| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,656.5 |
9,679.5 |
23.0 |
0.2% |
9,782.0 |
| High |
9,679.5 |
9,720.5 |
41.0 |
0.4% |
9,782.0 |
| Low |
9,590.5 |
9,652.0 |
61.5 |
0.6% |
9,621.0 |
| Close |
9,631.0 |
9,673.0 |
42.0 |
0.4% |
9,652.5 |
| Range |
89.0 |
68.5 |
-20.5 |
-23.0% |
161.0 |
| ATR |
121.3 |
119.1 |
-2.3 |
-1.9% |
0.0 |
| Volume |
64,522 |
70,705 |
6,183 |
9.6% |
58,746 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,887.3 |
9,848.7 |
9,710.7 |
|
| R3 |
9,818.8 |
9,780.2 |
9,691.8 |
|
| R2 |
9,750.3 |
9,750.3 |
9,685.6 |
|
| R1 |
9,711.7 |
9,711.7 |
9,679.3 |
9,696.8 |
| PP |
9,681.8 |
9,681.8 |
9,681.8 |
9,674.4 |
| S1 |
9,643.2 |
9,643.2 |
9,666.7 |
9,628.3 |
| S2 |
9,613.3 |
9,613.3 |
9,660.4 |
|
| S3 |
9,544.8 |
9,574.7 |
9,654.2 |
|
| S4 |
9,476.3 |
9,506.2 |
9,635.3 |
|
|
| 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 |
9,734.5 |
9,590.5 |
144.0 |
1.5% |
91.8 |
0.9% |
57% |
False |
False |
48,983 |
| 10 |
9,790.0 |
9,542.0 |
248.0 |
2.6% |
101.0 |
1.0% |
53% |
False |
False |
26,570 |
| 20 |
9,790.0 |
9,260.5 |
529.5 |
5.5% |
108.8 |
1.1% |
78% |
False |
False |
14,632 |
| 40 |
9,822.0 |
8,913.0 |
909.0 |
9.4% |
126.1 |
1.3% |
84% |
False |
False |
7,503 |
| 60 |
10,051.0 |
8,913.0 |
1,138.0 |
11.8% |
117.8 |
1.2% |
67% |
False |
False |
5,081 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
102.0 |
1.1% |
66% |
False |
False |
3,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,011.6 |
|
2.618 |
9,899.8 |
|
1.618 |
9,831.3 |
|
1.000 |
9,789.0 |
|
0.618 |
9,762.8 |
|
HIGH |
9,720.5 |
|
0.618 |
9,694.3 |
|
0.500 |
9,686.3 |
|
0.382 |
9,678.2 |
|
LOW |
9,652.0 |
|
0.618 |
9,609.7 |
|
1.000 |
9,583.5 |
|
1.618 |
9,541.2 |
|
2.618 |
9,472.7 |
|
4.250 |
9,360.9 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,686.3 |
9,667.2 |
| PP |
9,681.8 |
9,661.3 |
| S1 |
9,677.4 |
9,655.5 |
|