| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,793.0 |
6,818.0 |
25.0 |
0.4% |
6,859.0 |
| High |
6,819.5 |
6,821.5 |
2.0 |
0.0% |
6,869.0 |
| Low |
6,775.5 |
6,746.5 |
-29.0 |
-0.4% |
6,764.5 |
| Close |
6,800.0 |
6,791.5 |
-8.5 |
-0.1% |
6,805.5 |
| Range |
44.0 |
75.0 |
31.0 |
70.5% |
104.5 |
| ATR |
55.7 |
57.0 |
1.4 |
2.5% |
0.0 |
| Volume |
312,968 |
244,862 |
-68,106 |
-21.8% |
702,523 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,011.5 |
6,976.5 |
6,833.0 |
|
| R3 |
6,936.5 |
6,901.5 |
6,812.0 |
|
| R2 |
6,861.5 |
6,861.5 |
6,805.0 |
|
| R1 |
6,826.5 |
6,826.5 |
6,798.5 |
6,806.5 |
| PP |
6,786.5 |
6,786.5 |
6,786.5 |
6,776.5 |
| S1 |
6,751.5 |
6,751.5 |
6,784.5 |
6,731.5 |
| S2 |
6,711.5 |
6,711.5 |
6,778.0 |
|
| S3 |
6,636.5 |
6,676.5 |
6,771.0 |
|
| S4 |
6,561.5 |
6,601.5 |
6,750.0 |
|
|
| 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 |
6,746.5 |
113.5 |
1.7% |
61.5 |
0.9% |
40% |
False |
True |
211,169 |
| 10 |
6,907.5 |
6,746.5 |
161.0 |
2.4% |
62.0 |
0.9% |
28% |
False |
True |
164,090 |
| 20 |
6,907.5 |
6,735.0 |
172.5 |
2.5% |
50.0 |
0.7% |
33% |
False |
False |
121,311 |
| 40 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
56.5 |
0.8% |
72% |
False |
False |
105,613 |
| 60 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
57.5 |
0.8% |
72% |
False |
False |
96,539 |
| 80 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
52.5 |
0.8% |
72% |
False |
False |
86,962 |
| 100 |
6,907.5 |
6,492.0 |
415.5 |
6.1% |
46.5 |
0.7% |
72% |
False |
False |
69,602 |
| 120 |
6,907.5 |
6,452.0 |
455.5 |
6.7% |
40.5 |
0.6% |
75% |
False |
False |
58,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,140.0 |
|
2.618 |
7,018.0 |
|
1.618 |
6,943.0 |
|
1.000 |
6,896.5 |
|
0.618 |
6,868.0 |
|
HIGH |
6,821.5 |
|
0.618 |
6,793.0 |
|
0.500 |
6,784.0 |
|
0.382 |
6,775.0 |
|
LOW |
6,746.5 |
|
0.618 |
6,700.0 |
|
1.000 |
6,671.5 |
|
1.618 |
6,625.0 |
|
2.618 |
6,550.0 |
|
4.250 |
6,428.0 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,789.0 |
6,789.0 |
| PP |
6,786.5 |
6,786.5 |
| S1 |
6,784.0 |
6,784.0 |
|