| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,999.50 |
2,003.50 |
4.00 |
0.2% |
2,006.50 |
| High |
2,010.75 |
2,014.50 |
3.75 |
0.2% |
2,006.75 |
| Low |
1,991.25 |
2,001.00 |
9.75 |
0.5% |
1,979.50 |
| Close |
2,001.50 |
2,012.25 |
10.75 |
0.5% |
1,984.75 |
| Range |
19.50 |
13.50 |
-6.00 |
-30.8% |
27.25 |
| ATR |
16.63 |
16.41 |
-0.22 |
-1.3% |
0.00 |
| Volume |
623,841 |
333,677 |
-290,164 |
-46.5% |
7,568,563 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.75 |
2,044.50 |
2,019.75 |
|
| R3 |
2,036.25 |
2,031.00 |
2,016.00 |
|
| R2 |
2,022.75 |
2,022.75 |
2,014.75 |
|
| R1 |
2,017.50 |
2,017.50 |
2,013.50 |
2,020.00 |
| PP |
2,009.25 |
2,009.25 |
2,009.25 |
2,010.50 |
| S1 |
2,004.00 |
2,004.00 |
2,011.00 |
2,006.50 |
| S2 |
1,995.75 |
1,995.75 |
2,009.75 |
|
| S3 |
1,982.25 |
1,990.50 |
2,008.50 |
|
| S4 |
1,968.75 |
1,977.00 |
2,004.75 |
|
|
| 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 |
2,014.50 |
1,972.00 |
42.50 |
2.1% |
18.50 |
0.9% |
95% |
True |
False |
790,192 |
| 10 |
2,014.50 |
1,972.00 |
42.50 |
2.1% |
17.25 |
0.9% |
95% |
True |
False |
1,195,837 |
| 20 |
2,014.50 |
1,972.00 |
42.50 |
2.1% |
14.75 |
0.7% |
95% |
True |
False |
1,130,071 |
| 40 |
2,014.50 |
1,890.25 |
124.25 |
6.2% |
17.25 |
0.9% |
98% |
True |
False |
1,348,422 |
| 60 |
2,014.50 |
1,890.25 |
124.25 |
6.2% |
16.50 |
0.8% |
98% |
True |
False |
1,374,587 |
| 80 |
2,014.50 |
1,890.25 |
124.25 |
6.2% |
15.25 |
0.8% |
98% |
True |
False |
1,199,146 |
| 100 |
2,014.50 |
1,847.25 |
167.25 |
8.3% |
15.50 |
0.8% |
99% |
True |
False |
960,186 |
| 120 |
2,014.50 |
1,796.50 |
218.00 |
10.8% |
16.25 |
0.8% |
99% |
True |
False |
800,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,072.00 |
|
2.618 |
2,049.75 |
|
1.618 |
2,036.25 |
|
1.000 |
2,028.00 |
|
0.618 |
2,022.75 |
|
HIGH |
2,014.50 |
|
0.618 |
2,009.25 |
|
0.500 |
2,007.75 |
|
0.382 |
2,006.25 |
|
LOW |
2,001.00 |
|
0.618 |
1,992.75 |
|
1.000 |
1,987.50 |
|
1.618 |
1,979.25 |
|
2.618 |
1,965.75 |
|
4.250 |
1,943.50 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.75 |
2,007.00 |
| PP |
2,009.25 |
2,001.75 |
| S1 |
2,007.75 |
1,996.50 |
|