 |
-1.37 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,371.83 |
17,316.74 |
17,128.70 |
|
| R3 |
17,280.15 |
17,225.06 |
17,103.49 |
|
| R2 |
17,188.47 |
17,188.47 |
17,095.09 |
|
| R1 |
17,133.38 |
17,133.38 |
17,086.68 |
17,160.93 |
| PP |
17,096.79 |
17,096.79 |
17,096.79 |
17,110.57 |
| S1 |
17,041.70 |
17,041.70 |
17,069.88 |
17,069.25 |
| S2 |
17,005.11 |
17,005.11 |
17,061.47 |
|
| S3 |
16,913.43 |
16,950.02 |
17,053.07 |
|
| S4 |
16,821.75 |
16,858.34 |
17,027.86 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,513.99 |
17,448.21 |
17,176.54 |
|
| R3 |
17,372.00 |
17,306.22 |
17,137.50 |
|
| R2 |
17,230.01 |
17,230.01 |
17,124.48 |
|
| R1 |
17,164.23 |
17,164.23 |
17,111.47 |
17,197.12 |
| PP |
17,088.02 |
17,088.02 |
17,088.02 |
17,104.47 |
| S1 |
17,022.24 |
17,022.24 |
17,085.43 |
17,055.13 |
| S2 |
16,946.03 |
16,946.03 |
17,072.42 |
|
| S3 |
16,804.04 |
16,880.25 |
17,059.40 |
|
| S4 |
16,662.05 |
16,738.26 |
17,020.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,151.89 |
17,009.07 |
142.82 |
0.8% |
83.18 |
0.5% |
48% |
True |
False |
|
| 10 |
17,153.80 |
16,896.55 |
257.25 |
1.5% |
87.19 |
0.5% |
71% |
False |
False |
|
| 20 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
106.31 |
0.6% |
91% |
False |
False |
|
| 40 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
121.41 |
0.7% |
91% |
False |
False |
|
| 60 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
113.24 |
0.7% |
91% |
False |
False |
|
| 80 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
108.86 |
0.6% |
91% |
False |
False |
|
| 100 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
112.27 |
0.7% |
93% |
False |
False |
|
| 120 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
120.47 |
0.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,541.53 |
|
2.618 |
17,391.91 |
|
1.618 |
17,300.23 |
|
1.000 |
17,243.57 |
|
0.618 |
17,208.55 |
|
HIGH |
17,151.89 |
|
0.618 |
17,116.87 |
|
0.500 |
17,106.05 |
|
0.382 |
17,095.23 |
|
LOW |
17,060.21 |
|
0.618 |
17,003.55 |
|
1.000 |
16,968.53 |
|
1.618 |
16,911.87 |
|
2.618 |
16,820.19 |
|
4.250 |
16,670.57 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,106.05 |
17,080.48 |
| PP |
17,096.79 |
17,079.75 |
| S1 |
17,087.54 |
17,079.01 |
|