| 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 |
9,678.0 |
9,730.0 |
52.0 |
0.5% |
9,500.5 |
| High |
9,746.5 |
9,734.5 |
-12.0 |
-0.1% |
9,790.0 |
| Low |
9,640.0 |
9,632.0 |
-8.0 |
-0.1% |
9,472.0 |
| Close |
9,708.5 |
9,686.5 |
-22.0 |
-0.2% |
9,753.5 |
| Range |
106.5 |
102.5 |
-4.0 |
-3.8% |
318.0 |
| ATR |
129.6 |
127.7 |
-1.9 |
-1.5% |
0.0 |
| Volume |
5,246 |
8,645 |
3,399 |
64.8% |
23,325 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,991.8 |
9,941.7 |
9,742.9 |
|
| R3 |
9,889.3 |
9,839.2 |
9,714.7 |
|
| R2 |
9,786.8 |
9,786.8 |
9,705.3 |
|
| R1 |
9,736.7 |
9,736.7 |
9,695.9 |
9,710.5 |
| PP |
9,684.3 |
9,684.3 |
9,684.3 |
9,671.3 |
| S1 |
9,634.2 |
9,634.2 |
9,677.1 |
9,608.0 |
| S2 |
9,581.8 |
9,581.8 |
9,667.7 |
|
| S3 |
9,479.3 |
9,531.7 |
9,658.3 |
|
| S4 |
9,376.8 |
9,429.2 |
9,630.1 |
|
|
| 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 |
9,632.0 |
158.0 |
1.6% |
91.4 |
0.9% |
34% |
False |
True |
5,513 |
| 10 |
9,790.0 |
9,377.0 |
413.0 |
4.3% |
120.1 |
1.2% |
75% |
False |
False |
5,007 |
| 20 |
9,790.0 |
9,050.0 |
740.0 |
7.6% |
117.5 |
1.2% |
86% |
False |
False |
2,867 |
| 40 |
9,856.0 |
8,913.0 |
943.0 |
9.7% |
128.4 |
1.3% |
82% |
False |
False |
1,630 |
| 60 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
116.2 |
1.2% |
68% |
False |
False |
1,153 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
100.0 |
1.0% |
68% |
False |
False |
885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,170.1 |
|
2.618 |
10,002.8 |
|
1.618 |
9,900.3 |
|
1.000 |
9,837.0 |
|
0.618 |
9,797.8 |
|
HIGH |
9,734.5 |
|
0.618 |
9,695.3 |
|
0.500 |
9,683.3 |
|
0.382 |
9,671.2 |
|
LOW |
9,632.0 |
|
0.618 |
9,568.7 |
|
1.000 |
9,529.5 |
|
1.618 |
9,466.2 |
|
2.618 |
9,363.7 |
|
4.250 |
9,196.4 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,685.4 |
9,701.0 |
| PP |
9,684.3 |
9,696.2 |
| S1 |
9,683.3 |
9,691.3 |
|