| 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 |
1,170.4 |
1,172.0 |
1.6 |
0.1% |
1,174.2 |
| High |
1,174.1 |
1,174.4 |
0.3 |
0.0% |
1,187.9 |
| Low |
1,164.2 |
1,155.8 |
-8.4 |
-0.7% |
1,157.5 |
| Close |
1,172.6 |
1,158.4 |
-14.2 |
-1.2% |
1,170.0 |
| Range |
9.9 |
18.6 |
8.7 |
87.9% |
30.4 |
| ATR |
14.4 |
14.7 |
0.3 |
2.1% |
0.0 |
| Volume |
90,702 |
151,396 |
60,694 |
66.9% |
454,327 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.8 |
1,207.3 |
1,168.8 |
|
| R3 |
1,200.0 |
1,188.5 |
1,163.5 |
|
| R2 |
1,181.5 |
1,181.5 |
1,161.8 |
|
| R1 |
1,170.0 |
1,170.0 |
1,160.0 |
1,166.5 |
| PP |
1,162.8 |
1,162.8 |
1,162.8 |
1,161.0 |
| S1 |
1,151.3 |
1,151.3 |
1,156.8 |
1,147.8 |
| S2 |
1,144.3 |
1,144.3 |
1,155.0 |
|
| S3 |
1,125.8 |
1,132.8 |
1,153.3 |
|
| S4 |
1,107.0 |
1,114.3 |
1,148.3 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.0 |
1,247.0 |
1,186.8 |
|
| R3 |
1,232.5 |
1,216.5 |
1,178.3 |
|
| R2 |
1,202.3 |
1,202.3 |
1,175.5 |
|
| R1 |
1,186.0 |
1,186.0 |
1,172.8 |
1,179.0 |
| PP |
1,171.8 |
1,171.8 |
1,171.8 |
1,168.3 |
| S1 |
1,155.8 |
1,155.8 |
1,167.3 |
1,148.5 |
| S2 |
1,141.5 |
1,141.5 |
1,164.5 |
|
| S3 |
1,111.0 |
1,125.3 |
1,161.8 |
|
| S4 |
1,080.5 |
1,095.0 |
1,153.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,187.9 |
1,155.8 |
32.1 |
2.8% |
16.0 |
1.4% |
8% |
False |
True |
114,783 |
| 10 |
1,187.9 |
1,155.8 |
32.1 |
2.8% |
13.8 |
1.2% |
8% |
False |
True |
100,884 |
| 20 |
1,187.9 |
1,125.5 |
62.4 |
5.4% |
13.3 |
1.2% |
53% |
False |
False |
97,903 |
| 40 |
1,187.9 |
1,103.1 |
84.8 |
7.3% |
15.8 |
1.4% |
65% |
False |
False |
115,116 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
16.0 |
1.4% |
51% |
False |
False |
116,150 |
| 80 |
1,210.7 |
1,081.1 |
129.6 |
11.2% |
15.3 |
1.3% |
60% |
False |
False |
90,462 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
12.5 |
1.1% |
60% |
False |
False |
72,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,253.5 |
|
2.618 |
1,223.0 |
|
1.618 |
1,204.5 |
|
1.000 |
1,193.0 |
|
0.618 |
1,186.0 |
|
HIGH |
1,174.5 |
|
0.618 |
1,167.3 |
|
0.500 |
1,165.0 |
|
0.382 |
1,163.0 |
|
LOW |
1,155.8 |
|
0.618 |
1,144.3 |
|
1.000 |
1,137.3 |
|
1.618 |
1,125.8 |
|
2.618 |
1,107.0 |
|
4.250 |
1,076.8 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,165.0 |
1,165.0 |
| PP |
1,162.8 |
1,162.8 |
| S1 |
1,160.8 |
1,160.8 |
|