| 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 |
2,000.50 |
1,998.75 |
-1.75 |
-0.1% |
1,990.00 |
| High |
2,011.00 |
2,010.00 |
-1.00 |
0.0% |
2,003.75 |
| Low |
1,996.25 |
1,990.75 |
-5.50 |
-0.3% |
1,987.50 |
| Close |
1,998.75 |
1,997.75 |
-1.00 |
-0.1% |
2,001.50 |
| Range |
14.75 |
19.25 |
4.50 |
30.5% |
16.25 |
| ATR |
15.01 |
15.32 |
0.30 |
2.0% |
0.00 |
| Volume |
1,297,828 |
1,519,084 |
221,256 |
17.0% |
4,623,804 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.25 |
2,046.75 |
2,008.25 |
|
| R3 |
2,038.00 |
2,027.50 |
2,003.00 |
|
| R2 |
2,018.75 |
2,018.75 |
2,001.25 |
|
| R1 |
2,008.25 |
2,008.25 |
1,999.50 |
2,004.00 |
| PP |
1,999.50 |
1,999.50 |
1,999.50 |
1,997.25 |
| S1 |
1,989.00 |
1,989.00 |
1,996.00 |
1,984.50 |
| S2 |
1,980.25 |
1,980.25 |
1,994.25 |
|
| S3 |
1,961.00 |
1,969.75 |
1,992.50 |
|
| S4 |
1,941.75 |
1,950.50 |
1,987.25 |
|
|
| 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% |
14.00 |
0.7% |
44% |
False |
False |
1,238,633 |
| 10 |
2,011.00 |
1,980.75 |
30.25 |
1.5% |
12.00 |
0.6% |
56% |
False |
False |
1,064,304 |
| 20 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
15.50 |
0.8% |
89% |
False |
False |
1,181,665 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
17.00 |
0.9% |
89% |
False |
False |
1,440,553 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
15.75 |
0.8% |
89% |
False |
False |
1,393,119 |
| 80 |
2,011.00 |
1,851.75 |
159.25 |
8.0% |
15.00 |
0.8% |
92% |
False |
False |
1,050,402 |
| 100 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
15.50 |
0.8% |
94% |
False |
False |
840,927 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
16.50 |
0.8% |
94% |
False |
False |
701,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.75 |
|
2.618 |
2,060.50 |
|
1.618 |
2,041.25 |
|
1.000 |
2,029.25 |
|
0.618 |
2,022.00 |
|
HIGH |
2,010.00 |
|
0.618 |
2,002.75 |
|
0.500 |
2,000.50 |
|
0.382 |
1,998.00 |
|
LOW |
1,990.75 |
|
0.618 |
1,978.75 |
|
1.000 |
1,971.50 |
|
1.618 |
1,959.50 |
|
2.618 |
1,940.25 |
|
4.250 |
1,909.00 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.50 |
2,001.00 |
| PP |
1,999.50 |
1,999.75 |
| S1 |
1,998.50 |
1,998.75 |
|