| 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 |
9,500.5 |
9,517.5 |
17.0 |
0.2% |
9,410.5 |
| High |
9,580.0 |
9,678.5 |
98.5 |
1.0% |
9,606.0 |
| Low |
9,472.0 |
9,517.5 |
45.5 |
0.5% |
9,377.0 |
| Close |
9,509.5 |
9,621.5 |
112.0 |
1.2% |
9,445.0 |
| Range |
108.0 |
161.0 |
53.0 |
49.1% |
229.0 |
| ATR |
137.3 |
139.6 |
2.3 |
1.6% |
0.0 |
| Volume |
5,431 |
14,132 |
8,701 |
160.2% |
6,358 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,088.8 |
10,016.2 |
9,710.1 |
|
| R3 |
9,927.8 |
9,855.2 |
9,665.8 |
|
| R2 |
9,766.8 |
9,766.8 |
9,651.0 |
|
| R1 |
9,694.2 |
9,694.2 |
9,636.3 |
9,730.5 |
| PP |
9,605.8 |
9,605.8 |
9,605.8 |
9,624.0 |
| S1 |
9,533.2 |
9,533.2 |
9,606.7 |
9,569.5 |
| S2 |
9,444.8 |
9,444.8 |
9,592.0 |
|
| S3 |
9,283.8 |
9,372.2 |
9,577.2 |
|
| S4 |
9,122.8 |
9,211.2 |
9,533.0 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,163.0 |
10,033.0 |
9,571.0 |
|
| R3 |
9,934.0 |
9,804.0 |
9,508.0 |
|
| R2 |
9,705.0 |
9,705.0 |
9,487.0 |
|
| R1 |
9,575.0 |
9,575.0 |
9,466.0 |
9,640.0 |
| PP |
9,476.0 |
9,476.0 |
9,476.0 |
9,508.5 |
| S1 |
9,346.0 |
9,346.0 |
9,424.0 |
9,411.0 |
| S2 |
9,247.0 |
9,247.0 |
9,403.0 |
|
| S3 |
9,018.0 |
9,117.0 |
9,382.0 |
|
| S4 |
8,789.0 |
8,888.0 |
9,319.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,678.5 |
9,377.0 |
301.5 |
3.1% |
119.1 |
1.2% |
81% |
True |
False |
4,839 |
| 10 |
9,678.5 |
9,260.5 |
418.0 |
4.3% |
116.7 |
1.2% |
86% |
True |
False |
2,694 |
| 20 |
9,678.5 |
8,913.0 |
765.5 |
8.0% |
126.1 |
1.3% |
93% |
True |
False |
1,569 |
| 40 |
9,881.5 |
8,913.0 |
968.5 |
10.1% |
129.0 |
1.3% |
73% |
False |
False |
928 |
| 60 |
10,057.5 |
8,913.0 |
1,144.5 |
11.9% |
112.3 |
1.2% |
62% |
False |
False |
672 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.9% |
98.0 |
1.0% |
62% |
False |
False |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,362.8 |
|
2.618 |
10,100.0 |
|
1.618 |
9,939.0 |
|
1.000 |
9,839.5 |
|
0.618 |
9,778.0 |
|
HIGH |
9,678.5 |
|
0.618 |
9,617.0 |
|
0.500 |
9,598.0 |
|
0.382 |
9,579.0 |
|
LOW |
9,517.5 |
|
0.618 |
9,418.0 |
|
1.000 |
9,356.5 |
|
1.618 |
9,257.0 |
|
2.618 |
9,096.0 |
|
4.250 |
8,833.3 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,613.7 |
9,590.3 |
| PP |
9,605.8 |
9,559.0 |
| S1 |
9,598.0 |
9,527.8 |
|