| 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 |
1,998.75 |
1,999.00 |
0.25 |
0.0% |
1,999.00 |
| High |
2,010.00 |
2,007.75 |
-2.25 |
-0.1% |
2,011.00 |
| Low |
1,990.75 |
1,988.25 |
-2.50 |
-0.1% |
1,988.25 |
| Close |
1,997.75 |
2,006.00 |
8.25 |
0.4% |
2,006.00 |
| Range |
19.25 |
19.50 |
0.25 |
1.3% |
22.75 |
| ATR |
15.32 |
15.62 |
0.30 |
2.0% |
0.00 |
| Volume |
1,519,084 |
1,693,274 |
174,190 |
11.5% |
5,755,085 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.25 |
2,052.00 |
2,016.75 |
|
| R3 |
2,039.75 |
2,032.50 |
2,011.25 |
|
| R2 |
2,020.25 |
2,020.25 |
2,009.50 |
|
| R1 |
2,013.00 |
2,013.00 |
2,007.75 |
2,016.50 |
| PP |
2,000.75 |
2,000.75 |
2,000.75 |
2,002.50 |
| S1 |
1,993.50 |
1,993.50 |
2,004.25 |
1,997.00 |
| S2 |
1,981.25 |
1,981.25 |
2,002.50 |
|
| S3 |
1,961.75 |
1,974.00 |
2,000.75 |
|
| S4 |
1,942.25 |
1,954.50 |
1,995.25 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.00 |
2,060.75 |
2,018.50 |
|
| R3 |
2,047.25 |
2,038.00 |
2,012.25 |
|
| R2 |
2,024.50 |
2,024.50 |
2,010.25 |
|
| R1 |
2,015.25 |
2,015.25 |
2,008.00 |
2,020.00 |
| PP |
2,001.75 |
2,001.75 |
2,001.75 |
2,004.00 |
| S1 |
1,992.50 |
1,992.50 |
2,004.00 |
1,997.00 |
| S2 |
1,979.00 |
1,979.00 |
2,001.75 |
|
| S3 |
1,956.25 |
1,969.75 |
1,999.75 |
|
| S4 |
1,933.50 |
1,947.00 |
1,993.50 |
|
|
| 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 |
1,988.25 |
22.75 |
1.1% |
15.75 |
0.8% |
78% |
False |
True |
1,359,494 |
| 10 |
2,011.00 |
1,981.50 |
29.50 |
1.5% |
12.75 |
0.6% |
83% |
False |
False |
1,149,477 |
| 20 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
15.00 |
0.8% |
96% |
False |
False |
1,168,626 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
17.00 |
0.8% |
96% |
False |
False |
1,433,567 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
16.00 |
0.8% |
96% |
False |
False |
1,416,016 |
| 80 |
2,011.00 |
1,851.75 |
159.25 |
7.9% |
15.25 |
0.8% |
97% |
False |
False |
1,071,521 |
| 100 |
2,011.00 |
1,802.50 |
208.50 |
10.4% |
15.50 |
0.8% |
98% |
False |
False |
857,798 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
16.50 |
0.8% |
98% |
False |
False |
715,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,090.50 |
|
2.618 |
2,058.75 |
|
1.618 |
2,039.25 |
|
1.000 |
2,027.25 |
|
0.618 |
2,019.75 |
|
HIGH |
2,007.75 |
|
0.618 |
2,000.25 |
|
0.500 |
1,998.00 |
|
0.382 |
1,995.75 |
|
LOW |
1,988.25 |
|
0.618 |
1,976.25 |
|
1.000 |
1,968.75 |
|
1.618 |
1,956.75 |
|
2.618 |
1,937.25 |
|
4.250 |
1,905.50 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.25 |
2,004.00 |
| PP |
2,000.75 |
2,001.75 |
| S1 |
1,998.00 |
1,999.50 |
|