| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,086.50 |
4,092.50 |
6.00 |
0.1% |
4,078.75 |
| High |
4,105.00 |
4,110.50 |
5.50 |
0.1% |
4,113.75 |
| Low |
4,075.50 |
4,053.25 |
-22.25 |
-0.5% |
4,052.00 |
| Close |
4,093.00 |
4,066.00 |
-27.00 |
-0.7% |
4,086.50 |
| Range |
29.50 |
57.25 |
27.75 |
94.1% |
61.75 |
| ATR |
33.64 |
35.33 |
1.69 |
5.0% |
0.00 |
| Volume |
207,652 |
386,107 |
178,455 |
85.9% |
1,020,427 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,248.25 |
4,214.50 |
4,097.50 |
|
| R3 |
4,191.00 |
4,157.25 |
4,081.75 |
|
| R2 |
4,133.75 |
4,133.75 |
4,076.50 |
|
| R1 |
4,100.00 |
4,100.00 |
4,071.25 |
4,088.25 |
| PP |
4,076.50 |
4,076.50 |
4,076.50 |
4,070.75 |
| S1 |
4,042.75 |
4,042.75 |
4,060.75 |
4,031.00 |
| S2 |
4,019.25 |
4,019.25 |
4,055.50 |
|
| S3 |
3,962.00 |
3,985.50 |
4,050.25 |
|
| S4 |
3,904.75 |
3,928.25 |
4,034.50 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,269.25 |
4,239.75 |
4,120.50 |
|
| R3 |
4,207.50 |
4,178.00 |
4,103.50 |
|
| R2 |
4,145.75 |
4,145.75 |
4,097.75 |
|
| R1 |
4,116.25 |
4,116.25 |
4,092.25 |
4,131.00 |
| PP |
4,084.00 |
4,084.00 |
4,084.00 |
4,091.50 |
| S1 |
4,054.50 |
4,054.50 |
4,080.75 |
4,069.25 |
| S2 |
4,022.25 |
4,022.25 |
4,075.25 |
|
| S3 |
3,960.50 |
3,992.75 |
4,069.50 |
|
| S4 |
3,898.75 |
3,931.00 |
4,052.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,113.75 |
4,052.00 |
61.75 |
1.5% |
44.50 |
1.1% |
23% |
False |
False |
283,794 |
| 10 |
4,113.75 |
4,052.00 |
61.75 |
1.5% |
31.50 |
0.8% |
23% |
False |
False |
222,406 |
| 20 |
4,113.75 |
3,883.25 |
230.50 |
5.7% |
30.75 |
0.8% |
79% |
False |
False |
209,242 |
| 40 |
4,113.75 |
3,826.50 |
287.25 |
7.1% |
38.50 |
0.9% |
83% |
False |
False |
244,179 |
| 60 |
4,113.75 |
3,750.25 |
363.50 |
8.9% |
37.00 |
0.9% |
87% |
False |
False |
235,240 |
| 80 |
4,113.75 |
3,539.00 |
574.75 |
14.1% |
35.75 |
0.9% |
92% |
False |
False |
181,723 |
| 100 |
4,113.75 |
3,476.00 |
637.75 |
15.7% |
37.25 |
0.9% |
93% |
False |
False |
145,393 |
| 120 |
4,113.75 |
3,404.00 |
709.75 |
17.5% |
40.75 |
1.0% |
93% |
False |
False |
121,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,353.75 |
|
2.618 |
4,260.50 |
|
1.618 |
4,203.25 |
|
1.000 |
4,167.75 |
|
0.618 |
4,146.00 |
|
HIGH |
4,110.50 |
|
0.618 |
4,088.75 |
|
0.500 |
4,082.00 |
|
0.382 |
4,075.00 |
|
LOW |
4,053.25 |
|
0.618 |
4,017.75 |
|
1.000 |
3,996.00 |
|
1.618 |
3,960.50 |
|
2.618 |
3,903.25 |
|
4.250 |
3,810.00 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,082.00 |
4,081.25 |
| PP |
4,076.50 |
4,076.25 |
| S1 |
4,071.25 |
4,071.00 |
|