| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3,184.0 |
3,212.0 |
28.0 |
0.9% |
3,116.0 |
| High |
3,236.0 |
3,288.0 |
52.0 |
1.6% |
3,204.0 |
| Low |
3,183.0 |
3,201.0 |
18.0 |
0.6% |
3,116.0 |
| Close |
3,217.0 |
3,277.0 |
60.0 |
1.9% |
3,165.0 |
| Range |
53.0 |
87.0 |
34.0 |
64.2% |
88.0 |
| ATR |
47.8 |
50.6 |
2.8 |
5.9% |
0.0 |
| Volume |
1,897,178 |
1,231,933 |
-665,245 |
-35.1% |
3,984,804 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,516.3 |
3,483.7 |
3,324.9 |
|
| R3 |
3,429.3 |
3,396.7 |
3,300.9 |
|
| R2 |
3,342.3 |
3,342.3 |
3,293.0 |
|
| R1 |
3,309.7 |
3,309.7 |
3,285.0 |
3,326.0 |
| PP |
3,255.3 |
3,255.3 |
3,255.3 |
3,263.5 |
| S1 |
3,222.7 |
3,222.7 |
3,269.0 |
3,239.0 |
| S2 |
3,168.3 |
3,168.3 |
3,261.1 |
|
| S3 |
3,081.3 |
3,135.7 |
3,253.1 |
|
| S4 |
2,994.3 |
3,048.7 |
3,229.2 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,425.7 |
3,383.3 |
3,213.4 |
|
| R3 |
3,337.7 |
3,295.3 |
3,189.2 |
|
| R2 |
3,249.7 |
3,249.7 |
3,181.1 |
|
| R1 |
3,207.3 |
3,207.3 |
3,173.1 |
3,228.5 |
| PP |
3,161.7 |
3,161.7 |
3,161.7 |
3,172.3 |
| S1 |
3,119.3 |
3,119.3 |
3,156.9 |
3,140.5 |
| S2 |
3,073.7 |
3,073.7 |
3,148.9 |
|
| S3 |
2,985.7 |
3,031.3 |
3,140.8 |
|
| S4 |
2,897.7 |
2,943.3 |
3,116.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,288.0 |
3,137.0 |
151.0 |
4.6% |
52.4 |
1.6% |
93% |
True |
False |
1,219,012 |
| 10 |
3,288.0 |
3,074.0 |
214.0 |
6.5% |
48.2 |
1.5% |
95% |
True |
False |
1,023,454 |
| 20 |
3,288.0 |
2,973.0 |
315.0 |
9.6% |
46.1 |
1.4% |
97% |
True |
False |
948,387 |
| 40 |
3,288.0 |
2,973.0 |
315.0 |
9.6% |
48.1 |
1.5% |
97% |
True |
False |
992,175 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
10.6% |
43.8 |
1.3% |
87% |
False |
False |
929,208 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
10.6% |
40.2 |
1.2% |
87% |
False |
False |
704,998 |
| 100 |
3,322.0 |
2,973.0 |
349.0 |
10.6% |
40.0 |
1.2% |
87% |
False |
False |
564,375 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
12.6% |
39.6 |
1.2% |
89% |
False |
False |
470,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,657.8 |
|
2.618 |
3,515.8 |
|
1.618 |
3,428.8 |
|
1.000 |
3,375.0 |
|
0.618 |
3,341.8 |
|
HIGH |
3,288.0 |
|
0.618 |
3,254.8 |
|
0.500 |
3,244.5 |
|
0.382 |
3,234.2 |
|
LOW |
3,201.0 |
|
0.618 |
3,147.2 |
|
1.000 |
3,114.0 |
|
1.618 |
3,060.2 |
|
2.618 |
2,973.2 |
|
4.250 |
2,831.3 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,266.2 |
3,260.5 |
| PP |
3,255.3 |
3,244.0 |
| S1 |
3,244.5 |
3,227.5 |
|