| 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 |
6,868.0 |
6,884.0 |
16.0 |
0.2% |
6,818.5 |
| High |
6,907.5 |
6,884.5 |
-23.0 |
-0.3% |
6,907.5 |
| Low |
6,858.0 |
6,828.5 |
-29.5 |
-0.4% |
6,793.5 |
| Close |
6,878.0 |
6,854.5 |
-23.5 |
-0.3% |
6,854.5 |
| Range |
49.5 |
56.0 |
6.5 |
13.1% |
114.0 |
| ATR |
53.5 |
53.7 |
0.2 |
0.3% |
0.0 |
| Volume |
111,479 |
136,072 |
24,593 |
22.1% |
578,030 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,024.0 |
6,995.0 |
6,885.5 |
|
| R3 |
6,968.0 |
6,939.0 |
6,870.0 |
|
| R2 |
6,912.0 |
6,912.0 |
6,865.0 |
|
| R1 |
6,883.0 |
6,883.0 |
6,859.5 |
6,869.5 |
| PP |
6,856.0 |
6,856.0 |
6,856.0 |
6,849.0 |
| S1 |
6,827.0 |
6,827.0 |
6,849.5 |
6,813.5 |
| S2 |
6,800.0 |
6,800.0 |
6,844.0 |
|
| S3 |
6,744.0 |
6,771.0 |
6,839.0 |
|
| S4 |
6,688.0 |
6,715.0 |
6,823.5 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,194.0 |
7,138.0 |
6,917.0 |
|
| R3 |
7,080.0 |
7,024.0 |
6,886.0 |
|
| R2 |
6,966.0 |
6,966.0 |
6,875.5 |
|
| R1 |
6,910.0 |
6,910.0 |
6,865.0 |
6,938.0 |
| PP |
6,852.0 |
6,852.0 |
6,852.0 |
6,866.0 |
| S1 |
6,796.0 |
6,796.0 |
6,844.0 |
6,824.0 |
| S2 |
6,738.0 |
6,738.0 |
6,833.5 |
|
| S3 |
6,624.0 |
6,682.0 |
6,823.0 |
|
| S4 |
6,510.0 |
6,568.0 |
6,792.0 |
|
|
| 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 |
6,793.5 |
114.0 |
1.7% |
50.5 |
0.7% |
54% |
False |
False |
115,606 |
| 10 |
6,907.5 |
6,740.0 |
167.5 |
2.4% |
45.0 |
0.7% |
68% |
False |
False |
95,762 |
| 20 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
48.0 |
0.7% |
87% |
False |
False |
86,858 |
| 40 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
56.5 |
0.8% |
87% |
False |
False |
88,852 |
| 60 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
55.5 |
0.8% |
87% |
False |
False |
93,168 |
| 80 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
50.5 |
0.7% |
87% |
False |
False |
71,240 |
| 100 |
6,907.5 |
6,467.0 |
440.5 |
6.4% |
43.0 |
0.6% |
88% |
False |
False |
56,999 |
| 120 |
6,907.5 |
6,397.0 |
510.5 |
7.4% |
37.0 |
0.5% |
90% |
False |
False |
47,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,122.5 |
|
2.618 |
7,031.0 |
|
1.618 |
6,975.0 |
|
1.000 |
6,940.5 |
|
0.618 |
6,919.0 |
|
HIGH |
6,884.5 |
|
0.618 |
6,863.0 |
|
0.500 |
6,856.5 |
|
0.382 |
6,850.0 |
|
LOW |
6,828.5 |
|
0.618 |
6,794.0 |
|
1.000 |
6,772.5 |
|
1.618 |
6,738.0 |
|
2.618 |
6,682.0 |
|
4.250 |
6,590.5 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,856.5 |
6,866.0 |
| PP |
6,856.0 |
6,862.5 |
| S1 |
6,855.0 |
6,858.5 |
|