| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,675.5 |
9,724.0 |
48.5 |
0.5% |
9,496.0 |
| High |
9,747.0 |
9,737.5 |
-9.5 |
-0.1% |
9,790.0 |
| Low |
9,636.0 |
9,628.0 |
-8.0 |
-0.1% |
9,467.0 |
| Close |
9,705.5 |
9,683.5 |
-22.0 |
-0.2% |
9,750.5 |
| Range |
111.0 |
109.5 |
-1.5 |
-1.4% |
323.0 |
| ATR |
137.0 |
135.1 |
-2.0 |
-1.4% |
0.0 |
| Volume |
113,931 |
90,458 |
-23,473 |
-20.6% |
530,502 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,011.5 |
9,957.0 |
9,743.7 |
|
| R3 |
9,902.0 |
9,847.5 |
9,713.6 |
|
| R2 |
9,792.5 |
9,792.5 |
9,703.6 |
|
| R1 |
9,738.0 |
9,738.0 |
9,693.5 |
9,710.5 |
| PP |
9,683.0 |
9,683.0 |
9,683.0 |
9,669.3 |
| S1 |
9,628.5 |
9,628.5 |
9,673.5 |
9,601.0 |
| S2 |
9,573.5 |
9,573.5 |
9,663.4 |
|
| S3 |
9,464.0 |
9,519.0 |
9,653.4 |
|
| S4 |
9,354.5 |
9,409.5 |
9,623.3 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,638.2 |
10,517.3 |
9,928.2 |
|
| R3 |
10,315.2 |
10,194.3 |
9,839.3 |
|
| R2 |
9,992.2 |
9,992.2 |
9,809.7 |
|
| R1 |
9,871.3 |
9,871.3 |
9,780.1 |
9,931.8 |
| PP |
9,669.2 |
9,669.2 |
9,669.2 |
9,699.4 |
| S1 |
9,548.3 |
9,548.3 |
9,720.9 |
9,608.8 |
| S2 |
9,346.2 |
9,346.2 |
9,691.3 |
|
| S3 |
9,023.2 |
9,225.3 |
9,661.7 |
|
| S4 |
8,700.2 |
8,902.3 |
9,572.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,790.0 |
9,628.0 |
162.0 |
1.7% |
97.8 |
1.0% |
34% |
False |
True |
98,570 |
| 10 |
9,790.0 |
9,368.0 |
422.0 |
4.4% |
127.5 |
1.3% |
75% |
False |
False |
108,305 |
| 20 |
9,790.0 |
9,042.5 |
747.5 |
7.7% |
126.0 |
1.3% |
86% |
False |
False |
99,197 |
| 40 |
9,853.0 |
8,903.0 |
950.0 |
9.8% |
138.6 |
1.4% |
82% |
False |
False |
107,098 |
| 60 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
126.9 |
1.3% |
68% |
False |
False |
99,190 |
| 80 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
114.3 |
1.2% |
68% |
False |
False |
77,190 |
| 100 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
115.2 |
1.2% |
68% |
False |
False |
61,832 |
| 120 |
10,056.0 |
8,903.0 |
1,153.0 |
11.9% |
117.0 |
1.2% |
68% |
False |
False |
51,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,202.9 |
|
2.618 |
10,024.2 |
|
1.618 |
9,914.7 |
|
1.000 |
9,847.0 |
|
0.618 |
9,805.2 |
|
HIGH |
9,737.5 |
|
0.618 |
9,695.7 |
|
0.500 |
9,682.8 |
|
0.382 |
9,669.8 |
|
LOW |
9,628.0 |
|
0.618 |
9,560.3 |
|
1.000 |
9,518.5 |
|
1.618 |
9,450.8 |
|
2.618 |
9,341.3 |
|
4.250 |
9,162.6 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,683.3 |
9,699.5 |
| PP |
9,683.0 |
9,694.2 |
| S1 |
9,682.8 |
9,688.8 |
|