| 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 |
4,072.25 |
4,086.50 |
14.25 |
0.3% |
4,078.75 |
| High |
4,091.50 |
4,105.00 |
13.50 |
0.3% |
4,113.75 |
| Low |
4,052.00 |
4,075.50 |
23.50 |
0.6% |
4,052.00 |
| Close |
4,086.50 |
4,093.00 |
6.50 |
0.2% |
4,086.50 |
| Range |
39.50 |
29.50 |
-10.00 |
-25.3% |
61.75 |
| ATR |
33.96 |
33.64 |
-0.32 |
-0.9% |
0.00 |
| Volume |
283,624 |
207,652 |
-75,972 |
-26.8% |
1,020,427 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,179.75 |
4,165.75 |
4,109.25 |
|
| R3 |
4,150.25 |
4,136.25 |
4,101.00 |
|
| R2 |
4,120.75 |
4,120.75 |
4,098.50 |
|
| R1 |
4,106.75 |
4,106.75 |
4,095.75 |
4,113.75 |
| PP |
4,091.25 |
4,091.25 |
4,091.25 |
4,094.50 |
| S1 |
4,077.25 |
4,077.25 |
4,090.25 |
4,084.25 |
| S2 |
4,061.75 |
4,061.75 |
4,087.50 |
|
| S3 |
4,032.25 |
4,047.75 |
4,085.00 |
|
| S4 |
4,002.75 |
4,018.25 |
4,076.75 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,269.25 |
4,239.75 |
4,120.50 |
|
| R3 |
4,207.50 |
4,178.00 |
4,103.50 |
|
| R2 |
4,145.75 |
4,145.75 |
4,097.75 |
|
| R1 |
4,116.25 |
4,116.25 |
4,092.25 |
4,131.00 |
| PP |
4,084.00 |
4,084.00 |
4,084.00 |
4,091.50 |
| S1 |
4,054.50 |
4,054.50 |
4,080.75 |
4,069.25 |
| S2 |
4,022.25 |
4,022.25 |
4,075.25 |
|
| S3 |
3,960.50 |
3,992.75 |
4,069.50 |
|
| S4 |
3,898.75 |
3,931.00 |
4,052.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,113.75 |
4,052.00 |
61.75 |
1.5% |
37.00 |
0.9% |
66% |
False |
False |
245,615 |
| 10 |
4,113.75 |
4,052.00 |
61.75 |
1.5% |
28.00 |
0.7% |
66% |
False |
False |
200,665 |
| 20 |
4,113.75 |
3,873.75 |
240.00 |
5.9% |
30.00 |
0.7% |
91% |
False |
False |
198,859 |
| 40 |
4,113.75 |
3,826.50 |
287.25 |
7.0% |
38.00 |
0.9% |
93% |
False |
False |
238,623 |
| 60 |
4,113.75 |
3,750.25 |
363.50 |
8.9% |
36.50 |
0.9% |
94% |
False |
False |
232,923 |
| 80 |
4,113.75 |
3,532.75 |
581.00 |
14.2% |
36.00 |
0.9% |
96% |
False |
False |
176,897 |
| 100 |
4,113.75 |
3,476.00 |
637.75 |
15.6% |
36.75 |
0.9% |
97% |
False |
False |
141,532 |
| 120 |
4,113.75 |
3,404.00 |
709.75 |
17.3% |
40.50 |
1.0% |
97% |
False |
False |
117,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,230.50 |
|
2.618 |
4,182.25 |
|
1.618 |
4,152.75 |
|
1.000 |
4,134.50 |
|
0.618 |
4,123.25 |
|
HIGH |
4,105.00 |
|
0.618 |
4,093.75 |
|
0.500 |
4,090.25 |
|
0.382 |
4,086.75 |
|
LOW |
4,075.50 |
|
0.618 |
4,057.25 |
|
1.000 |
4,046.00 |
|
1.618 |
4,027.75 |
|
2.618 |
3,998.25 |
|
4.250 |
3,950.00 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,092.00 |
4,088.25 |
| PP |
4,091.25 |
4,083.25 |
| S1 |
4,090.25 |
4,078.50 |
|