| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3,155.0 |
3,167.0 |
12.0 |
0.4% |
3,111.0 |
| High |
3,171.0 |
3,184.0 |
13.0 |
0.4% |
3,190.0 |
| Low |
3,125.0 |
3,153.0 |
28.0 |
0.9% |
3,111.0 |
| Close |
3,151.0 |
3,164.0 |
13.0 |
0.4% |
3,151.0 |
| Range |
46.0 |
31.0 |
-15.0 |
-32.6% |
79.0 |
| ATR |
44.7 |
43.8 |
-0.8 |
-1.9% |
0.0 |
| Volume |
7,296 |
303,407 |
296,111 |
4,058.5% |
125,270 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.0 |
3,243.0 |
3,181.1 |
|
| R3 |
3,229.0 |
3,212.0 |
3,172.5 |
|
| R2 |
3,198.0 |
3,198.0 |
3,169.7 |
|
| R1 |
3,181.0 |
3,181.0 |
3,166.8 |
3,174.0 |
| PP |
3,167.0 |
3,167.0 |
3,167.0 |
3,163.5 |
| S1 |
3,150.0 |
3,150.0 |
3,161.2 |
3,143.0 |
| S2 |
3,136.0 |
3,136.0 |
3,158.3 |
|
| S3 |
3,105.0 |
3,119.0 |
3,155.5 |
|
| S4 |
3,074.0 |
3,088.0 |
3,147.0 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,387.7 |
3,348.3 |
3,194.5 |
|
| R3 |
3,308.7 |
3,269.3 |
3,172.7 |
|
| R2 |
3,229.7 |
3,229.7 |
3,165.5 |
|
| R1 |
3,190.3 |
3,190.3 |
3,158.2 |
3,210.0 |
| PP |
3,150.7 |
3,150.7 |
3,150.7 |
3,160.5 |
| S1 |
3,111.3 |
3,111.3 |
3,143.8 |
3,131.0 |
| S2 |
3,071.7 |
3,071.7 |
3,136.5 |
|
| S3 |
2,992.7 |
3,032.3 |
3,129.3 |
|
| S4 |
2,913.7 |
2,953.3 |
3,107.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,190.0 |
3,125.0 |
65.0 |
2.1% |
35.8 |
1.1% |
60% |
False |
False |
85,512 |
| 10 |
3,190.0 |
3,051.0 |
139.0 |
4.4% |
34.9 |
1.1% |
81% |
False |
False |
53,561 |
| 20 |
3,190.0 |
2,960.0 |
230.0 |
7.3% |
39.9 |
1.3% |
89% |
False |
False |
31,901 |
| 40 |
3,224.0 |
2,960.0 |
264.0 |
8.3% |
42.0 |
1.3% |
77% |
False |
False |
16,834 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
36.8 |
1.2% |
59% |
False |
False |
11,528 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
33.1 |
1.0% |
59% |
False |
False |
8,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,315.8 |
|
2.618 |
3,265.2 |
|
1.618 |
3,234.2 |
|
1.000 |
3,215.0 |
|
0.618 |
3,203.2 |
|
HIGH |
3,184.0 |
|
0.618 |
3,172.2 |
|
0.500 |
3,168.5 |
|
0.382 |
3,164.8 |
|
LOW |
3,153.0 |
|
0.618 |
3,133.8 |
|
1.000 |
3,122.0 |
|
1.618 |
3,102.8 |
|
2.618 |
3,071.8 |
|
4.250 |
3,021.3 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,168.5 |
3,160.8 |
| PP |
3,167.0 |
3,157.7 |
| S1 |
3,165.5 |
3,154.5 |
|