| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,790.0 |
6,800.0 |
10.0 |
0.1% |
6,769.0 |
| High |
6,795.0 |
6,820.0 |
25.0 |
0.4% |
6,800.0 |
| Low |
6,774.5 |
6,780.0 |
5.5 |
0.1% |
6,752.5 |
| Close |
6,791.5 |
6,794.5 |
3.0 |
0.0% |
6,775.0 |
| Range |
20.5 |
40.0 |
19.5 |
95.1% |
47.5 |
| ATR |
37.3 |
37.5 |
0.2 |
0.5% |
0.0 |
| Volume |
991 |
4,713 |
3,722 |
375.6% |
6,812 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.0 |
6,896.5 |
6,816.5 |
|
| R3 |
6,878.0 |
6,856.5 |
6,805.5 |
|
| R2 |
6,838.0 |
6,838.0 |
6,802.0 |
|
| R1 |
6,816.5 |
6,816.5 |
6,798.0 |
6,807.0 |
| PP |
6,798.0 |
6,798.0 |
6,798.0 |
6,793.5 |
| S1 |
6,776.5 |
6,776.5 |
6,791.0 |
6,767.0 |
| S2 |
6,758.0 |
6,758.0 |
6,787.0 |
|
| S3 |
6,718.0 |
6,736.5 |
6,783.5 |
|
| S4 |
6,678.0 |
6,696.5 |
6,772.5 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.5 |
6,894.0 |
6,801.0 |
|
| R3 |
6,871.0 |
6,846.5 |
6,788.0 |
|
| R2 |
6,823.5 |
6,823.5 |
6,783.5 |
|
| R1 |
6,799.0 |
6,799.0 |
6,779.5 |
6,811.0 |
| PP |
6,776.0 |
6,776.0 |
6,776.0 |
6,782.0 |
| S1 |
6,751.5 |
6,751.5 |
6,770.5 |
6,764.0 |
| S2 |
6,728.5 |
6,728.5 |
6,766.5 |
|
| S3 |
6,681.0 |
6,704.0 |
6,762.0 |
|
| S4 |
6,633.5 |
6,656.5 |
6,749.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,820.0 |
6,756.0 |
64.0 |
0.9% |
29.0 |
0.4% |
60% |
True |
False |
2,439 |
| 10 |
6,820.0 |
6,714.5 |
105.5 |
1.6% |
30.5 |
0.4% |
76% |
True |
False |
1,358 |
| 20 |
6,820.0 |
6,466.0 |
354.0 |
5.2% |
31.5 |
0.5% |
93% |
True |
False |
688 |
| 40 |
6,820.0 |
6,466.0 |
354.0 |
5.2% |
29.0 |
0.4% |
93% |
True |
False |
364 |
| 60 |
6,820.0 |
6,466.0 |
354.0 |
5.2% |
20.5 |
0.3% |
93% |
True |
False |
261 |
| 80 |
6,820.0 |
6,466.0 |
354.0 |
5.2% |
16.0 |
0.2% |
93% |
True |
False |
204 |
| 100 |
6,820.0 |
6,412.0 |
408.0 |
6.0% |
13.0 |
0.2% |
94% |
True |
False |
166 |
| 120 |
6,820.0 |
6,381.0 |
439.0 |
6.5% |
10.5 |
0.2% |
94% |
True |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,990.0 |
|
2.618 |
6,924.5 |
|
1.618 |
6,884.5 |
|
1.000 |
6,860.0 |
|
0.618 |
6,844.5 |
|
HIGH |
6,820.0 |
|
0.618 |
6,804.5 |
|
0.500 |
6,800.0 |
|
0.382 |
6,795.5 |
|
LOW |
6,780.0 |
|
0.618 |
6,755.5 |
|
1.000 |
6,740.0 |
|
1.618 |
6,715.5 |
|
2.618 |
6,675.5 |
|
4.250 |
6,610.0 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,800.0 |
6,792.5 |
| PP |
6,798.0 |
6,790.0 |
| S1 |
6,796.5 |
6,788.0 |
|