| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,819.5 |
6,821.0 |
1.5 |
0.0% |
6,818.5 |
| High |
6,847.0 |
6,860.0 |
13.0 |
0.2% |
6,907.5 |
| Low |
6,812.0 |
6,800.0 |
-12.0 |
-0.2% |
6,793.5 |
| Close |
6,827.5 |
6,837.0 |
9.5 |
0.1% |
6,854.5 |
| Range |
35.0 |
60.0 |
25.0 |
71.4% |
114.0 |
| ATR |
55.2 |
55.6 |
0.3 |
0.6% |
0.0 |
| Volume |
116,876 |
161,017 |
44,141 |
37.8% |
578,030 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,012.5 |
6,984.5 |
6,870.0 |
|
| R3 |
6,952.5 |
6,924.5 |
6,853.5 |
|
| R2 |
6,892.5 |
6,892.5 |
6,848.0 |
|
| R1 |
6,864.5 |
6,864.5 |
6,842.5 |
6,878.5 |
| PP |
6,832.5 |
6,832.5 |
6,832.5 |
6,839.0 |
| S1 |
6,804.5 |
6,804.5 |
6,831.5 |
6,818.5 |
| S2 |
6,772.5 |
6,772.5 |
6,826.0 |
|
| S3 |
6,712.5 |
6,744.5 |
6,820.5 |
|
| S4 |
6,652.5 |
6,684.5 |
6,804.0 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,194.0 |
7,138.0 |
6,917.0 |
|
| R3 |
7,080.0 |
7,024.0 |
6,886.0 |
|
| R2 |
6,966.0 |
6,966.0 |
6,875.5 |
|
| R1 |
6,910.0 |
6,910.0 |
6,865.0 |
6,938.0 |
| PP |
6,852.0 |
6,852.0 |
6,852.0 |
6,866.0 |
| S1 |
6,796.0 |
6,796.0 |
6,844.0 |
6,824.0 |
| S2 |
6,738.0 |
6,738.0 |
6,833.5 |
|
| S3 |
6,624.0 |
6,682.0 |
6,823.0 |
|
| S4 |
6,510.0 |
6,568.0 |
6,792.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,907.5 |
6,772.0 |
135.5 |
2.0% |
59.5 |
0.9% |
48% |
False |
False |
122,614 |
| 10 |
6,907.5 |
6,772.0 |
135.5 |
2.0% |
53.0 |
0.8% |
48% |
False |
False |
109,399 |
| 20 |
6,907.5 |
6,602.5 |
305.0 |
4.5% |
49.0 |
0.7% |
77% |
False |
False |
93,122 |
| 40 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
57.0 |
0.8% |
83% |
False |
False |
92,053 |
| 60 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
56.0 |
0.8% |
83% |
False |
False |
87,420 |
| 80 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
51.5 |
0.8% |
83% |
False |
False |
75,802 |
| 100 |
6,907.5 |
6,467.0 |
440.5 |
6.4% |
44.5 |
0.7% |
84% |
False |
False |
60,654 |
| 120 |
6,907.5 |
6,397.0 |
510.5 |
7.5% |
38.5 |
0.6% |
86% |
False |
False |
50,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,115.0 |
|
2.618 |
7,017.0 |
|
1.618 |
6,957.0 |
|
1.000 |
6,920.0 |
|
0.618 |
6,897.0 |
|
HIGH |
6,860.0 |
|
0.618 |
6,837.0 |
|
0.500 |
6,830.0 |
|
0.382 |
6,823.0 |
|
LOW |
6,800.0 |
|
0.618 |
6,763.0 |
|
1.000 |
6,740.0 |
|
1.618 |
6,703.0 |
|
2.618 |
6,643.0 |
|
4.250 |
6,545.0 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,834.5 |
6,831.5 |
| PP |
6,832.5 |
6,826.0 |
| S1 |
6,830.0 |
6,820.5 |
|