| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,149.9 |
1,155.0 |
5.1 |
0.4% |
1,170.4 |
| High |
1,160.5 |
1,163.5 |
3.0 |
0.3% |
1,175.0 |
| Low |
1,147.3 |
1,153.6 |
6.3 |
0.5% |
1,153.0 |
| Close |
1,154.1 |
1,160.1 |
6.0 |
0.5% |
1,160.2 |
| Range |
13.2 |
9.9 |
-3.3 |
-25.0% |
22.0 |
| ATR |
15.1 |
14.7 |
-0.4 |
-2.5% |
0.0 |
| Volume |
57,323 |
31,941 |
-25,382 |
-44.3% |
693,323 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,188.8 |
1,184.3 |
1,165.5 |
|
| R3 |
1,178.8 |
1,174.5 |
1,162.8 |
|
| R2 |
1,169.0 |
1,169.0 |
1,162.0 |
|
| R1 |
1,164.5 |
1,164.5 |
1,161.0 |
1,166.8 |
| PP |
1,159.0 |
1,159.0 |
1,159.0 |
1,160.3 |
| S1 |
1,154.8 |
1,154.8 |
1,159.3 |
1,156.8 |
| S2 |
1,149.3 |
1,149.3 |
1,158.3 |
|
| S3 |
1,139.3 |
1,144.8 |
1,157.5 |
|
| S4 |
1,129.3 |
1,134.8 |
1,154.8 |
|
|
| 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 |
3.0% |
14.8 |
1.3% |
58% |
False |
False |
81,909 |
| 10 |
1,175.0 |
1,139.8 |
35.2 |
3.0% |
14.8 |
1.3% |
58% |
False |
False |
108,990 |
| 20 |
1,187.9 |
1,139.8 |
48.1 |
4.1% |
14.0 |
1.2% |
42% |
False |
False |
100,603 |
| 40 |
1,187.9 |
1,103.1 |
84.8 |
7.3% |
15.3 |
1.3% |
67% |
False |
False |
110,888 |
| 60 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
16.0 |
1.4% |
53% |
False |
False |
113,356 |
| 80 |
1,210.7 |
1,103.1 |
107.6 |
9.3% |
15.5 |
1.3% |
53% |
False |
False |
99,577 |
| 100 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
13.5 |
1.2% |
61% |
False |
False |
79,685 |
| 120 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
11.5 |
1.0% |
61% |
False |
False |
66,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,205.5 |
|
2.618 |
1,189.5 |
|
1.618 |
1,179.5 |
|
1.000 |
1,173.5 |
|
0.618 |
1,169.5 |
|
HIGH |
1,163.5 |
|
0.618 |
1,159.8 |
|
0.500 |
1,158.5 |
|
0.382 |
1,157.5 |
|
LOW |
1,153.5 |
|
0.618 |
1,147.5 |
|
1.000 |
1,143.8 |
|
1.618 |
1,137.5 |
|
2.618 |
1,127.8 |
|
4.250 |
1,111.5 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,159.5 |
1,157.3 |
| PP |
1,159.0 |
1,154.5 |
| S1 |
1,158.5 |
1,151.8 |
|