| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,622.5 |
9,699.5 |
77.0 |
0.8% |
9,500.5 |
| High |
9,738.0 |
9,790.0 |
52.0 |
0.5% |
9,790.0 |
| Low |
9,542.0 |
9,694.5 |
152.5 |
1.6% |
9,472.0 |
| Close |
9,729.5 |
9,753.5 |
24.0 |
0.2% |
9,753.5 |
| Range |
196.0 |
95.5 |
-100.5 |
-51.3% |
318.0 |
| ATR |
143.6 |
140.2 |
-3.4 |
-2.4% |
0.0 |
| Volume |
1,864 |
1,898 |
34 |
1.8% |
23,325 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,032.5 |
9,988.5 |
9,806.0 |
|
| R3 |
9,937.0 |
9,893.0 |
9,779.8 |
|
| R2 |
9,841.5 |
9,841.5 |
9,771.0 |
|
| R1 |
9,797.5 |
9,797.5 |
9,762.3 |
9,819.5 |
| PP |
9,746.0 |
9,746.0 |
9,746.0 |
9,757.0 |
| S1 |
9,702.0 |
9,702.0 |
9,744.7 |
9,724.0 |
| S2 |
9,650.5 |
9,650.5 |
9,736.0 |
|
| S3 |
9,555.0 |
9,606.5 |
9,727.2 |
|
| S4 |
9,459.5 |
9,511.0 |
9,701.0 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,625.8 |
10,507.7 |
9,928.4 |
|
| R3 |
10,307.8 |
10,189.7 |
9,841.0 |
|
| R2 |
9,989.8 |
9,989.8 |
9,811.8 |
|
| R1 |
9,871.7 |
9,871.7 |
9,782.7 |
9,930.8 |
| PP |
9,671.8 |
9,671.8 |
9,671.8 |
9,701.4 |
| S1 |
9,553.7 |
9,553.7 |
9,724.4 |
9,612.8 |
| S2 |
9,353.8 |
9,353.8 |
9,695.2 |
|
| S3 |
9,035.8 |
9,235.7 |
9,666.1 |
|
| S4 |
8,717.8 |
8,917.7 |
9,578.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,790.0 |
9,377.0 |
413.0 |
4.2% |
140.8 |
1.4% |
91% |
True |
False |
4,725 |
| 10 |
9,790.0 |
9,301.0 |
489.0 |
5.0% |
125.3 |
1.3% |
93% |
True |
False |
2,989 |
| 20 |
9,790.0 |
8,913.0 |
877.0 |
9.0% |
125.0 |
1.3% |
96% |
True |
False |
1,718 |
| 40 |
9,881.5 |
8,913.0 |
968.5 |
9.9% |
129.5 |
1.3% |
87% |
False |
False |
1,003 |
| 60 |
10,057.5 |
8,913.0 |
1,144.5 |
11.7% |
115.4 |
1.2% |
73% |
False |
False |
734 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.7% |
100.1 |
1.0% |
73% |
False |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,195.9 |
|
2.618 |
10,040.0 |
|
1.618 |
9,944.5 |
|
1.000 |
9,885.5 |
|
0.618 |
9,849.0 |
|
HIGH |
9,790.0 |
|
0.618 |
9,753.5 |
|
0.500 |
9,742.3 |
|
0.382 |
9,731.0 |
|
LOW |
9,694.5 |
|
0.618 |
9,635.5 |
|
1.000 |
9,599.0 |
|
1.618 |
9,540.0 |
|
2.618 |
9,444.5 |
|
4.250 |
9,288.6 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,749.8 |
9,720.3 |
| PP |
9,746.0 |
9,687.0 |
| S1 |
9,742.3 |
9,653.8 |
|