| 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 |
1,156.8 |
1,164.5 |
7.7 |
0.7% |
1,174.2 |
| High |
1,165.3 |
1,174.7 |
9.4 |
0.8% |
1,187.9 |
| Low |
1,153.0 |
1,156.2 |
3.2 |
0.3% |
1,157.5 |
| Close |
1,164.3 |
1,172.8 |
8.5 |
0.7% |
1,170.0 |
| Range |
12.3 |
18.5 |
6.2 |
50.4% |
30.4 |
| ATR |
14.6 |
14.8 |
0.3 |
1.9% |
0.0 |
| Volume |
141,150 |
180,785 |
39,635 |
28.1% |
454,327 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.5 |
1,216.5 |
1,183.0 |
|
| R3 |
1,205.0 |
1,198.0 |
1,178.0 |
|
| R2 |
1,186.5 |
1,186.5 |
1,176.3 |
|
| R1 |
1,179.5 |
1,179.5 |
1,174.5 |
1,183.0 |
| PP |
1,168.0 |
1,168.0 |
1,168.0 |
1,169.5 |
| S1 |
1,161.0 |
1,161.0 |
1,171.0 |
1,164.5 |
| S2 |
1,149.5 |
1,149.5 |
1,169.5 |
|
| S3 |
1,131.0 |
1,142.5 |
1,167.8 |
|
| S4 |
1,112.5 |
1,124.0 |
1,162.5 |
|
|
| 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 |
1,174.7 |
1,153.0 |
21.7 |
1.9% |
14.8 |
1.3% |
91% |
True |
False |
136,072 |
| 10 |
1,187.9 |
1,153.0 |
34.9 |
3.0% |
14.3 |
1.2% |
57% |
False |
False |
118,076 |
| 20 |
1,187.9 |
1,127.9 |
60.0 |
5.1% |
13.5 |
1.2% |
75% |
False |
False |
103,992 |
| 40 |
1,187.9 |
1,103.1 |
84.8 |
7.2% |
15.8 |
1.3% |
82% |
False |
False |
115,851 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.2% |
16.0 |
1.4% |
65% |
False |
False |
115,864 |
| 80 |
1,210.7 |
1,087.6 |
123.1 |
10.5% |
15.3 |
1.3% |
69% |
False |
False |
94,473 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.1% |
12.8 |
1.1% |
71% |
False |
False |
75,589 |
| 120 |
1,210.7 |
1,080.0 |
130.7 |
11.1% |
11.0 |
0.9% |
71% |
False |
False |
62,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,253.3 |
|
2.618 |
1,223.3 |
|
1.618 |
1,204.8 |
|
1.000 |
1,193.3 |
|
0.618 |
1,186.3 |
|
HIGH |
1,174.8 |
|
0.618 |
1,167.8 |
|
0.500 |
1,165.5 |
|
0.382 |
1,163.3 |
|
LOW |
1,156.3 |
|
0.618 |
1,144.8 |
|
1.000 |
1,137.8 |
|
1.618 |
1,126.3 |
|
2.618 |
1,107.8 |
|
4.250 |
1,077.5 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,170.3 |
1,169.8 |
| PP |
1,168.0 |
1,166.8 |
| S1 |
1,165.5 |
1,163.8 |
|