| 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 |
1,999.00 |
2,000.50 |
1.50 |
0.1% |
1,990.00 |
| High |
2,006.25 |
2,011.00 |
4.75 |
0.2% |
2,003.75 |
| Low |
1,992.75 |
1,996.25 |
3.50 |
0.2% |
1,987.50 |
| Close |
1,999.75 |
1,998.75 |
-1.00 |
-0.1% |
2,001.50 |
| Range |
13.50 |
14.75 |
1.25 |
9.3% |
16.25 |
| ATR |
15.03 |
15.01 |
-0.02 |
-0.1% |
0.00 |
| Volume |
1,244,899 |
1,297,828 |
52,929 |
4.3% |
4,623,804 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.25 |
2,037.25 |
2,006.75 |
|
| R3 |
2,031.50 |
2,022.50 |
2,002.75 |
|
| R2 |
2,016.75 |
2,016.75 |
2,001.50 |
|
| R1 |
2,007.75 |
2,007.75 |
2,000.00 |
2,005.00 |
| PP |
2,002.00 |
2,002.00 |
2,002.00 |
2,000.50 |
| S1 |
1,993.00 |
1,993.00 |
1,997.50 |
1,990.00 |
| S2 |
1,987.25 |
1,987.25 |
1,996.00 |
|
| S3 |
1,972.50 |
1,978.25 |
1,994.75 |
|
| S4 |
1,957.75 |
1,963.50 |
1,990.75 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.25 |
2,040.25 |
2,010.50 |
|
| R3 |
2,030.00 |
2,024.00 |
2,006.00 |
|
| R2 |
2,013.75 |
2,013.75 |
2,004.50 |
|
| R1 |
2,007.75 |
2,007.75 |
2,003.00 |
2,010.75 |
| PP |
1,997.50 |
1,997.50 |
1,997.50 |
1,999.00 |
| S1 |
1,991.50 |
1,991.50 |
2,000.00 |
1,994.50 |
| S2 |
1,981.25 |
1,981.25 |
1,998.50 |
|
| S3 |
1,965.00 |
1,975.25 |
1,997.00 |
|
| S4 |
1,948.75 |
1,959.00 |
1,992.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,011.00 |
1,987.50 |
23.50 |
1.2% |
11.75 |
0.6% |
48% |
True |
False |
1,087,090 |
| 10 |
2,011.00 |
1,973.00 |
38.00 |
1.9% |
11.50 |
0.6% |
68% |
True |
False |
1,018,271 |
| 20 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
15.50 |
0.8% |
90% |
True |
False |
1,190,972 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
16.75 |
0.8% |
90% |
True |
False |
1,437,401 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
15.75 |
0.8% |
90% |
True |
False |
1,370,611 |
| 80 |
2,011.00 |
1,851.75 |
159.25 |
8.0% |
15.00 |
0.8% |
92% |
True |
False |
1,031,435 |
| 100 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
15.75 |
0.8% |
94% |
True |
False |
825,768 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
16.50 |
0.8% |
94% |
True |
False |
688,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,073.75 |
|
2.618 |
2,049.50 |
|
1.618 |
2,034.75 |
|
1.000 |
2,025.75 |
|
0.618 |
2,020.00 |
|
HIGH |
2,011.00 |
|
0.618 |
2,005.25 |
|
0.500 |
2,003.50 |
|
0.382 |
2,002.00 |
|
LOW |
1,996.25 |
|
0.618 |
1,987.25 |
|
1.000 |
1,981.50 |
|
1.618 |
1,972.50 |
|
2.618 |
1,957.75 |
|
4.250 |
1,933.50 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.50 |
2,001.50 |
| PP |
2,002.00 |
2,000.75 |
| S1 |
2,000.50 |
1,999.75 |
|