| 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 |
6,844.5 |
6,832.0 |
-12.5 |
-0.2% |
6,790.0 |
| High |
6,856.0 |
6,843.0 |
-13.0 |
-0.2% |
6,875.0 |
| Low |
6,803.0 |
6,748.0 |
-55.0 |
-0.8% |
6,774.5 |
| Close |
6,828.5 |
6,804.5 |
-24.0 |
-0.4% |
6,828.5 |
| Range |
53.0 |
95.0 |
42.0 |
79.2% |
100.5 |
| ATR |
41.4 |
45.2 |
3.8 |
9.2% |
0.0 |
| Volume |
5,757 |
2,697 |
-3,060 |
-53.2% |
31,303 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,083.5 |
7,039.0 |
6,857.0 |
|
| R3 |
6,988.5 |
6,944.0 |
6,830.5 |
|
| R2 |
6,893.5 |
6,893.5 |
6,822.0 |
|
| R1 |
6,849.0 |
6,849.0 |
6,813.0 |
6,824.0 |
| PP |
6,798.5 |
6,798.5 |
6,798.5 |
6,786.0 |
| S1 |
6,754.0 |
6,754.0 |
6,796.0 |
6,729.0 |
| S2 |
6,703.5 |
6,703.5 |
6,787.0 |
|
| S3 |
6,608.5 |
6,659.0 |
6,778.5 |
|
| S4 |
6,513.5 |
6,564.0 |
6,752.0 |
|
|
| 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 |
6,748.0 |
127.0 |
1.9% |
58.0 |
0.9% |
44% |
False |
True |
6,601 |
| 10 |
6,875.0 |
6,748.0 |
127.0 |
1.9% |
43.5 |
0.6% |
44% |
False |
True |
4,081 |
| 20 |
6,875.0 |
6,540.0 |
335.0 |
4.9% |
37.5 |
0.5% |
79% |
False |
False |
2,102 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
32.5 |
0.5% |
83% |
False |
False |
1,068 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
24.0 |
0.4% |
83% |
False |
False |
728 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
19.0 |
0.3% |
83% |
False |
False |
555 |
| 100 |
6,875.0 |
6,412.0 |
463.0 |
6.8% |
15.5 |
0.2% |
85% |
False |
False |
449 |
| 120 |
6,875.0 |
6,381.0 |
494.0 |
7.3% |
12.5 |
0.2% |
86% |
False |
False |
375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,247.0 |
|
2.618 |
7,091.5 |
|
1.618 |
6,996.5 |
|
1.000 |
6,938.0 |
|
0.618 |
6,901.5 |
|
HIGH |
6,843.0 |
|
0.618 |
6,806.5 |
|
0.500 |
6,795.5 |
|
0.382 |
6,784.5 |
|
LOW |
6,748.0 |
|
0.618 |
6,689.5 |
|
1.000 |
6,653.0 |
|
1.618 |
6,594.5 |
|
2.618 |
6,499.5 |
|
4.250 |
6,344.0 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,801.5 |
6,811.5 |
| PP |
6,798.5 |
6,809.0 |
| S1 |
6,795.5 |
6,807.0 |
|