| Trading Metrics calculated at close of trading on 01-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
01-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,781.0 |
6,790.0 |
9.0 |
0.1% |
6,769.0 |
| High |
6,800.0 |
6,795.0 |
-5.0 |
-0.1% |
6,800.0 |
| Low |
6,756.0 |
6,774.5 |
18.5 |
0.3% |
6,752.5 |
| Close |
6,775.0 |
6,791.5 |
16.5 |
0.2% |
6,775.0 |
| Range |
44.0 |
20.5 |
-23.5 |
-53.4% |
47.5 |
| ATR |
38.6 |
37.3 |
-1.3 |
-3.4% |
0.0 |
| Volume |
287 |
991 |
704 |
245.3% |
6,812 |
|
| Daily Pivots for day following 01-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,848.5 |
6,840.5 |
6,803.0 |
|
| R3 |
6,828.0 |
6,820.0 |
6,797.0 |
|
| R2 |
6,807.5 |
6,807.5 |
6,795.5 |
|
| R1 |
6,799.5 |
6,799.5 |
6,793.5 |
6,803.5 |
| PP |
6,787.0 |
6,787.0 |
6,787.0 |
6,789.0 |
| S1 |
6,779.0 |
6,779.0 |
6,789.5 |
6,783.0 |
| S2 |
6,766.5 |
6,766.5 |
6,787.5 |
|
| S3 |
6,746.0 |
6,758.5 |
6,786.0 |
|
| S4 |
6,725.5 |
6,738.0 |
6,780.0 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.5 |
6,894.0 |
6,801.0 |
|
| R3 |
6,871.0 |
6,846.5 |
6,788.0 |
|
| R2 |
6,823.5 |
6,823.5 |
6,783.5 |
|
| R1 |
6,799.0 |
6,799.0 |
6,779.5 |
6,811.0 |
| PP |
6,776.0 |
6,776.0 |
6,776.0 |
6,782.0 |
| S1 |
6,751.5 |
6,751.5 |
6,770.5 |
6,764.0 |
| S2 |
6,728.5 |
6,728.5 |
6,766.5 |
|
| S3 |
6,681.0 |
6,704.0 |
6,762.0 |
|
| S4 |
6,633.5 |
6,656.5 |
6,749.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,800.0 |
6,752.5 |
47.5 |
0.7% |
28.5 |
0.4% |
82% |
False |
False |
1,560 |
| 10 |
6,800.0 |
6,687.5 |
112.5 |
1.7% |
28.5 |
0.4% |
92% |
False |
False |
888 |
| 20 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
29.5 |
0.4% |
97% |
False |
False |
454 |
| 40 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
28.0 |
0.4% |
97% |
False |
False |
247 |
| 60 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
20.0 |
0.3% |
97% |
False |
False |
183 |
| 80 |
6,800.0 |
6,466.0 |
334.0 |
4.9% |
15.5 |
0.2% |
97% |
False |
False |
146 |
| 100 |
6,800.0 |
6,412.0 |
388.0 |
5.7% |
12.5 |
0.2% |
98% |
False |
False |
119 |
| 120 |
6,800.0 |
6,381.0 |
419.0 |
6.2% |
10.5 |
0.2% |
98% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,882.0 |
|
2.618 |
6,848.5 |
|
1.618 |
6,828.0 |
|
1.000 |
6,815.5 |
|
0.618 |
6,807.5 |
|
HIGH |
6,795.0 |
|
0.618 |
6,787.0 |
|
0.500 |
6,785.0 |
|
0.382 |
6,782.5 |
|
LOW |
6,774.5 |
|
0.618 |
6,762.0 |
|
1.000 |
6,754.0 |
|
1.618 |
6,741.5 |
|
2.618 |
6,721.0 |
|
4.250 |
6,687.5 |
|
|
| Fisher Pivots for day following 01-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,789.0 |
6,787.0 |
| PP |
6,787.0 |
6,782.5 |
| S1 |
6,785.0 |
6,778.0 |
|