| 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 |
6,800.0 |
6,812.0 |
12.0 |
0.2% |
6,769.0 |
| High |
6,820.0 |
6,873.0 |
53.0 |
0.8% |
6,800.0 |
| Low |
6,780.0 |
6,812.0 |
32.0 |
0.5% |
6,752.5 |
| Close |
6,794.5 |
6,849.0 |
54.5 |
0.8% |
6,775.0 |
| Range |
40.0 |
61.0 |
21.0 |
52.5% |
47.5 |
| ATR |
37.5 |
40.4 |
2.9 |
7.8% |
0.0 |
| Volume |
4,713 |
16,138 |
11,425 |
242.4% |
6,812 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,027.5 |
6,999.5 |
6,882.5 |
|
| R3 |
6,966.5 |
6,938.5 |
6,866.0 |
|
| R2 |
6,905.5 |
6,905.5 |
6,860.0 |
|
| R1 |
6,877.5 |
6,877.5 |
6,854.5 |
6,891.5 |
| PP |
6,844.5 |
6,844.5 |
6,844.5 |
6,852.0 |
| S1 |
6,816.5 |
6,816.5 |
6,843.5 |
6,830.5 |
| S2 |
6,783.5 |
6,783.5 |
6,838.0 |
|
| S3 |
6,722.5 |
6,755.5 |
6,832.0 |
|
| S4 |
6,661.5 |
6,694.5 |
6,815.5 |
|
|
| 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 |
6,873.0 |
6,756.0 |
117.0 |
1.7% |
38.0 |
0.6% |
79% |
True |
False |
5,374 |
| 10 |
6,873.0 |
6,714.5 |
158.5 |
2.3% |
33.0 |
0.5% |
85% |
True |
False |
2,960 |
| 20 |
6,873.0 |
6,466.0 |
407.0 |
5.9% |
34.0 |
0.5% |
94% |
True |
False |
1,495 |
| 40 |
6,873.0 |
6,466.0 |
407.0 |
5.9% |
29.5 |
0.4% |
94% |
True |
False |
767 |
| 60 |
6,873.0 |
6,466.0 |
407.0 |
5.9% |
21.5 |
0.3% |
94% |
True |
False |
530 |
| 80 |
6,873.0 |
6,466.0 |
407.0 |
5.9% |
16.5 |
0.2% |
94% |
True |
False |
406 |
| 100 |
6,873.0 |
6,412.0 |
461.0 |
6.7% |
13.5 |
0.2% |
95% |
True |
False |
327 |
| 120 |
6,873.0 |
6,381.0 |
492.0 |
7.2% |
11.0 |
0.2% |
95% |
True |
False |
274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,132.0 |
|
2.618 |
7,032.5 |
|
1.618 |
6,971.5 |
|
1.000 |
6,934.0 |
|
0.618 |
6,910.5 |
|
HIGH |
6,873.0 |
|
0.618 |
6,849.5 |
|
0.500 |
6,842.5 |
|
0.382 |
6,835.5 |
|
LOW |
6,812.0 |
|
0.618 |
6,774.5 |
|
1.000 |
6,751.0 |
|
1.618 |
6,713.5 |
|
2.618 |
6,652.5 |
|
4.250 |
6,553.0 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,847.0 |
6,840.5 |
| PP |
6,844.5 |
6,832.0 |
| S1 |
6,842.5 |
6,824.0 |
|