| 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 |
9,730.0 |
9,713.5 |
-16.5 |
-0.2% |
9,782.0 |
| High |
9,734.5 |
9,722.5 |
-12.0 |
-0.1% |
9,782.0 |
| Low |
9,632.0 |
9,621.0 |
-11.0 |
-0.1% |
9,621.0 |
| Close |
9,686.5 |
9,652.5 |
-34.0 |
-0.4% |
9,652.5 |
| Range |
102.5 |
101.5 |
-1.0 |
-1.0% |
161.0 |
| ATR |
127.7 |
125.8 |
-1.9 |
-1.5% |
0.0 |
| Volume |
8,645 |
33,077 |
24,432 |
282.6% |
58,746 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,969.8 |
9,912.7 |
9,708.3 |
|
| R3 |
9,868.3 |
9,811.2 |
9,680.4 |
|
| R2 |
9,766.8 |
9,766.8 |
9,671.1 |
|
| R1 |
9,709.7 |
9,709.7 |
9,661.8 |
9,687.5 |
| PP |
9,665.3 |
9,665.3 |
9,665.3 |
9,654.3 |
| S1 |
9,608.2 |
9,608.2 |
9,643.2 |
9,586.0 |
| S2 |
9,563.8 |
9,563.8 |
9,633.9 |
|
| S3 |
9,462.3 |
9,506.7 |
9,624.6 |
|
| S4 |
9,360.8 |
9,405.2 |
9,596.7 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,168.2 |
10,071.3 |
9,741.1 |
|
| R3 |
10,007.2 |
9,910.3 |
9,696.8 |
|
| R2 |
9,846.2 |
9,846.2 |
9,682.0 |
|
| R1 |
9,749.3 |
9,749.3 |
9,667.3 |
9,717.3 |
| PP |
9,685.2 |
9,685.2 |
9,685.2 |
9,669.1 |
| S1 |
9,588.3 |
9,588.3 |
9,637.7 |
9,556.3 |
| S2 |
9,524.2 |
9,524.2 |
9,623.0 |
|
| S3 |
9,363.2 |
9,427.3 |
9,608.2 |
|
| S4 |
9,202.2 |
9,266.3 |
9,564.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,782.0 |
9,621.0 |
161.0 |
1.7% |
92.6 |
1.0% |
20% |
False |
True |
11,749 |
| 10 |
9,790.0 |
9,377.0 |
413.0 |
4.3% |
116.7 |
1.2% |
67% |
False |
False |
8,237 |
| 20 |
9,790.0 |
9,050.0 |
740.0 |
7.7% |
117.3 |
1.2% |
81% |
False |
False |
4,513 |
| 40 |
9,822.0 |
8,913.0 |
909.0 |
9.4% |
126.9 |
1.3% |
81% |
False |
False |
2,431 |
| 60 |
10,057.5 |
8,913.0 |
1,144.5 |
11.9% |
117.6 |
1.2% |
65% |
False |
False |
1,701 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.9% |
100.8 |
1.0% |
65% |
False |
False |
1,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,153.9 |
|
2.618 |
9,988.2 |
|
1.618 |
9,886.7 |
|
1.000 |
9,824.0 |
|
0.618 |
9,785.2 |
|
HIGH |
9,722.5 |
|
0.618 |
9,683.7 |
|
0.500 |
9,671.8 |
|
0.382 |
9,659.8 |
|
LOW |
9,621.0 |
|
0.618 |
9,558.3 |
|
1.000 |
9,519.5 |
|
1.618 |
9,456.8 |
|
2.618 |
9,355.3 |
|
4.250 |
9,189.6 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,671.8 |
9,683.8 |
| PP |
9,665.3 |
9,673.3 |
| S1 |
9,658.9 |
9,662.9 |
|