| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,818.5 |
6,821.5 |
3.0 |
0.0% |
6,793.0 |
| High |
6,824.0 |
6,847.5 |
23.5 |
0.3% |
6,828.5 |
| Low |
6,793.5 |
6,806.5 |
13.0 |
0.2% |
6,775.5 |
| Close |
6,818.0 |
6,821.0 |
3.0 |
0.0% |
6,801.5 |
| Range |
30.5 |
41.0 |
10.5 |
34.4% |
53.0 |
| ATR |
52.7 |
51.8 |
-0.8 |
-1.6% |
0.0 |
| Volume |
76,236 |
121,246 |
45,010 |
59.0% |
301,410 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,948.0 |
6,925.5 |
6,843.5 |
|
| R3 |
6,907.0 |
6,884.5 |
6,832.5 |
|
| R2 |
6,866.0 |
6,866.0 |
6,828.5 |
|
| R1 |
6,843.5 |
6,843.5 |
6,825.0 |
6,834.0 |
| PP |
6,825.0 |
6,825.0 |
6,825.0 |
6,820.5 |
| S1 |
6,802.5 |
6,802.5 |
6,817.0 |
6,793.0 |
| S2 |
6,784.0 |
6,784.0 |
6,813.5 |
|
| S3 |
6,743.0 |
6,761.5 |
6,809.5 |
|
| S4 |
6,702.0 |
6,720.5 |
6,798.5 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,961.0 |
6,934.0 |
6,830.5 |
|
| R3 |
6,908.0 |
6,881.0 |
6,816.0 |
|
| R2 |
6,855.0 |
6,855.0 |
6,811.0 |
|
| R1 |
6,828.0 |
6,828.0 |
6,806.5 |
6,841.5 |
| PP |
6,802.0 |
6,802.0 |
6,802.0 |
6,808.5 |
| S1 |
6,775.0 |
6,775.0 |
6,796.5 |
6,788.5 |
| S2 |
6,749.0 |
6,749.0 |
6,792.0 |
|
| S3 |
6,696.0 |
6,722.0 |
6,787.0 |
|
| S4 |
6,643.0 |
6,669.0 |
6,772.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,847.5 |
6,777.5 |
70.0 |
1.0% |
34.5 |
0.5% |
62% |
True |
False |
87,508 |
| 10 |
6,847.5 |
6,735.0 |
112.5 |
1.6% |
37.5 |
0.6% |
76% |
True |
False |
78,533 |
| 20 |
6,847.5 |
6,492.0 |
355.5 |
5.2% |
50.0 |
0.7% |
93% |
True |
False |
84,442 |
| 40 |
6,847.5 |
6,492.0 |
355.5 |
5.2% |
58.5 |
0.9% |
93% |
True |
False |
86,012 |
| 60 |
6,847.5 |
6,492.0 |
355.5 |
5.2% |
54.5 |
0.8% |
93% |
True |
False |
88,426 |
| 80 |
6,847.5 |
6,492.0 |
355.5 |
5.2% |
49.5 |
0.7% |
93% |
True |
False |
66,489 |
| 100 |
6,847.5 |
6,460.0 |
387.5 |
5.7% |
41.0 |
0.6% |
93% |
True |
False |
53,194 |
| 120 |
6,847.5 |
6,397.0 |
450.5 |
6.6% |
35.5 |
0.5% |
94% |
True |
False |
44,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,022.0 |
|
2.618 |
6,955.0 |
|
1.618 |
6,914.0 |
|
1.000 |
6,888.5 |
|
0.618 |
6,873.0 |
|
HIGH |
6,847.5 |
|
0.618 |
6,832.0 |
|
0.500 |
6,827.0 |
|
0.382 |
6,822.0 |
|
LOW |
6,806.5 |
|
0.618 |
6,781.0 |
|
1.000 |
6,765.5 |
|
1.618 |
6,740.0 |
|
2.618 |
6,699.0 |
|
4.250 |
6,632.0 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,827.0 |
6,818.0 |
| PP |
6,825.0 |
6,815.5 |
| S1 |
6,823.0 |
6,812.5 |
|