| 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 |
9,517.5 |
9,622.5 |
105.0 |
1.1% |
9,410.5 |
| High |
9,678.5 |
9,738.0 |
59.5 |
0.6% |
9,606.0 |
| Low |
9,517.5 |
9,542.0 |
24.5 |
0.3% |
9,377.0 |
| Close |
9,621.5 |
9,729.5 |
108.0 |
1.1% |
9,445.0 |
| Range |
161.0 |
196.0 |
35.0 |
21.7% |
229.0 |
| ATR |
139.6 |
143.6 |
4.0 |
2.9% |
0.0 |
| Volume |
14,132 |
1,864 |
-12,268 |
-86.8% |
6,358 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,257.8 |
10,189.7 |
9,837.3 |
|
| R3 |
10,061.8 |
9,993.7 |
9,783.4 |
|
| R2 |
9,865.8 |
9,865.8 |
9,765.4 |
|
| R1 |
9,797.7 |
9,797.7 |
9,747.5 |
9,831.8 |
| PP |
9,669.8 |
9,669.8 |
9,669.8 |
9,686.9 |
| S1 |
9,601.7 |
9,601.7 |
9,711.5 |
9,635.8 |
| S2 |
9,473.8 |
9,473.8 |
9,693.6 |
|
| S3 |
9,277.8 |
9,405.7 |
9,675.6 |
|
| S4 |
9,081.8 |
9,209.7 |
9,621.7 |
|
|
| 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 |
9,738.0 |
9,377.0 |
361.0 |
3.7% |
148.7 |
1.5% |
98% |
True |
False |
4,501 |
| 10 |
9,738.0 |
9,289.5 |
448.5 |
4.6% |
128.0 |
1.3% |
98% |
True |
False |
2,829 |
| 20 |
9,738.0 |
8,913.0 |
825.0 |
8.5% |
129.9 |
1.3% |
99% |
True |
False |
1,643 |
| 40 |
9,881.5 |
8,913.0 |
968.5 |
10.0% |
132.0 |
1.4% |
84% |
False |
False |
970 |
| 60 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
114.3 |
1.2% |
71% |
False |
False |
703 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
100.2 |
1.0% |
71% |
False |
False |
545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,571.0 |
|
2.618 |
10,251.1 |
|
1.618 |
10,055.1 |
|
1.000 |
9,934.0 |
|
0.618 |
9,859.1 |
|
HIGH |
9,738.0 |
|
0.618 |
9,663.1 |
|
0.500 |
9,640.0 |
|
0.382 |
9,616.9 |
|
LOW |
9,542.0 |
|
0.618 |
9,420.9 |
|
1.000 |
9,346.0 |
|
1.618 |
9,224.9 |
|
2.618 |
9,028.9 |
|
4.250 |
8,709.0 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,699.7 |
9,688.0 |
| PP |
9,669.8 |
9,646.5 |
| S1 |
9,640.0 |
9,605.0 |
|