| 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 |
1,266.7 |
1,269.8 |
3.1 |
0.2% |
1,280.8 |
| High |
1,272.4 |
1,279.2 |
6.8 |
0.5% |
1,297.6 |
| Low |
1,261.9 |
1,261.3 |
-0.6 |
0.0% |
1,275.0 |
| Close |
1,270.3 |
1,266.5 |
-3.8 |
-0.3% |
1,287.4 |
| Range |
10.5 |
17.9 |
7.4 |
70.5% |
22.6 |
| ATR |
13.8 |
14.1 |
0.3 |
2.1% |
0.0 |
| Volume |
107,908 |
151,579 |
43,671 |
40.5% |
411,356 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.7 |
1,312.5 |
1,276.3 |
|
| R3 |
1,304.8 |
1,294.6 |
1,271.4 |
|
| R2 |
1,286.9 |
1,286.9 |
1,269.8 |
|
| R1 |
1,276.7 |
1,276.7 |
1,268.1 |
1,272.9 |
| PP |
1,269.0 |
1,269.0 |
1,269.0 |
1,267.1 |
| S1 |
1,258.8 |
1,258.8 |
1,264.9 |
1,255.0 |
| S2 |
1,251.1 |
1,251.1 |
1,263.2 |
|
| S3 |
1,233.2 |
1,240.9 |
1,261.6 |
|
| S4 |
1,215.3 |
1,223.0 |
1,256.7 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.5 |
1,343.5 |
1,299.8 |
|
| R3 |
1,331.9 |
1,320.9 |
1,293.6 |
|
| R2 |
1,309.3 |
1,309.3 |
1,291.5 |
|
| R1 |
1,298.3 |
1,298.3 |
1,289.5 |
1,303.8 |
| PP |
1,286.7 |
1,286.7 |
1,286.7 |
1,289.4 |
| S1 |
1,275.7 |
1,275.7 |
1,285.3 |
1,281.2 |
| S2 |
1,264.1 |
1,264.1 |
1,283.3 |
|
| S3 |
1,241.5 |
1,253.1 |
1,281.2 |
|
| S4 |
1,218.9 |
1,230.5 |
1,275.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.6 |
1,261.3 |
36.3 |
2.9% |
15.8 |
1.3% |
14% |
False |
True |
127,324 |
| 10 |
1,297.6 |
1,261.3 |
36.3 |
2.9% |
13.7 |
1.1% |
14% |
False |
True |
109,850 |
| 20 |
1,324.3 |
1,261.3 |
63.0 |
5.0% |
13.1 |
1.0% |
8% |
False |
True |
108,108 |
| 40 |
1,347.5 |
1,261.3 |
86.2 |
6.8% |
14.6 |
1.2% |
6% |
False |
True |
85,364 |
| 60 |
1,347.5 |
1,259.6 |
87.9 |
6.9% |
14.3 |
1.1% |
8% |
False |
False |
59,236 |
| 80 |
1,347.5 |
1,241.7 |
105.8 |
8.4% |
13.7 |
1.1% |
23% |
False |
False |
45,073 |
| 100 |
1,347.5 |
1,241.7 |
105.8 |
8.4% |
14.2 |
1.1% |
23% |
False |
False |
36,452 |
| 120 |
1,390.8 |
1,241.7 |
149.1 |
11.8% |
14.3 |
1.1% |
17% |
False |
False |
30,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.3 |
|
2.618 |
1,326.1 |
|
1.618 |
1,308.2 |
|
1.000 |
1,297.1 |
|
0.618 |
1,290.3 |
|
HIGH |
1,279.2 |
|
0.618 |
1,272.4 |
|
0.500 |
1,270.3 |
|
0.382 |
1,268.1 |
|
LOW |
1,261.3 |
|
0.618 |
1,250.2 |
|
1.000 |
1,243.4 |
|
1.618 |
1,232.3 |
|
2.618 |
1,214.4 |
|
4.250 |
1,185.2 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.3 |
1,276.1 |
| PP |
1,269.0 |
1,272.9 |
| S1 |
1,267.8 |
1,269.7 |
|