| 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 |
9,603.0 |
9,656.5 |
53.5 |
0.6% |
9,782.0 |
| High |
9,688.5 |
9,679.5 |
-9.0 |
-0.1% |
9,782.0 |
| Low |
9,591.0 |
9,590.5 |
-0.5 |
0.0% |
9,621.0 |
| Close |
9,664.0 |
9,631.0 |
-33.0 |
-0.3% |
9,652.5 |
| Range |
97.5 |
89.0 |
-8.5 |
-8.7% |
161.0 |
| ATR |
123.8 |
121.3 |
-2.5 |
-2.0% |
0.0 |
| Volume |
67,967 |
64,522 |
-3,445 |
-5.1% |
58,746 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,900.7 |
9,854.8 |
9,680.0 |
|
| R3 |
9,811.7 |
9,765.8 |
9,655.5 |
|
| R2 |
9,722.7 |
9,722.7 |
9,647.3 |
|
| R1 |
9,676.8 |
9,676.8 |
9,639.2 |
9,655.3 |
| PP |
9,633.7 |
9,633.7 |
9,633.7 |
9,622.9 |
| S1 |
9,587.8 |
9,587.8 |
9,622.8 |
9,566.3 |
| S2 |
9,544.7 |
9,544.7 |
9,614.7 |
|
| S3 |
9,455.7 |
9,498.8 |
9,606.5 |
|
| S4 |
9,366.7 |
9,409.8 |
9,582.1 |
|
|
| 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 |
9,746.5 |
9,590.5 |
156.0 |
1.6% |
99.4 |
1.0% |
26% |
False |
True |
35,891 |
| 10 |
9,790.0 |
9,517.5 |
272.5 |
2.8% |
110.2 |
1.1% |
42% |
False |
False |
20,912 |
| 20 |
9,790.0 |
9,260.5 |
529.5 |
5.5% |
109.0 |
1.1% |
70% |
False |
False |
11,105 |
| 40 |
9,822.0 |
8,913.0 |
909.0 |
9.4% |
126.6 |
1.3% |
79% |
False |
False |
5,737 |
| 60 |
10,051.0 |
8,913.0 |
1,138.0 |
11.8% |
117.6 |
1.2% |
63% |
False |
False |
3,904 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.9% |
101.8 |
1.1% |
63% |
False |
False |
2,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,057.8 |
|
2.618 |
9,912.5 |
|
1.618 |
9,823.5 |
|
1.000 |
9,768.5 |
|
0.618 |
9,734.5 |
|
HIGH |
9,679.5 |
|
0.618 |
9,645.5 |
|
0.500 |
9,635.0 |
|
0.382 |
9,624.5 |
|
LOW |
9,590.5 |
|
0.618 |
9,535.5 |
|
1.000 |
9,501.5 |
|
1.618 |
9,446.5 |
|
2.618 |
9,357.5 |
|
4.250 |
9,212.3 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,635.0 |
9,656.5 |
| PP |
9,633.7 |
9,648.0 |
| S1 |
9,632.3 |
9,639.5 |
|