| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3,167.0 |
3,170.0 |
3.0 |
0.1% |
3,111.0 |
| High |
3,184.0 |
3,219.0 |
35.0 |
1.1% |
3,190.0 |
| Low |
3,153.0 |
3,170.0 |
17.0 |
0.5% |
3,111.0 |
| Close |
3,164.0 |
3,202.0 |
38.0 |
1.2% |
3,151.0 |
| Range |
31.0 |
49.0 |
18.0 |
58.1% |
79.0 |
| ATR |
43.8 |
44.6 |
0.8 |
1.8% |
0.0 |
| Volume |
303,407 |
138,485 |
-164,922 |
-54.4% |
125,270 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,344.0 |
3,322.0 |
3,229.0 |
|
| R3 |
3,295.0 |
3,273.0 |
3,215.5 |
|
| R2 |
3,246.0 |
3,246.0 |
3,211.0 |
|
| R1 |
3,224.0 |
3,224.0 |
3,206.5 |
3,235.0 |
| PP |
3,197.0 |
3,197.0 |
3,197.0 |
3,202.5 |
| S1 |
3,175.0 |
3,175.0 |
3,197.5 |
3,186.0 |
| S2 |
3,148.0 |
3,148.0 |
3,193.0 |
|
| S3 |
3,099.0 |
3,126.0 |
3,188.5 |
|
| S4 |
3,050.0 |
3,077.0 |
3,175.1 |
|
|
| 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 |
3,219.0 |
3,125.0 |
94.0 |
2.9% |
36.6 |
1.1% |
82% |
True |
False |
102,492 |
| 10 |
3,219.0 |
3,051.0 |
168.0 |
5.2% |
38.4 |
1.2% |
90% |
True |
False |
60,913 |
| 20 |
3,219.0 |
2,960.0 |
259.0 |
8.1% |
39.4 |
1.2% |
93% |
True |
False |
38,796 |
| 40 |
3,219.0 |
2,960.0 |
259.0 |
8.1% |
41.7 |
1.3% |
93% |
True |
False |
20,293 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
37.4 |
1.2% |
70% |
False |
False |
13,835 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
10.8% |
33.7 |
1.1% |
70% |
False |
False |
10,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,427.3 |
|
2.618 |
3,347.3 |
|
1.618 |
3,298.3 |
|
1.000 |
3,268.0 |
|
0.618 |
3,249.3 |
|
HIGH |
3,219.0 |
|
0.618 |
3,200.3 |
|
0.500 |
3,194.5 |
|
0.382 |
3,188.7 |
|
LOW |
3,170.0 |
|
0.618 |
3,139.7 |
|
1.000 |
3,121.0 |
|
1.618 |
3,090.7 |
|
2.618 |
3,041.7 |
|
4.250 |
2,961.8 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,199.5 |
3,192.0 |
| PP |
3,197.0 |
3,182.0 |
| S1 |
3,194.5 |
3,172.0 |
|