| 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 |
6,859.0 |
6,819.5 |
-39.5 |
-0.6% |
6,818.5 |
| High |
6,869.0 |
6,847.0 |
-22.0 |
-0.3% |
6,907.5 |
| Low |
6,772.0 |
6,812.0 |
40.0 |
0.6% |
6,793.5 |
| Close |
6,831.0 |
6,827.5 |
-3.5 |
-0.1% |
6,854.5 |
| Range |
97.0 |
35.0 |
-62.0 |
-63.9% |
114.0 |
| ATR |
56.8 |
55.2 |
-1.6 |
-2.7% |
0.0 |
| Volume |
87,630 |
116,876 |
29,246 |
33.4% |
578,030 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,934.0 |
6,915.5 |
6,847.0 |
|
| R3 |
6,899.0 |
6,880.5 |
6,837.0 |
|
| R2 |
6,864.0 |
6,864.0 |
6,834.0 |
|
| R1 |
6,845.5 |
6,845.5 |
6,830.5 |
6,855.0 |
| PP |
6,829.0 |
6,829.0 |
6,829.0 |
6,833.5 |
| S1 |
6,810.5 |
6,810.5 |
6,824.5 |
6,820.0 |
| S2 |
6,794.0 |
6,794.0 |
6,821.0 |
|
| S3 |
6,759.0 |
6,775.5 |
6,818.0 |
|
| S4 |
6,724.0 |
6,740.5 |
6,808.0 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,194.0 |
7,138.0 |
6,917.0 |
|
| R3 |
7,080.0 |
7,024.0 |
6,886.0 |
|
| R2 |
6,966.0 |
6,966.0 |
6,875.5 |
|
| R1 |
6,910.0 |
6,910.0 |
6,865.0 |
6,938.0 |
| PP |
6,852.0 |
6,852.0 |
6,852.0 |
6,866.0 |
| S1 |
6,796.0 |
6,796.0 |
6,844.0 |
6,824.0 |
| S2 |
6,738.0 |
6,738.0 |
6,833.5 |
|
| S3 |
6,624.0 |
6,682.0 |
6,823.0 |
|
| S4 |
6,510.0 |
6,568.0 |
6,792.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,907.5 |
6,772.0 |
135.5 |
2.0% |
62.5 |
0.9% |
41% |
False |
False |
117,010 |
| 10 |
6,907.5 |
6,772.0 |
135.5 |
2.0% |
48.5 |
0.7% |
41% |
False |
False |
102,259 |
| 20 |
6,907.5 |
6,575.5 |
332.0 |
4.9% |
48.0 |
0.7% |
76% |
False |
False |
88,791 |
| 40 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
57.5 |
0.8% |
81% |
False |
False |
90,053 |
| 60 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
56.0 |
0.8% |
81% |
False |
False |
88,287 |
| 80 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
51.0 |
0.8% |
81% |
False |
False |
73,797 |
| 100 |
6,907.5 |
6,467.0 |
440.5 |
6.5% |
44.0 |
0.6% |
82% |
False |
False |
59,044 |
| 120 |
6,907.5 |
6,397.0 |
510.5 |
7.5% |
38.0 |
0.6% |
84% |
False |
False |
49,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,996.0 |
|
2.618 |
6,938.5 |
|
1.618 |
6,903.5 |
|
1.000 |
6,882.0 |
|
0.618 |
6,868.5 |
|
HIGH |
6,847.0 |
|
0.618 |
6,833.5 |
|
0.500 |
6,829.5 |
|
0.382 |
6,825.5 |
|
LOW |
6,812.0 |
|
0.618 |
6,790.5 |
|
1.000 |
6,777.0 |
|
1.618 |
6,755.5 |
|
2.618 |
6,720.5 |
|
4.250 |
6,663.0 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,829.5 |
6,828.0 |
| PP |
6,829.0 |
6,828.0 |
| S1 |
6,828.0 |
6,828.0 |
|