| 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 |
6,847.5 |
6,844.5 |
-3.0 |
0.0% |
6,790.0 |
| High |
6,875.0 |
6,856.0 |
-19.0 |
-0.3% |
6,875.0 |
| Low |
6,833.5 |
6,803.0 |
-30.5 |
-0.4% |
6,774.5 |
| Close |
6,852.0 |
6,828.5 |
-23.5 |
-0.3% |
6,828.5 |
| Range |
41.5 |
53.0 |
11.5 |
27.7% |
100.5 |
| ATR |
40.5 |
41.4 |
0.9 |
2.2% |
0.0 |
| Volume |
3,704 |
5,757 |
2,053 |
55.4% |
31,303 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,988.0 |
6,961.5 |
6,857.5 |
|
| R3 |
6,935.0 |
6,908.5 |
6,843.0 |
|
| R2 |
6,882.0 |
6,882.0 |
6,838.0 |
|
| R1 |
6,855.5 |
6,855.5 |
6,833.5 |
6,842.0 |
| PP |
6,829.0 |
6,829.0 |
6,829.0 |
6,822.5 |
| S1 |
6,802.5 |
6,802.5 |
6,823.5 |
6,789.0 |
| S2 |
6,776.0 |
6,776.0 |
6,819.0 |
|
| S3 |
6,723.0 |
6,749.5 |
6,814.0 |
|
| S4 |
6,670.0 |
6,696.5 |
6,799.5 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,127.5 |
7,078.5 |
6,884.0 |
|
| R3 |
7,027.0 |
6,978.0 |
6,856.0 |
|
| R2 |
6,926.5 |
6,926.5 |
6,847.0 |
|
| R1 |
6,877.5 |
6,877.5 |
6,837.5 |
6,902.0 |
| PP |
6,826.0 |
6,826.0 |
6,826.0 |
6,838.0 |
| S1 |
6,777.0 |
6,777.0 |
6,819.5 |
6,801.5 |
| S2 |
6,725.5 |
6,725.5 |
6,810.0 |
|
| S3 |
6,625.0 |
6,676.5 |
6,801.0 |
|
| S4 |
6,524.5 |
6,576.0 |
6,773.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,875.0 |
6,774.5 |
100.5 |
1.5% |
43.0 |
0.6% |
54% |
False |
False |
6,260 |
| 10 |
6,875.0 |
6,715.0 |
160.0 |
2.3% |
37.0 |
0.5% |
71% |
False |
False |
3,821 |
| 20 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
35.0 |
0.5% |
89% |
False |
False |
1,967 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
30.5 |
0.4% |
89% |
False |
False |
1,002 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
23.0 |
0.3% |
89% |
False |
False |
688 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
18.0 |
0.3% |
89% |
False |
False |
522 |
| 100 |
6,875.0 |
6,412.0 |
463.0 |
6.8% |
14.5 |
0.2% |
90% |
False |
False |
422 |
| 120 |
6,875.0 |
6,381.0 |
494.0 |
7.2% |
12.0 |
0.2% |
91% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,081.0 |
|
2.618 |
6,995.0 |
|
1.618 |
6,942.0 |
|
1.000 |
6,909.0 |
|
0.618 |
6,889.0 |
|
HIGH |
6,856.0 |
|
0.618 |
6,836.0 |
|
0.500 |
6,829.5 |
|
0.382 |
6,823.0 |
|
LOW |
6,803.0 |
|
0.618 |
6,770.0 |
|
1.000 |
6,750.0 |
|
1.618 |
6,717.0 |
|
2.618 |
6,664.0 |
|
4.250 |
6,578.0 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,829.5 |
6,839.0 |
| PP |
6,829.0 |
6,835.5 |
| S1 |
6,829.0 |
6,832.0 |
|