| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
2,003.50 |
2,013.50 |
10.00 |
0.5% |
1,981.75 |
| High |
2,014.50 |
2,022.50 |
8.00 |
0.4% |
2,022.50 |
| Low |
2,001.00 |
2,013.25 |
12.25 |
0.6% |
1,972.00 |
| Close |
2,012.25 |
2,022.46 |
10.21 |
0.5% |
2,022.46 |
| Range |
13.50 |
9.25 |
-4.25 |
-31.5% |
50.50 |
| ATR |
16.41 |
15.97 |
-0.44 |
-2.7% |
0.00 |
| Volume |
333,677 |
75,631 |
-258,046 |
-77.3% |
2,772,171 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.25 |
2,044.00 |
2,027.50 |
|
| R3 |
2,038.00 |
2,034.75 |
2,025.00 |
|
| R2 |
2,028.75 |
2,028.75 |
2,024.25 |
|
| R1 |
2,025.50 |
2,025.50 |
2,023.25 |
2,027.00 |
| PP |
2,019.50 |
2,019.50 |
2,019.50 |
2,020.25 |
| S1 |
2,016.25 |
2,016.25 |
2,021.50 |
2,017.75 |
| S2 |
2,010.25 |
2,010.25 |
2,020.75 |
|
| S3 |
2,001.00 |
2,007.00 |
2,020.00 |
|
| S4 |
1,991.75 |
1,997.75 |
2,017.25 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.25 |
2,140.25 |
2,050.25 |
|
| R3 |
2,106.75 |
2,089.75 |
2,036.25 |
|
| R2 |
2,056.25 |
2,056.25 |
2,031.75 |
|
| R1 |
2,039.25 |
2,039.25 |
2,027.00 |
2,047.75 |
| PP |
2,005.75 |
2,005.75 |
2,005.75 |
2,009.75 |
| S1 |
1,988.75 |
1,988.75 |
2,017.75 |
1,997.25 |
| S2 |
1,955.25 |
1,955.25 |
2,013.25 |
|
| S3 |
1,904.75 |
1,938.25 |
2,008.50 |
|
| S4 |
1,854.25 |
1,887.75 |
1,994.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,022.50 |
1,972.00 |
50.50 |
2.5% |
16.25 |
0.8% |
100% |
True |
False |
554,434 |
| 10 |
2,022.50 |
1,972.00 |
50.50 |
2.5% |
16.25 |
0.8% |
100% |
True |
False |
1,034,073 |
| 20 |
2,022.50 |
1,972.00 |
50.50 |
2.5% |
14.50 |
0.7% |
100% |
True |
False |
1,091,775 |
| 40 |
2,022.50 |
1,890.25 |
132.25 |
6.5% |
17.25 |
0.8% |
100% |
True |
False |
1,321,171 |
| 60 |
2,022.50 |
1,890.25 |
132.25 |
6.5% |
16.25 |
0.8% |
100% |
True |
False |
1,350,313 |
| 80 |
2,022.50 |
1,890.25 |
132.25 |
6.5% |
15.25 |
0.8% |
100% |
True |
False |
1,199,984 |
| 100 |
2,022.50 |
1,847.25 |
175.25 |
8.7% |
15.50 |
0.8% |
100% |
True |
False |
960,904 |
| 120 |
2,022.50 |
1,796.50 |
226.00 |
11.2% |
16.25 |
0.8% |
100% |
True |
False |
801,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.75 |
|
2.618 |
2,046.75 |
|
1.618 |
2,037.50 |
|
1.000 |
2,031.75 |
|
0.618 |
2,028.25 |
|
HIGH |
2,022.50 |
|
0.618 |
2,019.00 |
|
0.500 |
2,018.00 |
|
0.382 |
2,016.75 |
|
LOW |
2,013.25 |
|
0.618 |
2,007.50 |
|
1.000 |
2,004.00 |
|
1.618 |
1,998.25 |
|
2.618 |
1,989.00 |
|
4.250 |
1,974.00 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.00 |
2,017.25 |
| PP |
2,019.50 |
2,012.00 |
| S1 |
2,018.00 |
2,007.00 |
|