| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,811.5 |
6,793.0 |
-18.5 |
-0.3% |
6,859.0 |
| High |
6,821.5 |
6,819.5 |
-2.0 |
0.0% |
6,869.0 |
| Low |
6,789.0 |
6,775.5 |
-13.5 |
-0.2% |
6,764.5 |
| Close |
6,805.5 |
6,800.0 |
-5.5 |
-0.1% |
6,805.5 |
| Range |
32.5 |
44.0 |
11.5 |
35.4% |
104.5 |
| ATR |
56.5 |
55.7 |
-0.9 |
-1.6% |
0.0 |
| Volume |
193,177 |
312,968 |
119,791 |
62.0% |
702,523 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,930.5 |
6,909.0 |
6,824.0 |
|
| R3 |
6,886.5 |
6,865.0 |
6,812.0 |
|
| R2 |
6,842.5 |
6,842.5 |
6,808.0 |
|
| R1 |
6,821.0 |
6,821.0 |
6,804.0 |
6,832.0 |
| PP |
6,798.5 |
6,798.5 |
6,798.5 |
6,803.5 |
| S1 |
6,777.0 |
6,777.0 |
6,796.0 |
6,788.0 |
| S2 |
6,754.5 |
6,754.5 |
6,792.0 |
|
| S3 |
6,710.5 |
6,733.0 |
6,788.0 |
|
| S4 |
6,666.5 |
6,689.0 |
6,776.0 |
|
|
| 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 |
6,860.0 |
6,764.5 |
95.5 |
1.4% |
53.5 |
0.8% |
37% |
False |
False |
185,572 |
| 10 |
6,907.5 |
6,764.5 |
143.0 |
2.1% |
58.5 |
0.9% |
25% |
False |
False |
151,728 |
| 20 |
6,907.5 |
6,697.5 |
210.0 |
3.1% |
48.5 |
0.7% |
49% |
False |
False |
112,535 |
| 40 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
56.0 |
0.8% |
74% |
False |
False |
101,939 |
| 60 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
57.0 |
0.8% |
74% |
False |
False |
93,684 |
| 80 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
52.0 |
0.8% |
74% |
False |
False |
83,913 |
| 100 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
45.5 |
0.7% |
74% |
False |
False |
67,153 |
| 120 |
6,907.5 |
6,452.0 |
455.5 |
6.7% |
39.5 |
0.6% |
76% |
False |
False |
55,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,006.5 |
|
2.618 |
6,934.5 |
|
1.618 |
6,890.5 |
|
1.000 |
6,863.5 |
|
0.618 |
6,846.5 |
|
HIGH |
6,819.5 |
|
0.618 |
6,802.5 |
|
0.500 |
6,797.5 |
|
0.382 |
6,792.5 |
|
LOW |
6,775.5 |
|
0.618 |
6,748.5 |
|
1.000 |
6,731.5 |
|
1.618 |
6,704.5 |
|
2.618 |
6,660.5 |
|
4.250 |
6,588.5 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,799.0 |
6,812.0 |
| PP |
6,798.5 |
6,808.0 |
| S1 |
6,797.5 |
6,804.0 |
|