| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
2,006.50 |
2,000.25 |
-6.25 |
-0.3% |
1,999.00 |
| High |
2,006.75 |
2,003.00 |
-3.75 |
-0.2% |
2,011.00 |
| Low |
1,994.00 |
1,983.25 |
-10.75 |
-0.5% |
1,988.25 |
| Close |
2,000.50 |
1,989.75 |
-10.75 |
-0.5% |
2,006.00 |
| Range |
12.75 |
19.75 |
7.00 |
54.9% |
22.75 |
| ATR |
15.41 |
15.72 |
0.31 |
2.0% |
0.00 |
| Volume |
1,212,909 |
1,768,258 |
555,349 |
45.8% |
5,755,085 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,051.25 |
2,040.25 |
2,000.50 |
|
| R3 |
2,031.50 |
2,020.50 |
1,995.25 |
|
| R2 |
2,011.75 |
2,011.75 |
1,993.25 |
|
| R1 |
2,000.75 |
2,000.75 |
1,991.50 |
1,996.50 |
| PP |
1,992.00 |
1,992.00 |
1,992.00 |
1,989.75 |
| S1 |
1,981.00 |
1,981.00 |
1,988.00 |
1,976.50 |
| S2 |
1,972.25 |
1,972.25 |
1,986.25 |
|
| S3 |
1,952.50 |
1,961.25 |
1,984.25 |
|
| S4 |
1,932.75 |
1,941.50 |
1,979.00 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.00 |
2,060.75 |
2,018.50 |
|
| R3 |
2,047.25 |
2,038.00 |
2,012.25 |
|
| R2 |
2,024.50 |
2,024.50 |
2,010.25 |
|
| R1 |
2,015.25 |
2,015.25 |
2,008.00 |
2,020.00 |
| PP |
2,001.75 |
2,001.75 |
2,001.75 |
2,004.00 |
| S1 |
1,992.50 |
1,992.50 |
2,004.00 |
1,997.00 |
| S2 |
1,979.00 |
1,979.00 |
2,001.75 |
|
| S3 |
1,956.25 |
1,969.75 |
1,999.75 |
|
| S4 |
1,933.50 |
1,947.00 |
1,993.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,011.00 |
1,983.25 |
27.75 |
1.4% |
17.25 |
0.9% |
23% |
False |
True |
1,498,270 |
| 10 |
2,011.00 |
1,983.25 |
27.75 |
1.4% |
14.00 |
0.7% |
23% |
False |
True |
1,250,699 |
| 20 |
2,011.00 |
1,923.50 |
87.50 |
4.4% |
14.00 |
0.7% |
76% |
False |
False |
1,163,498 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.1% |
17.25 |
0.9% |
82% |
False |
False |
1,448,896 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.1% |
16.00 |
0.8% |
82% |
False |
False |
1,427,448 |
| 80 |
2,011.00 |
1,854.00 |
157.00 |
7.9% |
15.25 |
0.8% |
86% |
False |
False |
1,108,672 |
| 100 |
2,011.00 |
1,836.75 |
174.25 |
8.8% |
15.25 |
0.8% |
88% |
False |
False |
887,526 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.8% |
16.50 |
0.8% |
90% |
False |
False |
740,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,087.00 |
|
2.618 |
2,054.75 |
|
1.618 |
2,035.00 |
|
1.000 |
2,022.75 |
|
0.618 |
2,015.25 |
|
HIGH |
2,003.00 |
|
0.618 |
1,995.50 |
|
0.500 |
1,993.00 |
|
0.382 |
1,990.75 |
|
LOW |
1,983.25 |
|
0.618 |
1,971.00 |
|
1.000 |
1,963.50 |
|
1.618 |
1,951.25 |
|
2.618 |
1,931.50 |
|
4.250 |
1,899.25 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.00 |
1,995.50 |
| PP |
1,992.00 |
1,993.50 |
| S1 |
1,991.00 |
1,991.75 |
|