| 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 |
9,516.5 |
9,613.5 |
97.0 |
1.0% |
9,403.0 |
| High |
9,685.5 |
9,736.5 |
51.0 |
0.5% |
9,601.0 |
| Low |
9,516.0 |
9,537.5 |
21.5 |
0.2% |
9,368.0 |
| Close |
9,618.0 |
9,727.0 |
109.0 |
1.1% |
9,440.5 |
| Range |
169.5 |
199.0 |
29.5 |
17.4% |
233.0 |
| ATR |
147.7 |
151.4 |
3.7 |
2.5% |
0.0 |
| Volume |
173,224 |
129,769 |
-43,455 |
-25.1% |
417,817 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,264.0 |
10,194.5 |
9,836.5 |
|
| R3 |
10,065.0 |
9,995.5 |
9,781.7 |
|
| R2 |
9,866.0 |
9,866.0 |
9,763.5 |
|
| R1 |
9,796.5 |
9,796.5 |
9,745.2 |
9,831.3 |
| PP |
9,667.0 |
9,667.0 |
9,667.0 |
9,684.4 |
| S1 |
9,597.5 |
9,597.5 |
9,708.8 |
9,632.3 |
| S2 |
9,468.0 |
9,468.0 |
9,690.5 |
|
| S3 |
9,269.0 |
9,398.5 |
9,672.3 |
|
| S4 |
9,070.0 |
9,199.5 |
9,617.6 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,168.8 |
10,037.7 |
9,568.7 |
|
| R3 |
9,935.8 |
9,804.7 |
9,504.6 |
|
| R2 |
9,702.8 |
9,702.8 |
9,483.2 |
|
| R1 |
9,571.7 |
9,571.7 |
9,461.9 |
9,637.3 |
| PP |
9,469.8 |
9,469.8 |
9,469.8 |
9,502.6 |
| S1 |
9,338.7 |
9,338.7 |
9,419.1 |
9,404.3 |
| S2 |
9,236.8 |
9,236.8 |
9,397.8 |
|
| S3 |
9,003.8 |
9,105.7 |
9,376.4 |
|
| S4 |
8,770.8 |
8,872.7 |
9,312.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,736.5 |
9,368.0 |
368.5 |
3.8% |
157.1 |
1.6% |
97% |
True |
False |
118,040 |
| 10 |
9,736.5 |
9,276.5 |
460.0 |
4.7% |
136.3 |
1.4% |
98% |
True |
False |
103,740 |
| 20 |
9,736.5 |
8,903.0 |
833.5 |
8.6% |
139.7 |
1.4% |
99% |
True |
False |
101,803 |
| 40 |
9,877.0 |
8,903.0 |
974.0 |
10.0% |
142.4 |
1.5% |
85% |
False |
False |
106,406 |
| 60 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
126.7 |
1.3% |
71% |
False |
False |
94,433 |
| 80 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
115.3 |
1.2% |
71% |
False |
False |
71,083 |
| 100 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
118.6 |
1.2% |
71% |
False |
False |
56,918 |
| 120 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
118.9 |
1.2% |
71% |
False |
False |
47,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,582.3 |
|
2.618 |
10,257.5 |
|
1.618 |
10,058.5 |
|
1.000 |
9,935.5 |
|
0.618 |
9,859.5 |
|
HIGH |
9,736.5 |
|
0.618 |
9,660.5 |
|
0.500 |
9,637.0 |
|
0.382 |
9,613.5 |
|
LOW |
9,537.5 |
|
0.618 |
9,414.5 |
|
1.000 |
9,338.5 |
|
1.618 |
9,215.5 |
|
2.618 |
9,016.5 |
|
4.250 |
8,691.8 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,697.0 |
9,685.3 |
| PP |
9,667.0 |
9,643.5 |
| S1 |
9,637.0 |
9,601.8 |
|