| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,832.0 |
6,797.0 |
-35.0 |
-0.5% |
6,790.0 |
| High |
6,843.0 |
6,820.0 |
-23.0 |
-0.3% |
6,875.0 |
| Low |
6,748.0 |
6,786.5 |
38.5 |
0.6% |
6,774.5 |
| Close |
6,804.5 |
6,801.0 |
-3.5 |
-0.1% |
6,828.5 |
| Range |
95.0 |
33.5 |
-61.5 |
-64.7% |
100.5 |
| ATR |
45.2 |
44.4 |
-0.8 |
-1.9% |
0.0 |
| Volume |
2,697 |
23,706 |
21,009 |
779.0% |
31,303 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,903.0 |
6,885.5 |
6,819.5 |
|
| R3 |
6,869.5 |
6,852.0 |
6,810.0 |
|
| R2 |
6,836.0 |
6,836.0 |
6,807.0 |
|
| R1 |
6,818.5 |
6,818.5 |
6,804.0 |
6,827.0 |
| PP |
6,802.5 |
6,802.5 |
6,802.5 |
6,807.0 |
| S1 |
6,785.0 |
6,785.0 |
6,798.0 |
6,794.0 |
| S2 |
6,769.0 |
6,769.0 |
6,795.0 |
|
| S3 |
6,735.5 |
6,751.5 |
6,792.0 |
|
| S4 |
6,702.0 |
6,718.0 |
6,782.5 |
|
|
| 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 |
6,748.0 |
127.0 |
1.9% |
57.0 |
0.8% |
42% |
False |
False |
10,400 |
| 10 |
6,875.0 |
6,748.0 |
127.0 |
1.9% |
43.0 |
0.6% |
42% |
False |
False |
6,420 |
| 20 |
6,875.0 |
6,553.0 |
322.0 |
4.7% |
37.0 |
0.5% |
77% |
False |
False |
3,286 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
33.0 |
0.5% |
82% |
False |
False |
1,661 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
24.5 |
0.4% |
82% |
False |
False |
1,119 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
19.5 |
0.3% |
82% |
False |
False |
850 |
| 100 |
6,875.0 |
6,449.0 |
426.0 |
6.3% |
15.5 |
0.2% |
83% |
False |
False |
686 |
| 120 |
6,875.0 |
6,381.0 |
494.0 |
7.3% |
13.0 |
0.2% |
85% |
False |
False |
573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,962.5 |
|
2.618 |
6,907.5 |
|
1.618 |
6,874.0 |
|
1.000 |
6,853.5 |
|
0.618 |
6,840.5 |
|
HIGH |
6,820.0 |
|
0.618 |
6,807.0 |
|
0.500 |
6,803.0 |
|
0.382 |
6,799.5 |
|
LOW |
6,786.5 |
|
0.618 |
6,766.0 |
|
1.000 |
6,753.0 |
|
1.618 |
6,732.5 |
|
2.618 |
6,699.0 |
|
4.250 |
6,644.0 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,803.0 |
6,802.0 |
| PP |
6,802.5 |
6,801.5 |
| S1 |
6,802.0 |
6,801.5 |
|