| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,613.5 |
9,702.5 |
89.0 |
0.9% |
9,496.0 |
| High |
9,736.5 |
9,790.0 |
53.5 |
0.5% |
9,790.0 |
| Low |
9,537.5 |
9,688.5 |
151.0 |
1.6% |
9,467.0 |
| Close |
9,727.0 |
9,750.5 |
23.5 |
0.2% |
9,750.5 |
| Range |
199.0 |
101.5 |
-97.5 |
-49.0% |
323.0 |
| ATR |
151.4 |
147.8 |
-3.6 |
-2.4% |
0.0 |
| Volume |
129,769 |
81,890 |
-47,879 |
-36.9% |
530,502 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,047.5 |
10,000.5 |
9,806.3 |
|
| R3 |
9,946.0 |
9,899.0 |
9,778.4 |
|
| R2 |
9,844.5 |
9,844.5 |
9,769.1 |
|
| R1 |
9,797.5 |
9,797.5 |
9,759.8 |
9,821.0 |
| PP |
9,743.0 |
9,743.0 |
9,743.0 |
9,754.8 |
| S1 |
9,696.0 |
9,696.0 |
9,741.2 |
9,719.5 |
| S2 |
9,641.5 |
9,641.5 |
9,731.9 |
|
| S3 |
9,540.0 |
9,594.5 |
9,722.6 |
|
| S4 |
9,438.5 |
9,493.0 |
9,694.7 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,638.2 |
10,517.3 |
9,928.2 |
|
| R3 |
10,315.2 |
10,194.3 |
9,839.3 |
|
| R2 |
9,992.2 |
9,992.2 |
9,809.7 |
|
| R1 |
9,871.3 |
9,871.3 |
9,780.1 |
9,931.8 |
| PP |
9,669.2 |
9,669.2 |
9,669.2 |
9,699.4 |
| S1 |
9,548.3 |
9,548.3 |
9,720.9 |
9,608.8 |
| S2 |
9,346.2 |
9,346.2 |
9,691.3 |
|
| S3 |
9,023.2 |
9,225.3 |
9,661.7 |
|
| S4 |
8,700.2 |
8,902.3 |
9,572.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,790.0 |
9,368.0 |
422.0 |
4.3% |
146.7 |
1.5% |
91% |
True |
False |
115,309 |
| 10 |
9,790.0 |
9,288.0 |
502.0 |
5.1% |
133.4 |
1.4% |
92% |
True |
False |
101,711 |
| 20 |
9,790.0 |
8,903.0 |
887.0 |
9.1% |
134.9 |
1.4% |
96% |
True |
False |
98,133 |
| 40 |
9,877.0 |
8,903.0 |
974.0 |
10.0% |
139.8 |
1.4% |
87% |
False |
False |
106,324 |
| 60 |
10,056.0 |
8,903.0 |
1,153.0 |
11.8% |
126.6 |
1.3% |
74% |
False |
False |
95,617 |
| 80 |
10,056.0 |
8,903.0 |
1,153.0 |
11.8% |
115.9 |
1.2% |
74% |
False |
False |
72,105 |
| 100 |
10,056.0 |
8,903.0 |
1,153.0 |
11.8% |
118.3 |
1.2% |
74% |
False |
False |
57,734 |
| 120 |
10,056.0 |
8,903.0 |
1,153.0 |
11.8% |
118.5 |
1.2% |
74% |
False |
False |
48,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,221.4 |
|
2.618 |
10,055.7 |
|
1.618 |
9,954.2 |
|
1.000 |
9,891.5 |
|
0.618 |
9,852.7 |
|
HIGH |
9,790.0 |
|
0.618 |
9,751.2 |
|
0.500 |
9,739.3 |
|
0.382 |
9,727.3 |
|
LOW |
9,688.5 |
|
0.618 |
9,625.8 |
|
1.000 |
9,587.0 |
|
1.618 |
9,524.3 |
|
2.618 |
9,422.8 |
|
4.250 |
9,257.1 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,746.8 |
9,718.0 |
| PP |
9,743.0 |
9,685.5 |
| S1 |
9,739.3 |
9,653.0 |
|