| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,699.5 |
9,782.0 |
82.5 |
0.9% |
9,500.5 |
| High |
9,790.0 |
9,782.0 |
-8.0 |
-0.1% |
9,790.0 |
| Low |
9,694.5 |
9,719.5 |
25.0 |
0.3% |
9,472.0 |
| Close |
9,753.5 |
9,755.0 |
1.5 |
0.0% |
9,753.5 |
| Range |
95.5 |
62.5 |
-33.0 |
-34.6% |
318.0 |
| ATR |
140.2 |
134.6 |
-5.5 |
-4.0% |
0.0 |
| Volume |
1,898 |
7,981 |
6,083 |
320.5% |
23,325 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,939.7 |
9,909.8 |
9,789.4 |
|
| R3 |
9,877.2 |
9,847.3 |
9,772.2 |
|
| R2 |
9,814.7 |
9,814.7 |
9,766.5 |
|
| R1 |
9,784.8 |
9,784.8 |
9,760.7 |
9,768.5 |
| PP |
9,752.2 |
9,752.2 |
9,752.2 |
9,744.0 |
| S1 |
9,722.3 |
9,722.3 |
9,749.3 |
9,706.0 |
| S2 |
9,689.7 |
9,689.7 |
9,743.5 |
|
| S3 |
9,627.2 |
9,659.8 |
9,737.8 |
|
| S4 |
9,564.7 |
9,597.3 |
9,720.6 |
|
|
| 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 |
9,472.0 |
318.0 |
3.3% |
124.6 |
1.3% |
89% |
False |
False |
6,261 |
| 10 |
9,790.0 |
9,377.0 |
413.0 |
4.2% |
119.8 |
1.2% |
92% |
False |
False |
3,766 |
| 20 |
9,790.0 |
9,050.0 |
740.0 |
7.6% |
118.8 |
1.2% |
95% |
False |
False |
2,093 |
| 40 |
9,881.5 |
8,913.0 |
968.5 |
9.9% |
129.1 |
1.3% |
87% |
False |
False |
1,199 |
| 60 |
10,057.5 |
8,913.0 |
1,144.5 |
11.7% |
115.1 |
1.2% |
74% |
False |
False |
865 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.7% |
100.2 |
1.0% |
74% |
False |
False |
667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,047.6 |
|
2.618 |
9,945.6 |
|
1.618 |
9,883.1 |
|
1.000 |
9,844.5 |
|
0.618 |
9,820.6 |
|
HIGH |
9,782.0 |
|
0.618 |
9,758.1 |
|
0.500 |
9,750.8 |
|
0.382 |
9,743.4 |
|
LOW |
9,719.5 |
|
0.618 |
9,680.9 |
|
1.000 |
9,657.0 |
|
1.618 |
9,618.4 |
|
2.618 |
9,555.9 |
|
4.250 |
9,453.9 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,753.6 |
9,725.3 |
| PP |
9,752.2 |
9,695.7 |
| S1 |
9,750.8 |
9,666.0 |
|