| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,173.9 |
1,159.2 |
-14.7 |
-1.3% |
1,170.4 |
| High |
1,175.0 |
1,160.5 |
-14.5 |
-1.2% |
1,175.0 |
| Low |
1,155.4 |
1,142.8 |
-12.6 |
-1.1% |
1,153.0 |
| Close |
1,160.2 |
1,146.6 |
-13.6 |
-1.2% |
1,160.2 |
| Range |
19.6 |
17.7 |
-1.9 |
-9.7% |
22.0 |
| ATR |
15.2 |
15.4 |
0.2 |
1.2% |
0.0 |
| Volume |
129,290 |
98,142 |
-31,148 |
-24.1% |
693,323 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,203.0 |
1,192.5 |
1,156.3 |
|
| R3 |
1,185.3 |
1,174.8 |
1,151.5 |
|
| R2 |
1,167.8 |
1,167.8 |
1,149.8 |
|
| R1 |
1,157.3 |
1,157.3 |
1,148.3 |
1,153.5 |
| PP |
1,150.0 |
1,150.0 |
1,150.0 |
1,148.3 |
| S1 |
1,139.5 |
1,139.5 |
1,145.0 |
1,135.8 |
| S2 |
1,132.3 |
1,132.3 |
1,143.3 |
|
| S3 |
1,114.5 |
1,121.8 |
1,141.8 |
|
| S4 |
1,096.8 |
1,104.0 |
1,136.8 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,228.8 |
1,216.5 |
1,172.3 |
|
| R3 |
1,206.8 |
1,194.5 |
1,166.3 |
|
| R2 |
1,184.8 |
1,184.8 |
1,164.3 |
|
| R1 |
1,172.5 |
1,172.5 |
1,162.3 |
1,167.5 |
| PP |
1,162.8 |
1,162.8 |
1,162.8 |
1,160.3 |
| S1 |
1,150.5 |
1,150.5 |
1,158.3 |
1,145.5 |
| S2 |
1,140.8 |
1,140.8 |
1,156.3 |
|
| S3 |
1,118.8 |
1,128.5 |
1,154.3 |
|
| S4 |
1,096.8 |
1,106.5 |
1,148.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,175.0 |
1,142.8 |
32.2 |
2.8% |
17.3 |
1.5% |
12% |
False |
True |
140,152 |
| 10 |
1,187.9 |
1,142.8 |
45.1 |
3.9% |
15.8 |
1.4% |
8% |
False |
True |
124,579 |
| 20 |
1,187.9 |
1,142.8 |
45.1 |
3.9% |
13.8 |
1.2% |
8% |
False |
True |
104,042 |
| 40 |
1,187.9 |
1,103.1 |
84.8 |
7.4% |
15.3 |
1.3% |
51% |
False |
False |
113,943 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.4% |
16.0 |
1.4% |
40% |
False |
False |
115,214 |
| 80 |
1,210.7 |
1,099.1 |
111.6 |
9.7% |
15.5 |
1.4% |
43% |
False |
False |
97,313 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
13.0 |
1.1% |
51% |
False |
False |
77,863 |
| 120 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
11.3 |
1.0% |
51% |
False |
False |
64,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.8 |
|
2.618 |
1,206.8 |
|
1.618 |
1,189.3 |
|
1.000 |
1,178.3 |
|
0.618 |
1,171.5 |
|
HIGH |
1,160.5 |
|
0.618 |
1,153.8 |
|
0.500 |
1,151.8 |
|
0.382 |
1,149.5 |
|
LOW |
1,142.8 |
|
0.618 |
1,131.8 |
|
1.000 |
1,125.0 |
|
1.618 |
1,114.3 |
|
2.618 |
1,096.5 |
|
4.250 |
1,067.5 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,151.8 |
1,159.0 |
| PP |
1,150.0 |
1,154.8 |
| S1 |
1,148.3 |
1,150.8 |
|