| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,172.0 |
1,156.8 |
-15.2 |
-1.3% |
1,174.2 |
| High |
1,174.4 |
1,165.3 |
-9.1 |
-0.8% |
1,187.9 |
| Low |
1,155.8 |
1,153.0 |
-2.8 |
-0.2% |
1,157.5 |
| Close |
1,158.4 |
1,164.3 |
5.9 |
0.5% |
1,170.0 |
| Range |
18.6 |
12.3 |
-6.3 |
-33.9% |
30.4 |
| ATR |
14.7 |
14.6 |
-0.2 |
-1.2% |
0.0 |
| Volume |
151,396 |
141,150 |
-10,246 |
-6.8% |
454,327 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,197.8 |
1,193.3 |
1,171.0 |
|
| R3 |
1,185.5 |
1,181.0 |
1,167.8 |
|
| R2 |
1,173.3 |
1,173.3 |
1,166.5 |
|
| R1 |
1,168.8 |
1,168.8 |
1,165.5 |
1,171.0 |
| PP |
1,160.8 |
1,160.8 |
1,160.8 |
1,162.0 |
| S1 |
1,156.5 |
1,156.5 |
1,163.3 |
1,158.8 |
| S2 |
1,148.5 |
1,148.5 |
1,162.0 |
|
| S3 |
1,136.3 |
1,144.3 |
1,161.0 |
|
| S4 |
1,124.0 |
1,131.8 |
1,157.5 |
|
|
| 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 |
1,181.0 |
1,153.0 |
28.0 |
2.4% |
14.5 |
1.3% |
40% |
False |
True |
120,734 |
| 10 |
1,187.9 |
1,153.0 |
34.9 |
3.0% |
13.5 |
1.1% |
32% |
False |
True |
106,530 |
| 20 |
1,187.9 |
1,127.9 |
60.0 |
5.2% |
13.3 |
1.1% |
61% |
False |
False |
99,345 |
| 40 |
1,187.9 |
1,103.1 |
84.8 |
7.3% |
15.5 |
1.3% |
72% |
False |
False |
115,031 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.2% |
16.0 |
1.4% |
57% |
False |
False |
115,872 |
| 80 |
1,210.7 |
1,087.6 |
123.1 |
10.6% |
15.3 |
1.3% |
62% |
False |
False |
92,226 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.2% |
12.5 |
1.1% |
64% |
False |
False |
73,781 |
| 120 |
1,210.7 |
1,080.0 |
130.7 |
11.2% |
10.8 |
0.9% |
64% |
False |
False |
61,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,217.5 |
|
2.618 |
1,197.5 |
|
1.618 |
1,185.3 |
|
1.000 |
1,177.5 |
|
0.618 |
1,173.0 |
|
HIGH |
1,165.3 |
|
0.618 |
1,160.5 |
|
0.500 |
1,159.3 |
|
0.382 |
1,157.8 |
|
LOW |
1,153.0 |
|
0.618 |
1,145.5 |
|
1.000 |
1,140.8 |
|
1.618 |
1,133.0 |
|
2.618 |
1,120.8 |
|
4.250 |
1,100.8 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,162.5 |
1,164.0 |
| PP |
1,160.8 |
1,164.0 |
| S1 |
1,159.3 |
1,163.8 |
|