| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,159.2 |
1,146.9 |
-12.3 |
-1.1% |
1,170.4 |
| High |
1,160.5 |
1,153.4 |
-7.1 |
-0.6% |
1,175.0 |
| Low |
1,142.8 |
1,139.8 |
-3.0 |
-0.3% |
1,153.0 |
| Close |
1,146.6 |
1,150.3 |
3.7 |
0.3% |
1,160.2 |
| Range |
17.7 |
13.6 |
-4.1 |
-23.2% |
22.0 |
| ATR |
15.4 |
15.2 |
-0.1 |
-0.8% |
0.0 |
| Volume |
98,142 |
92,851 |
-5,291 |
-5.4% |
693,323 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,188.8 |
1,183.0 |
1,157.8 |
|
| R3 |
1,175.0 |
1,169.5 |
1,154.0 |
|
| R2 |
1,161.5 |
1,161.5 |
1,152.8 |
|
| R1 |
1,155.8 |
1,155.8 |
1,151.5 |
1,158.8 |
| PP |
1,147.8 |
1,147.8 |
1,147.8 |
1,149.3 |
| S1 |
1,142.3 |
1,142.3 |
1,149.0 |
1,145.0 |
| S2 |
1,134.3 |
1,134.3 |
1,147.8 |
|
| S3 |
1,120.8 |
1,128.8 |
1,146.5 |
|
| S4 |
1,107.0 |
1,115.0 |
1,142.8 |
|
|
| 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 |
1,139.8 |
35.2 |
3.1% |
16.3 |
1.4% |
30% |
False |
True |
128,443 |
| 10 |
1,187.9 |
1,139.8 |
48.1 |
4.2% |
16.3 |
1.4% |
22% |
False |
True |
121,613 |
| 20 |
1,187.9 |
1,139.8 |
48.1 |
4.2% |
13.8 |
1.2% |
22% |
False |
True |
104,777 |
| 40 |
1,187.9 |
1,103.1 |
84.8 |
7.4% |
15.5 |
1.3% |
56% |
False |
False |
113,471 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.4% |
16.3 |
1.4% |
44% |
False |
False |
115,437 |
| 80 |
1,210.7 |
1,103.1 |
107.6 |
9.4% |
15.5 |
1.4% |
44% |
False |
False |
98,467 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
13.3 |
1.1% |
54% |
False |
False |
78,792 |
| 120 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
11.3 |
1.0% |
54% |
False |
False |
65,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,211.3 |
|
2.618 |
1,189.0 |
|
1.618 |
1,175.5 |
|
1.000 |
1,167.0 |
|
0.618 |
1,161.8 |
|
HIGH |
1,153.5 |
|
0.618 |
1,148.3 |
|
0.500 |
1,146.5 |
|
0.382 |
1,145.0 |
|
LOW |
1,139.8 |
|
0.618 |
1,131.5 |
|
1.000 |
1,126.3 |
|
1.618 |
1,117.8 |
|
2.618 |
1,104.3 |
|
4.250 |
1,082.0 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.0 |
1,157.5 |
| PP |
1,147.8 |
1,155.0 |
| S1 |
1,146.5 |
1,152.8 |
|