| 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 |
3,170.0 |
3,196.0 |
26.0 |
0.8% |
3,111.0 |
| High |
3,219.0 |
3,273.0 |
54.0 |
1.7% |
3,190.0 |
| Low |
3,170.0 |
3,187.0 |
17.0 |
0.5% |
3,111.0 |
| Close |
3,202.0 |
3,261.0 |
59.0 |
1.8% |
3,151.0 |
| Range |
49.0 |
86.0 |
37.0 |
75.5% |
79.0 |
| ATR |
44.6 |
47.6 |
3.0 |
6.6% |
0.0 |
| Volume |
138,485 |
101,984 |
-36,501 |
-26.4% |
125,270 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,498.3 |
3,465.7 |
3,308.3 |
|
| R3 |
3,412.3 |
3,379.7 |
3,284.7 |
|
| R2 |
3,326.3 |
3,326.3 |
3,276.8 |
|
| R1 |
3,293.7 |
3,293.7 |
3,268.9 |
3,310.0 |
| PP |
3,240.3 |
3,240.3 |
3,240.3 |
3,248.5 |
| S1 |
3,207.7 |
3,207.7 |
3,253.1 |
3,224.0 |
| S2 |
3,154.3 |
3,154.3 |
3,245.2 |
|
| S3 |
3,068.3 |
3,121.7 |
3,237.4 |
|
| S4 |
2,982.3 |
3,035.7 |
3,213.7 |
|
|
| 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 |
3,273.0 |
3,125.0 |
148.0 |
4.5% |
49.6 |
1.5% |
92% |
True |
False |
117,108 |
| 10 |
3,273.0 |
3,067.0 |
206.0 |
6.3% |
44.2 |
1.4% |
94% |
True |
False |
67,725 |
| 20 |
3,273.0 |
2,960.0 |
313.0 |
9.6% |
41.5 |
1.3% |
96% |
True |
False |
41,521 |
| 40 |
3,273.0 |
2,960.0 |
313.0 |
9.6% |
43.2 |
1.3% |
96% |
True |
False |
22,841 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
10.6% |
38.5 |
1.2% |
87% |
False |
False |
15,510 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
10.6% |
34.6 |
1.1% |
87% |
False |
False |
11,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,638.5 |
|
2.618 |
3,498.1 |
|
1.618 |
3,412.1 |
|
1.000 |
3,359.0 |
|
0.618 |
3,326.1 |
|
HIGH |
3,273.0 |
|
0.618 |
3,240.1 |
|
0.500 |
3,230.0 |
|
0.382 |
3,219.9 |
|
LOW |
3,187.0 |
|
0.618 |
3,133.9 |
|
1.000 |
3,101.0 |
|
1.618 |
3,047.9 |
|
2.618 |
2,961.9 |
|
4.250 |
2,821.5 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,250.7 |
3,245.0 |
| PP |
3,240.3 |
3,229.0 |
| S1 |
3,230.0 |
3,213.0 |
|