| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,999.25 |
1,981.75 |
-17.50 |
-0.9% |
2,006.50 |
| High |
1,999.25 |
1,987.25 |
-12.00 |
-0.6% |
2,006.75 |
| Low |
1,979.50 |
1,972.00 |
-7.50 |
-0.4% |
1,979.50 |
| Close |
1,984.75 |
1,984.25 |
-0.50 |
0.0% |
1,984.75 |
| Range |
19.75 |
15.25 |
-4.50 |
-22.8% |
27.25 |
| ATR |
15.87 |
15.82 |
-0.04 |
-0.3% |
0.00 |
| Volume |
1,254,423 |
854,380 |
-400,043 |
-31.9% |
7,568,563 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,027.00 |
2,020.75 |
1,992.75 |
|
| R3 |
2,011.75 |
2,005.50 |
1,988.50 |
|
| R2 |
1,996.50 |
1,996.50 |
1,987.00 |
|
| R1 |
1,990.25 |
1,990.25 |
1,985.75 |
1,993.50 |
| PP |
1,981.25 |
1,981.25 |
1,981.25 |
1,982.75 |
| S1 |
1,975.00 |
1,975.00 |
1,982.75 |
1,978.00 |
| S2 |
1,966.00 |
1,966.00 |
1,981.50 |
|
| S3 |
1,950.75 |
1,959.75 |
1,980.00 |
|
| S4 |
1,935.50 |
1,944.50 |
1,975.75 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.00 |
2,055.75 |
1,999.75 |
|
| R3 |
2,044.75 |
2,028.50 |
1,992.25 |
|
| R2 |
2,017.50 |
2,017.50 |
1,989.75 |
|
| R1 |
2,001.25 |
2,001.25 |
1,987.25 |
1,995.75 |
| PP |
1,990.25 |
1,990.25 |
1,990.25 |
1,987.50 |
| S1 |
1,974.00 |
1,974.00 |
1,982.25 |
1,968.50 |
| S2 |
1,963.00 |
1,963.00 |
1,979.75 |
|
| S3 |
1,935.75 |
1,946.75 |
1,977.25 |
|
| S4 |
1,908.50 |
1,919.50 |
1,969.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,003.00 |
1,972.00 |
31.00 |
1.6% |
16.75 |
0.8% |
40% |
False |
True |
1,442,006 |
| 10 |
2,011.00 |
1,972.00 |
39.00 |
2.0% |
16.50 |
0.8% |
31% |
False |
True |
1,417,802 |
| 20 |
2,011.00 |
1,955.75 |
55.25 |
2.8% |
13.75 |
0.7% |
52% |
False |
False |
1,178,843 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.1% |
16.75 |
0.8% |
78% |
False |
False |
1,398,336 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.1% |
16.00 |
0.8% |
78% |
False |
False |
1,405,835 |
| 80 |
2,011.00 |
1,875.75 |
135.25 |
6.8% |
15.00 |
0.8% |
80% |
False |
False |
1,176,440 |
| 100 |
2,011.00 |
1,836.75 |
174.25 |
8.8% |
15.50 |
0.8% |
85% |
False |
False |
941,841 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.8% |
16.25 |
0.8% |
88% |
False |
False |
785,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,052.00 |
|
2.618 |
2,027.25 |
|
1.618 |
2,012.00 |
|
1.000 |
2,002.50 |
|
0.618 |
1,996.75 |
|
HIGH |
1,987.25 |
|
0.618 |
1,981.50 |
|
0.500 |
1,979.50 |
|
0.382 |
1,977.75 |
|
LOW |
1,972.00 |
|
0.618 |
1,962.50 |
|
1.000 |
1,956.75 |
|
1.618 |
1,947.25 |
|
2.618 |
1,932.00 |
|
4.250 |
1,907.25 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,982.75 |
1,985.75 |
| PP |
1,981.25 |
1,985.25 |
| S1 |
1,979.50 |
1,984.75 |
|