| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,854.5 |
6,811.5 |
-43.0 |
-0.6% |
6,859.0 |
| High |
6,859.5 |
6,821.5 |
-38.0 |
-0.6% |
6,869.0 |
| Low |
6,764.5 |
6,789.0 |
24.5 |
0.4% |
6,764.5 |
| Close |
6,796.5 |
6,805.5 |
9.0 |
0.1% |
6,805.5 |
| Range |
95.0 |
32.5 |
-62.5 |
-65.8% |
104.5 |
| ATR |
58.4 |
56.5 |
-1.8 |
-3.2% |
0.0 |
| Volume |
143,823 |
193,177 |
49,354 |
34.3% |
702,523 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,903.0 |
6,886.5 |
6,823.5 |
|
| R3 |
6,870.5 |
6,854.0 |
6,814.5 |
|
| R2 |
6,838.0 |
6,838.0 |
6,811.5 |
|
| R1 |
6,821.5 |
6,821.5 |
6,808.5 |
6,813.5 |
| PP |
6,805.5 |
6,805.5 |
6,805.5 |
6,801.0 |
| S1 |
6,789.0 |
6,789.0 |
6,802.5 |
6,781.0 |
| S2 |
6,773.0 |
6,773.0 |
6,799.5 |
|
| S3 |
6,740.5 |
6,756.5 |
6,796.5 |
|
| S4 |
6,708.0 |
6,724.0 |
6,787.5 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,126.5 |
7,070.5 |
6,863.0 |
|
| R3 |
7,022.0 |
6,966.0 |
6,834.0 |
|
| R2 |
6,917.5 |
6,917.5 |
6,824.5 |
|
| R1 |
6,861.5 |
6,861.5 |
6,815.0 |
6,837.0 |
| PP |
6,813.0 |
6,813.0 |
6,813.0 |
6,801.0 |
| S1 |
6,757.0 |
6,757.0 |
6,796.0 |
6,733.0 |
| S2 |
6,708.5 |
6,708.5 |
6,786.5 |
|
| S3 |
6,604.0 |
6,652.5 |
6,777.0 |
|
| S4 |
6,499.5 |
6,548.0 |
6,748.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,869.0 |
6,764.5 |
104.5 |
1.5% |
64.0 |
0.9% |
39% |
False |
False |
140,504 |
| 10 |
6,907.5 |
6,764.5 |
143.0 |
2.1% |
57.0 |
0.8% |
29% |
False |
False |
128,055 |
| 20 |
6,907.5 |
6,650.0 |
257.5 |
3.8% |
50.0 |
0.7% |
60% |
False |
False |
100,046 |
| 40 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
57.0 |
0.8% |
75% |
False |
False |
95,772 |
| 60 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
57.0 |
0.8% |
75% |
False |
False |
89,704 |
| 80 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
52.0 |
0.8% |
75% |
False |
False |
80,014 |
| 100 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
45.5 |
0.7% |
75% |
False |
False |
64,023 |
| 120 |
6,907.5 |
6,426.5 |
481.0 |
7.1% |
39.5 |
0.6% |
79% |
False |
False |
53,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,959.5 |
|
2.618 |
6,906.5 |
|
1.618 |
6,874.0 |
|
1.000 |
6,854.0 |
|
0.618 |
6,841.5 |
|
HIGH |
6,821.5 |
|
0.618 |
6,809.0 |
|
0.500 |
6,805.0 |
|
0.382 |
6,801.5 |
|
LOW |
6,789.0 |
|
0.618 |
6,769.0 |
|
1.000 |
6,756.5 |
|
1.618 |
6,736.5 |
|
2.618 |
6,704.0 |
|
4.250 |
6,651.0 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,805.5 |
6,812.0 |
| PP |
6,805.5 |
6,810.0 |
| S1 |
6,805.0 |
6,808.0 |
|