| 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 |
1,178.2 |
1,171.3 |
-6.9 |
-0.6% |
1,160.1 |
| High |
1,187.9 |
1,181.0 |
-6.9 |
-0.6% |
1,177.5 |
| Low |
1,168.6 |
1,163.2 |
-5.4 |
-0.5% |
1,158.8 |
| Close |
1,170.1 |
1,166.6 |
-3.5 |
-0.3% |
1,173.4 |
| Range |
19.3 |
17.8 |
-1.5 |
-7.8% |
18.7 |
| ATR |
14.6 |
14.8 |
0.2 |
1.6% |
0.0 |
| Volume |
111,398 |
104,095 |
-7,303 |
-6.6% |
394,150 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.8 |
1,213.0 |
1,176.5 |
|
| R3 |
1,205.8 |
1,195.3 |
1,171.5 |
|
| R2 |
1,188.0 |
1,188.0 |
1,169.8 |
|
| R1 |
1,177.3 |
1,177.3 |
1,168.3 |
1,173.8 |
| PP |
1,170.3 |
1,170.3 |
1,170.3 |
1,168.5 |
| S1 |
1,159.5 |
1,159.5 |
1,165.0 |
1,156.0 |
| S2 |
1,152.5 |
1,152.5 |
1,163.3 |
|
| S3 |
1,134.8 |
1,141.8 |
1,161.8 |
|
| S4 |
1,116.8 |
1,124.0 |
1,156.8 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,226.0 |
1,218.5 |
1,183.8 |
|
| R3 |
1,207.3 |
1,199.8 |
1,178.5 |
|
| R2 |
1,188.5 |
1,188.5 |
1,176.8 |
|
| R1 |
1,181.0 |
1,181.0 |
1,175.0 |
1,184.8 |
| PP |
1,170.0 |
1,170.0 |
1,170.0 |
1,171.8 |
| S1 |
1,162.3 |
1,162.3 |
1,171.8 |
1,166.0 |
| S2 |
1,151.3 |
1,151.3 |
1,170.0 |
|
| S3 |
1,132.5 |
1,143.5 |
1,168.3 |
|
| S4 |
1,113.8 |
1,125.0 |
1,163.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,187.9 |
1,160.8 |
27.1 |
2.3% |
14.0 |
1.2% |
21% |
False |
False |
100,081 |
| 10 |
1,187.9 |
1,143.8 |
44.1 |
3.8% |
13.3 |
1.1% |
52% |
False |
False |
92,216 |
| 20 |
1,187.9 |
1,105.2 |
82.7 |
7.1% |
14.3 |
1.2% |
74% |
False |
False |
99,079 |
| 40 |
1,187.9 |
1,103.1 |
84.8 |
7.3% |
16.3 |
1.4% |
75% |
False |
False |
115,046 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.2% |
15.8 |
1.4% |
59% |
False |
False |
114,396 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.2% |
14.8 |
1.3% |
66% |
False |
False |
85,982 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.2% |
12.0 |
1.0% |
66% |
False |
False |
68,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.8 |
|
2.618 |
1,227.5 |
|
1.618 |
1,209.8 |
|
1.000 |
1,198.8 |
|
0.618 |
1,192.0 |
|
HIGH |
1,181.0 |
|
0.618 |
1,174.3 |
|
0.500 |
1,172.0 |
|
0.382 |
1,170.0 |
|
LOW |
1,163.3 |
|
0.618 |
1,152.3 |
|
1.000 |
1,145.5 |
|
1.618 |
1,134.5 |
|
2.618 |
1,116.5 |
|
4.250 |
1,087.5 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,172.0 |
1,175.5 |
| PP |
1,170.3 |
1,172.5 |
| S1 |
1,168.5 |
1,169.5 |
|