| 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 |
6,828.0 |
6,868.0 |
40.0 |
0.6% |
6,793.0 |
| High |
6,901.0 |
6,907.5 |
6.5 |
0.1% |
6,828.5 |
| Low |
6,825.0 |
6,858.0 |
33.0 |
0.5% |
6,775.5 |
| Close |
6,876.0 |
6,878.0 |
2.0 |
0.0% |
6,801.5 |
| Range |
76.0 |
49.5 |
-26.5 |
-34.9% |
53.0 |
| ATR |
53.8 |
53.5 |
-0.3 |
-0.6% |
0.0 |
| Volume |
132,997 |
111,479 |
-21,518 |
-16.2% |
301,410 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,029.5 |
7,003.5 |
6,905.0 |
|
| R3 |
6,980.0 |
6,954.0 |
6,891.5 |
|
| R2 |
6,930.5 |
6,930.5 |
6,887.0 |
|
| R1 |
6,904.5 |
6,904.5 |
6,882.5 |
6,917.5 |
| PP |
6,881.0 |
6,881.0 |
6,881.0 |
6,888.0 |
| S1 |
6,855.0 |
6,855.0 |
6,873.5 |
6,868.0 |
| S2 |
6,831.5 |
6,831.5 |
6,869.0 |
|
| S3 |
6,782.0 |
6,805.5 |
6,864.5 |
|
| S4 |
6,732.5 |
6,756.0 |
6,851.0 |
|
|
| 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 |
6,907.5 |
6,777.5 |
130.0 |
1.9% |
49.5 |
0.7% |
77% |
True |
False |
97,316 |
| 10 |
6,907.5 |
6,740.0 |
167.5 |
2.4% |
42.5 |
0.6% |
82% |
True |
False |
89,311 |
| 20 |
6,907.5 |
6,492.0 |
415.5 |
6.0% |
49.0 |
0.7% |
93% |
True |
False |
85,486 |
| 40 |
6,907.5 |
6,492.0 |
415.5 |
6.0% |
57.5 |
0.8% |
93% |
True |
False |
87,255 |
| 60 |
6,907.5 |
6,492.0 |
415.5 |
6.0% |
55.5 |
0.8% |
93% |
True |
False |
91,748 |
| 80 |
6,907.5 |
6,492.0 |
415.5 |
6.0% |
50.0 |
0.7% |
93% |
True |
False |
69,541 |
| 100 |
6,907.5 |
6,460.0 |
447.5 |
6.5% |
42.5 |
0.6% |
93% |
True |
False |
55,638 |
| 120 |
6,907.5 |
6,397.0 |
510.5 |
7.4% |
36.5 |
0.5% |
94% |
True |
False |
46,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,118.0 |
|
2.618 |
7,037.0 |
|
1.618 |
6,987.5 |
|
1.000 |
6,957.0 |
|
0.618 |
6,938.0 |
|
HIGH |
6,907.5 |
|
0.618 |
6,888.5 |
|
0.500 |
6,883.0 |
|
0.382 |
6,877.0 |
|
LOW |
6,858.0 |
|
0.618 |
6,827.5 |
|
1.000 |
6,808.5 |
|
1.618 |
6,778.0 |
|
2.618 |
6,728.5 |
|
4.250 |
6,647.5 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,883.0 |
6,871.0 |
| PP |
6,881.0 |
6,864.0 |
| S1 |
6,879.5 |
6,857.0 |
|