| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,999.00 |
2,006.50 |
7.50 |
0.4% |
1,999.00 |
| High |
2,007.75 |
2,006.75 |
-1.00 |
0.0% |
2,011.00 |
| Low |
1,988.25 |
1,994.00 |
5.75 |
0.3% |
1,988.25 |
| Close |
2,006.00 |
2,000.50 |
-5.50 |
-0.3% |
2,006.00 |
| Range |
19.50 |
12.75 |
-6.75 |
-34.6% |
22.75 |
| ATR |
15.62 |
15.41 |
-0.20 |
-1.3% |
0.00 |
| Volume |
1,693,274 |
1,212,909 |
-480,365 |
-28.4% |
5,755,085 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.75 |
2,032.25 |
2,007.50 |
|
| R3 |
2,026.00 |
2,019.50 |
2,004.00 |
|
| R2 |
2,013.25 |
2,013.25 |
2,002.75 |
|
| R1 |
2,006.75 |
2,006.75 |
2,001.75 |
2,003.50 |
| PP |
2,000.50 |
2,000.50 |
2,000.50 |
1,998.75 |
| S1 |
1,994.00 |
1,994.00 |
1,999.25 |
1,991.00 |
| S2 |
1,987.75 |
1,987.75 |
1,998.25 |
|
| S3 |
1,975.00 |
1,981.25 |
1,997.00 |
|
| S4 |
1,962.25 |
1,968.50 |
1,993.50 |
|
|
| 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% |
16.00 |
0.8% |
54% |
False |
False |
1,393,598 |
| 10 |
2,011.00 |
1,987.50 |
23.50 |
1.2% |
13.00 |
0.7% |
55% |
False |
False |
1,159,179 |
| 20 |
2,011.00 |
1,923.25 |
87.75 |
4.4% |
13.75 |
0.7% |
88% |
False |
False |
1,134,033 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
17.00 |
0.9% |
91% |
False |
False |
1,429,785 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
15.75 |
0.8% |
91% |
False |
False |
1,423,396 |
| 80 |
2,011.00 |
1,851.75 |
159.25 |
8.0% |
15.25 |
0.8% |
93% |
False |
False |
1,086,656 |
| 100 |
2,011.00 |
1,833.00 |
178.00 |
8.9% |
15.25 |
0.8% |
94% |
False |
False |
869,901 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
16.50 |
0.8% |
95% |
False |
False |
725,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.00 |
|
2.618 |
2,040.25 |
|
1.618 |
2,027.50 |
|
1.000 |
2,019.50 |
|
0.618 |
2,014.75 |
|
HIGH |
2,006.75 |
|
0.618 |
2,002.00 |
|
0.500 |
2,000.50 |
|
0.382 |
1,998.75 |
|
LOW |
1,994.00 |
|
0.618 |
1,986.00 |
|
1.000 |
1,981.25 |
|
1.618 |
1,973.25 |
|
2.618 |
1,960.50 |
|
4.250 |
1,939.75 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.50 |
2,000.00 |
| PP |
2,000.50 |
1,999.50 |
| S1 |
2,000.50 |
1,999.00 |
|