| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
17,083.42 |
17,097.42 |
14.00 |
0.1% |
17,011.81 |
| High |
17,110.42 |
17,113.51 |
3.09 |
0.0% |
17,153.80 |
| Low |
17,035.38 |
17,009.07 |
-26.31 |
-0.2% |
17,011.81 |
| Close |
17,098.45 |
17,067.56 |
-30.89 |
-0.2% |
17,098.45 |
| Range |
75.04 |
104.44 |
29.40 |
39.2% |
141.99 |
| ATR |
111.35 |
110.85 |
-0.49 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,376.70 |
17,326.57 |
17,125.00 |
|
| R3 |
17,272.26 |
17,222.13 |
17,096.28 |
|
| R2 |
17,167.82 |
17,167.82 |
17,086.71 |
|
| R1 |
17,117.69 |
17,117.69 |
17,077.13 |
17,090.54 |
| PP |
17,063.38 |
17,063.38 |
17,063.38 |
17,049.80 |
| S1 |
17,013.25 |
17,013.25 |
17,057.99 |
16,986.10 |
| S2 |
16,958.94 |
16,958.94 |
17,048.41 |
|
| S3 |
16,854.50 |
16,908.81 |
17,038.84 |
|
| S4 |
16,750.06 |
16,804.37 |
17,010.12 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,513.99 |
17,448.21 |
17,176.54 |
|
| R3 |
17,372.00 |
17,306.22 |
17,137.50 |
|
| R2 |
17,230.01 |
17,230.01 |
17,124.48 |
|
| R1 |
17,164.23 |
17,164.23 |
17,111.47 |
17,197.12 |
| PP |
17,088.02 |
17,088.02 |
17,088.02 |
17,104.47 |
| S1 |
17,022.24 |
17,022.24 |
17,085.43 |
17,055.13 |
| S2 |
16,946.03 |
16,946.03 |
17,072.42 |
|
| S3 |
16,804.04 |
16,880.25 |
17,059.40 |
|
| S4 |
16,662.05 |
16,738.26 |
17,020.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,153.80 |
17,009.07 |
144.73 |
0.8% |
79.69 |
0.5% |
40% |
False |
True |
|
| 10 |
17,153.80 |
16,839.06 |
314.74 |
1.8% |
87.02 |
0.5% |
73% |
False |
False |
|
| 20 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
111.25 |
0.7% |
89% |
False |
False |
|
| 40 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
122.80 |
0.7% |
89% |
False |
False |
|
| 60 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
112.67 |
0.7% |
89% |
False |
False |
|
| 80 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
108.84 |
0.6% |
89% |
False |
False |
|
| 100 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
114.38 |
0.7% |
92% |
False |
False |
|
| 120 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
122.38 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,557.38 |
|
2.618 |
17,386.93 |
|
1.618 |
17,282.49 |
|
1.000 |
17,217.95 |
|
0.618 |
17,178.05 |
|
HIGH |
17,113.51 |
|
0.618 |
17,073.61 |
|
0.500 |
17,061.29 |
|
0.382 |
17,048.97 |
|
LOW |
17,009.07 |
|
0.618 |
16,944.53 |
|
1.000 |
16,904.63 |
|
1.618 |
16,840.09 |
|
2.618 |
16,735.65 |
|
4.250 |
16,565.20 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,065.47 |
17,066.40 |
| PP |
17,063.38 |
17,065.23 |
| S1 |
17,061.29 |
17,064.07 |
|