| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
2,000.25 |
1,989.50 |
-10.75 |
-0.5% |
1,999.00 |
| High |
2,003.00 |
1,996.25 |
-6.75 |
-0.3% |
2,011.00 |
| Low |
1,983.25 |
1,981.50 |
-1.75 |
-0.1% |
1,988.25 |
| Close |
1,989.75 |
1,995.00 |
5.25 |
0.3% |
2,006.00 |
| Range |
19.75 |
14.75 |
-5.00 |
-25.3% |
22.75 |
| ATR |
15.72 |
15.65 |
-0.07 |
-0.4% |
0.00 |
| Volume |
1,768,258 |
1,590,462 |
-177,796 |
-10.1% |
5,755,085 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.25 |
2,029.75 |
2,003.00 |
|
| R3 |
2,020.50 |
2,015.00 |
1,999.00 |
|
| R2 |
2,005.75 |
2,005.75 |
1,997.75 |
|
| R1 |
2,000.25 |
2,000.25 |
1,996.25 |
2,003.00 |
| PP |
1,991.00 |
1,991.00 |
1,991.00 |
1,992.25 |
| S1 |
1,985.50 |
1,985.50 |
1,993.75 |
1,988.25 |
| S2 |
1,976.25 |
1,976.25 |
1,992.25 |
|
| S3 |
1,961.50 |
1,970.75 |
1,991.00 |
|
| S4 |
1,946.75 |
1,956.00 |
1,987.00 |
|
|
| 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 |
2,010.00 |
1,981.50 |
28.50 |
1.4% |
17.25 |
0.9% |
47% |
False |
True |
1,556,797 |
| 10 |
2,011.00 |
1,981.50 |
29.50 |
1.5% |
14.50 |
0.7% |
46% |
False |
True |
1,321,943 |
| 20 |
2,011.00 |
1,930.75 |
80.25 |
4.0% |
13.75 |
0.7% |
80% |
False |
False |
1,181,310 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.1% |
17.25 |
0.9% |
87% |
False |
False |
1,441,017 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.1% |
16.00 |
0.8% |
87% |
False |
False |
1,424,962 |
| 80 |
2,011.00 |
1,857.50 |
153.50 |
7.7% |
15.25 |
0.8% |
90% |
False |
False |
1,128,506 |
| 100 |
2,011.00 |
1,836.75 |
174.25 |
8.7% |
15.25 |
0.8% |
91% |
False |
False |
903,406 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.8% |
16.25 |
0.8% |
93% |
False |
False |
753,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,059.00 |
|
2.618 |
2,034.75 |
|
1.618 |
2,020.00 |
|
1.000 |
2,011.00 |
|
0.618 |
2,005.25 |
|
HIGH |
1,996.25 |
|
0.618 |
1,990.50 |
|
0.500 |
1,989.00 |
|
0.382 |
1,987.25 |
|
LOW |
1,981.50 |
|
0.618 |
1,972.50 |
|
1.000 |
1,966.75 |
|
1.618 |
1,957.75 |
|
2.618 |
1,943.00 |
|
4.250 |
1,918.75 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.00 |
1,994.75 |
| PP |
1,991.00 |
1,994.50 |
| S1 |
1,989.00 |
1,994.00 |
|