| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,821.0 |
6,854.5 |
33.5 |
0.5% |
6,818.5 |
| High |
6,860.0 |
6,859.5 |
-0.5 |
0.0% |
6,907.5 |
| Low |
6,800.0 |
6,764.5 |
-35.5 |
-0.5% |
6,793.5 |
| Close |
6,837.0 |
6,796.5 |
-40.5 |
-0.6% |
6,854.5 |
| Range |
60.0 |
95.0 |
35.0 |
58.3% |
114.0 |
| ATR |
55.6 |
58.4 |
2.8 |
5.1% |
0.0 |
| Volume |
161,017 |
143,823 |
-17,194 |
-10.7% |
578,030 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,092.0 |
7,039.0 |
6,849.0 |
|
| R3 |
6,997.0 |
6,944.0 |
6,822.5 |
|
| R2 |
6,902.0 |
6,902.0 |
6,814.0 |
|
| R1 |
6,849.0 |
6,849.0 |
6,805.0 |
6,828.0 |
| PP |
6,807.0 |
6,807.0 |
6,807.0 |
6,796.0 |
| S1 |
6,754.0 |
6,754.0 |
6,788.0 |
6,733.0 |
| S2 |
6,712.0 |
6,712.0 |
6,779.0 |
|
| S3 |
6,617.0 |
6,659.0 |
6,770.5 |
|
| S4 |
6,522.0 |
6,564.0 |
6,744.0 |
|
|
| 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 |
6,884.5 |
6,764.5 |
120.0 |
1.8% |
68.5 |
1.0% |
27% |
False |
True |
129,083 |
| 10 |
6,907.5 |
6,764.5 |
143.0 |
2.1% |
59.0 |
0.9% |
22% |
False |
True |
113,200 |
| 20 |
6,907.5 |
6,626.5 |
281.0 |
4.1% |
51.5 |
0.8% |
60% |
False |
False |
95,797 |
| 40 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
58.0 |
0.9% |
73% |
False |
False |
93,249 |
| 60 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
57.0 |
0.8% |
73% |
False |
False |
87,899 |
| 80 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
52.0 |
0.8% |
73% |
False |
False |
77,599 |
| 100 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
45.0 |
0.7% |
73% |
False |
False |
62,092 |
| 120 |
6,907.5 |
6,426.5 |
481.0 |
7.1% |
39.0 |
0.6% |
77% |
False |
False |
51,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,263.0 |
|
2.618 |
7,108.0 |
|
1.618 |
7,013.0 |
|
1.000 |
6,954.5 |
|
0.618 |
6,918.0 |
|
HIGH |
6,859.5 |
|
0.618 |
6,823.0 |
|
0.500 |
6,812.0 |
|
0.382 |
6,801.0 |
|
LOW |
6,764.5 |
|
0.618 |
6,706.0 |
|
1.000 |
6,669.5 |
|
1.618 |
6,611.0 |
|
2.618 |
6,516.0 |
|
4.250 |
6,361.0 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,812.0 |
6,812.0 |
| PP |
6,807.0 |
6,807.0 |
| S1 |
6,801.5 |
6,802.0 |
|