| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,989.50 |
1,994.50 |
5.00 |
0.3% |
1,999.00 |
| High |
1,996.25 |
1,999.50 |
3.25 |
0.2% |
2,011.00 |
| Low |
1,981.50 |
1,985.00 |
3.50 |
0.2% |
1,988.25 |
| Close |
1,995.00 |
1,997.00 |
2.00 |
0.1% |
2,006.00 |
| Range |
14.75 |
14.50 |
-0.25 |
-1.7% |
22.75 |
| ATR |
15.65 |
15.57 |
-0.08 |
-0.5% |
0.00 |
| Volume |
1,590,462 |
1,742,511 |
152,049 |
9.6% |
5,755,085 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.25 |
2,031.75 |
2,005.00 |
|
| R3 |
2,022.75 |
2,017.25 |
2,001.00 |
|
| R2 |
2,008.25 |
2,008.25 |
1,999.75 |
|
| R1 |
2,002.75 |
2,002.75 |
1,998.25 |
2,005.50 |
| PP |
1,993.75 |
1,993.75 |
1,993.75 |
1,995.25 |
| S1 |
1,988.25 |
1,988.25 |
1,995.75 |
1,991.00 |
| S2 |
1,979.25 |
1,979.25 |
1,994.25 |
|
| S3 |
1,964.75 |
1,973.75 |
1,993.00 |
|
| S4 |
1,950.25 |
1,959.25 |
1,989.00 |
|
|
| 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 |
2,007.75 |
1,981.50 |
26.25 |
1.3% |
16.25 |
0.8% |
59% |
False |
False |
1,601,482 |
| 10 |
2,011.00 |
1,981.50 |
29.50 |
1.5% |
15.25 |
0.8% |
53% |
False |
False |
1,420,058 |
| 20 |
2,011.00 |
1,937.25 |
73.75 |
3.7% |
13.75 |
0.7% |
81% |
False |
False |
1,212,433 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
17.25 |
0.9% |
88% |
False |
False |
1,451,571 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
16.00 |
0.8% |
88% |
False |
False |
1,423,717 |
| 80 |
2,011.00 |
1,857.50 |
153.50 |
7.7% |
15.00 |
0.8% |
91% |
False |
False |
1,150,226 |
| 100 |
2,011.00 |
1,836.75 |
174.25 |
8.7% |
15.50 |
0.8% |
92% |
False |
False |
920,783 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
16.25 |
0.8% |
93% |
False |
False |
767,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.00 |
|
2.618 |
2,037.50 |
|
1.618 |
2,023.00 |
|
1.000 |
2,014.00 |
|
0.618 |
2,008.50 |
|
HIGH |
1,999.50 |
|
0.618 |
1,994.00 |
|
0.500 |
1,992.25 |
|
0.382 |
1,990.50 |
|
LOW |
1,985.00 |
|
0.618 |
1,976.00 |
|
1.000 |
1,970.50 |
|
1.618 |
1,961.50 |
|
2.618 |
1,947.00 |
|
4.250 |
1,923.50 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.50 |
1,995.50 |
| PP |
1,993.75 |
1,993.75 |
| S1 |
1,992.25 |
1,992.25 |
|