| 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 |
5,629.0 |
5,593.0 |
-36.0 |
-0.6% |
5,610.0 |
| High |
5,630.0 |
5,606.0 |
-24.0 |
-0.4% |
5,670.0 |
| Low |
5,585.0 |
5,565.0 |
-20.0 |
-0.4% |
5,585.0 |
| Close |
5,594.0 |
5,581.0 |
-13.0 |
-0.2% |
5,594.0 |
| Range |
45.0 |
41.0 |
-4.0 |
-8.9% |
85.0 |
| ATR |
39.3 |
39.4 |
0.1 |
0.3% |
0.0 |
| Volume |
20,818 |
19,746 |
-1,072 |
-5.1% |
94,264 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,707.0 |
5,685.0 |
5,603.6 |
|
| R3 |
5,666.0 |
5,644.0 |
5,592.3 |
|
| R2 |
5,625.0 |
5,625.0 |
5,588.5 |
|
| R1 |
5,603.0 |
5,603.0 |
5,584.8 |
5,593.5 |
| PP |
5,584.0 |
5,584.0 |
5,584.0 |
5,579.3 |
| S1 |
5,562.0 |
5,562.0 |
5,577.2 |
5,552.5 |
| S2 |
5,543.0 |
5,543.0 |
5,573.5 |
|
| S3 |
5,502.0 |
5,521.0 |
5,569.7 |
|
| S4 |
5,461.0 |
5,480.0 |
5,558.5 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,871.3 |
5,817.7 |
5,640.8 |
|
| R3 |
5,786.3 |
5,732.7 |
5,617.4 |
|
| R2 |
5,701.3 |
5,701.3 |
5,609.6 |
|
| R1 |
5,647.7 |
5,647.7 |
5,601.8 |
5,632.0 |
| PP |
5,616.3 |
5,616.3 |
5,616.3 |
5,608.5 |
| S1 |
5,562.7 |
5,562.7 |
5,586.2 |
5,547.0 |
| S2 |
5,531.3 |
5,531.3 |
5,578.4 |
|
| S3 |
5,446.3 |
5,477.7 |
5,570.6 |
|
| S4 |
5,361.3 |
5,392.7 |
5,547.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,670.0 |
5,565.0 |
105.0 |
1.9% |
41.6 |
0.7% |
15% |
False |
True |
19,255 |
| 10 |
5,670.0 |
5,565.0 |
105.0 |
1.9% |
34.1 |
0.6% |
15% |
False |
True |
18,748 |
| 20 |
5,670.0 |
5,406.0 |
264.0 |
4.7% |
35.5 |
0.6% |
66% |
False |
False |
21,177 |
| 40 |
5,670.0 |
5,365.0 |
305.0 |
5.5% |
35.7 |
0.6% |
71% |
False |
False |
22,034 |
| 60 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
38.5 |
0.7% |
74% |
False |
False |
25,211 |
| 80 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
34.3 |
0.6% |
74% |
False |
False |
20,182 |
| 100 |
5,670.0 |
5,328.0 |
342.0 |
6.1% |
30.0 |
0.5% |
74% |
False |
False |
16,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,780.3 |
|
2.618 |
5,713.3 |
|
1.618 |
5,672.3 |
|
1.000 |
5,647.0 |
|
0.618 |
5,631.3 |
|
HIGH |
5,606.0 |
|
0.618 |
5,590.3 |
|
0.500 |
5,585.5 |
|
0.382 |
5,580.7 |
|
LOW |
5,565.0 |
|
0.618 |
5,539.7 |
|
1.000 |
5,524.0 |
|
1.618 |
5,498.7 |
|
2.618 |
5,457.7 |
|
4.250 |
5,390.8 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,585.5 |
5,609.0 |
| PP |
5,584.0 |
5,599.7 |
| S1 |
5,582.5 |
5,590.3 |
|