| 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 |
9,724.0 |
9,678.0 |
-46.0 |
-0.5% |
9,500.5 |
| High |
9,770.0 |
9,746.5 |
-23.5 |
-0.2% |
9,790.0 |
| Low |
9,680.0 |
9,640.0 |
-40.0 |
-0.4% |
9,472.0 |
| Close |
9,715.0 |
9,708.5 |
-6.5 |
-0.1% |
9,753.5 |
| Range |
90.0 |
106.5 |
16.5 |
18.3% |
318.0 |
| ATR |
131.4 |
129.6 |
-1.8 |
-1.4% |
0.0 |
| Volume |
3,797 |
5,246 |
1,449 |
38.2% |
23,325 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,017.8 |
9,969.7 |
9,767.1 |
|
| R3 |
9,911.3 |
9,863.2 |
9,737.8 |
|
| R2 |
9,804.8 |
9,804.8 |
9,728.0 |
|
| R1 |
9,756.7 |
9,756.7 |
9,718.3 |
9,780.8 |
| PP |
9,698.3 |
9,698.3 |
9,698.3 |
9,710.4 |
| S1 |
9,650.2 |
9,650.2 |
9,698.7 |
9,674.3 |
| S2 |
9,591.8 |
9,591.8 |
9,689.0 |
|
| S3 |
9,485.3 |
9,543.7 |
9,679.2 |
|
| S4 |
9,378.8 |
9,437.2 |
9,649.9 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,625.8 |
10,507.7 |
9,928.4 |
|
| R3 |
10,307.8 |
10,189.7 |
9,841.0 |
|
| R2 |
9,989.8 |
9,989.8 |
9,811.8 |
|
| R1 |
9,871.7 |
9,871.7 |
9,782.7 |
9,930.8 |
| PP |
9,671.8 |
9,671.8 |
9,671.8 |
9,701.4 |
| S1 |
9,553.7 |
9,553.7 |
9,724.4 |
9,612.8 |
| S2 |
9,353.8 |
9,353.8 |
9,695.2 |
|
| S3 |
9,035.8 |
9,235.7 |
9,666.1 |
|
| S4 |
8,717.8 |
8,917.7 |
9,578.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,790.0 |
9,542.0 |
248.0 |
2.6% |
110.1 |
1.1% |
67% |
False |
False |
4,157 |
| 10 |
9,790.0 |
9,377.0 |
413.0 |
4.3% |
114.6 |
1.2% |
80% |
False |
False |
4,498 |
| 20 |
9,790.0 |
9,050.0 |
740.0 |
7.6% |
117.2 |
1.2% |
89% |
False |
False |
2,513 |
| 40 |
9,881.5 |
8,913.0 |
968.5 |
10.0% |
129.3 |
1.3% |
82% |
False |
False |
1,417 |
| 60 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
115.9 |
1.2% |
70% |
False |
False |
1,010 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
100.1 |
1.0% |
70% |
False |
False |
778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,199.1 |
|
2.618 |
10,025.3 |
|
1.618 |
9,918.8 |
|
1.000 |
9,853.0 |
|
0.618 |
9,812.3 |
|
HIGH |
9,746.5 |
|
0.618 |
9,705.8 |
|
0.500 |
9,693.3 |
|
0.382 |
9,680.7 |
|
LOW |
9,640.0 |
|
0.618 |
9,574.2 |
|
1.000 |
9,533.5 |
|
1.618 |
9,467.7 |
|
2.618 |
9,361.2 |
|
4.250 |
9,187.4 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,703.4 |
9,711.0 |
| PP |
9,698.3 |
9,710.2 |
| S1 |
9,693.3 |
9,709.3 |
|