| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,984.75 |
1,999.50 |
14.75 |
0.7% |
2,006.50 |
| High |
2,002.50 |
2,010.75 |
8.25 |
0.4% |
2,006.75 |
| Low |
1,978.50 |
1,991.25 |
12.75 |
0.6% |
1,979.50 |
| Close |
1,999.50 |
2,001.50 |
2.00 |
0.1% |
1,984.75 |
| Range |
24.00 |
19.50 |
-4.50 |
-18.8% |
27.25 |
| ATR |
16.41 |
16.63 |
0.22 |
1.3% |
0.00 |
| Volume |
884,642 |
623,841 |
-260,801 |
-29.5% |
7,568,563 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.75 |
2,050.00 |
2,012.25 |
|
| R3 |
2,040.25 |
2,030.50 |
2,006.75 |
|
| R2 |
2,020.75 |
2,020.75 |
2,005.00 |
|
| R1 |
2,011.00 |
2,011.00 |
2,003.25 |
2,016.00 |
| PP |
2,001.25 |
2,001.25 |
2,001.25 |
2,003.50 |
| S1 |
1,991.50 |
1,991.50 |
1,999.75 |
1,996.50 |
| S2 |
1,981.75 |
1,981.75 |
1,998.00 |
|
| S3 |
1,962.25 |
1,972.00 |
1,996.25 |
|
| S4 |
1,942.75 |
1,952.50 |
1,990.75 |
|
|
| 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 |
2,010.75 |
1,972.00 |
38.75 |
1.9% |
18.50 |
0.9% |
76% |
True |
False |
1,071,959 |
| 10 |
2,010.75 |
1,972.00 |
38.75 |
1.9% |
18.00 |
0.9% |
76% |
True |
False |
1,314,378 |
| 20 |
2,011.00 |
1,972.00 |
39.00 |
1.9% |
14.75 |
0.7% |
76% |
False |
False |
1,166,324 |
| 40 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
17.00 |
0.9% |
92% |
False |
False |
1,368,820 |
| 60 |
2,011.00 |
1,890.25 |
120.75 |
6.0% |
16.50 |
0.8% |
92% |
False |
False |
1,394,535 |
| 80 |
2,011.00 |
1,889.50 |
121.50 |
6.1% |
15.25 |
0.8% |
92% |
False |
False |
1,195,096 |
| 100 |
2,011.00 |
1,836.75 |
174.25 |
8.7% |
15.50 |
0.8% |
95% |
False |
False |
956,871 |
| 120 |
2,011.00 |
1,796.50 |
214.50 |
10.7% |
16.25 |
0.8% |
96% |
False |
False |
797,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,093.50 |
|
2.618 |
2,061.75 |
|
1.618 |
2,042.25 |
|
1.000 |
2,030.25 |
|
0.618 |
2,022.75 |
|
HIGH |
2,010.75 |
|
0.618 |
2,003.25 |
|
0.500 |
2,001.00 |
|
0.382 |
1,998.75 |
|
LOW |
1,991.25 |
|
0.618 |
1,979.25 |
|
1.000 |
1,971.75 |
|
1.618 |
1,959.75 |
|
2.618 |
1,940.25 |
|
4.250 |
1,908.50 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.25 |
1,998.00 |
| PP |
2,001.25 |
1,994.75 |
| S1 |
2,001.00 |
1,991.50 |
|