| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,981.75 |
1,984.75 |
3.00 |
0.2% |
2,006.50 |
| High |
1,987.25 |
2,002.50 |
15.25 |
0.8% |
2,006.75 |
| Low |
1,972.00 |
1,978.50 |
6.50 |
0.3% |
1,979.50 |
| Close |
1,984.25 |
1,999.50 |
15.25 |
0.8% |
1,984.75 |
| Range |
15.25 |
24.00 |
8.75 |
57.4% |
27.25 |
| ATR |
15.82 |
16.41 |
0.58 |
3.7% |
0.00 |
| Volume |
854,380 |
884,642 |
30,262 |
3.5% |
7,568,563 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.50 |
2,056.50 |
2,012.75 |
|
| R3 |
2,041.50 |
2,032.50 |
2,006.00 |
|
| R2 |
2,017.50 |
2,017.50 |
2,004.00 |
|
| R1 |
2,008.50 |
2,008.50 |
2,001.75 |
2,013.00 |
| PP |
1,993.50 |
1,993.50 |
1,993.50 |
1,995.75 |
| S1 |
1,984.50 |
1,984.50 |
1,997.25 |
1,989.00 |
| S2 |
1,969.50 |
1,969.50 |
1,995.00 |
|
| S3 |
1,945.50 |
1,960.50 |
1,993.00 |
|
| S4 |
1,921.50 |
1,936.50 |
1,986.25 |
|
|
| 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 |
2,002.50 |
1,972.00 |
30.50 |
1.5% |
17.75 |
0.9% |
90% |
True |
False |
1,265,283 |
| 10 |
2,011.00 |
1,972.00 |
39.00 |
2.0% |
17.50 |
0.9% |
71% |
False |
False |
1,381,777 |
| 20 |
2,011.00 |
1,968.25 |
42.75 |
2.1% |
14.25 |
0.7% |
73% |
False |
False |
1,178,552 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
17.00 |
0.8% |
90% |
False |
False |
1,385,096 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
16.25 |
0.8% |
90% |
False |
False |
1,401,211 |
| 80 |
2,011.00 |
1,882.25 |
128.75 |
6.4% |
15.25 |
0.8% |
91% |
False |
False |
1,187,371 |
| 100 |
2,011.00 |
1,836.75 |
174.25 |
8.7% |
15.50 |
0.8% |
93% |
False |
False |
950,663 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
16.25 |
0.8% |
95% |
False |
False |
792,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.50 |
|
2.618 |
2,065.25 |
|
1.618 |
2,041.25 |
|
1.000 |
2,026.50 |
|
0.618 |
2,017.25 |
|
HIGH |
2,002.50 |
|
0.618 |
1,993.25 |
|
0.500 |
1,990.50 |
|
0.382 |
1,987.75 |
|
LOW |
1,978.50 |
|
0.618 |
1,963.75 |
|
1.000 |
1,954.50 |
|
1.618 |
1,939.75 |
|
2.618 |
1,915.75 |
|
4.250 |
1,876.50 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,996.50 |
1,995.50 |
| PP |
1,993.50 |
1,991.25 |
| S1 |
1,990.50 |
1,987.25 |
|