| 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 |
9,713.5 |
9,603.0 |
-110.5 |
-1.1% |
9,782.0 |
| High |
9,722.5 |
9,688.5 |
-34.0 |
-0.3% |
9,782.0 |
| Low |
9,621.0 |
9,591.0 |
-30.0 |
-0.3% |
9,621.0 |
| Close |
9,652.5 |
9,664.0 |
11.5 |
0.1% |
9,652.5 |
| Range |
101.5 |
97.5 |
-4.0 |
-3.9% |
161.0 |
| ATR |
125.8 |
123.8 |
-2.0 |
-1.6% |
0.0 |
| Volume |
33,077 |
67,967 |
34,890 |
105.5% |
58,746 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,940.3 |
9,899.7 |
9,717.6 |
|
| R3 |
9,842.8 |
9,802.2 |
9,690.8 |
|
| R2 |
9,745.3 |
9,745.3 |
9,681.9 |
|
| R1 |
9,704.7 |
9,704.7 |
9,672.9 |
9,725.0 |
| PP |
9,647.8 |
9,647.8 |
9,647.8 |
9,658.0 |
| S1 |
9,607.2 |
9,607.2 |
9,655.1 |
9,627.5 |
| S2 |
9,550.3 |
9,550.3 |
9,646.1 |
|
| S3 |
9,452.8 |
9,509.7 |
9,637.2 |
|
| S4 |
9,355.3 |
9,412.2 |
9,610.4 |
|
|
| 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 |
9,770.0 |
9,591.0 |
179.0 |
1.9% |
99.6 |
1.0% |
41% |
False |
True |
23,746 |
| 10 |
9,790.0 |
9,472.0 |
318.0 |
3.3% |
112.1 |
1.2% |
60% |
False |
False |
15,003 |
| 20 |
9,790.0 |
9,199.0 |
591.0 |
6.1% |
108.1 |
1.1% |
79% |
False |
False |
7,890 |
| 40 |
9,822.0 |
8,913.0 |
909.0 |
9.4% |
127.6 |
1.3% |
83% |
False |
False |
4,127 |
| 60 |
10,051.0 |
8,913.0 |
1,138.0 |
11.8% |
118.1 |
1.2% |
66% |
False |
False |
2,830 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
101.6 |
1.1% |
66% |
False |
False |
2,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,102.9 |
|
2.618 |
9,943.8 |
|
1.618 |
9,846.3 |
|
1.000 |
9,786.0 |
|
0.618 |
9,748.8 |
|
HIGH |
9,688.5 |
|
0.618 |
9,651.3 |
|
0.500 |
9,639.8 |
|
0.382 |
9,628.2 |
|
LOW |
9,591.0 |
|
0.618 |
9,530.7 |
|
1.000 |
9,493.5 |
|
1.618 |
9,433.2 |
|
2.618 |
9,335.7 |
|
4.250 |
9,176.6 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,655.9 |
9,663.6 |
| PP |
9,647.8 |
9,663.2 |
| S1 |
9,639.8 |
9,662.8 |
|