| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,679.5 |
9,698.0 |
18.5 |
0.2% |
9,782.0 |
| High |
9,720.5 |
9,800.5 |
80.0 |
0.8% |
9,782.0 |
| Low |
9,652.0 |
9,685.5 |
33.5 |
0.3% |
9,621.0 |
| Close |
9,673.0 |
9,789.5 |
116.5 |
1.2% |
9,652.5 |
| Range |
68.5 |
115.0 |
46.5 |
67.9% |
161.0 |
| ATR |
119.1 |
119.7 |
0.6 |
0.5% |
0.0 |
| Volume |
70,705 |
122,903 |
52,198 |
73.8% |
58,746 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,103.5 |
10,061.5 |
9,852.8 |
|
| R3 |
9,988.5 |
9,946.5 |
9,821.1 |
|
| R2 |
9,873.5 |
9,873.5 |
9,810.6 |
|
| R1 |
9,831.5 |
9,831.5 |
9,800.0 |
9,852.5 |
| PP |
9,758.5 |
9,758.5 |
9,758.5 |
9,769.0 |
| S1 |
9,716.5 |
9,716.5 |
9,779.0 |
9,737.5 |
| S2 |
9,643.5 |
9,643.5 |
9,768.4 |
|
| S3 |
9,528.5 |
9,601.5 |
9,757.9 |
|
| S4 |
9,413.5 |
9,486.5 |
9,726.3 |
|
|
| 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 |
9,800.5 |
9,590.5 |
210.0 |
2.1% |
94.3 |
1.0% |
95% |
True |
False |
71,834 |
| 10 |
9,800.5 |
9,590.5 |
210.0 |
2.1% |
92.9 |
0.9% |
95% |
True |
False |
38,674 |
| 20 |
9,800.5 |
9,289.5 |
511.0 |
5.2% |
110.4 |
1.1% |
98% |
True |
False |
20,751 |
| 40 |
9,822.0 |
8,913.0 |
909.0 |
9.3% |
126.6 |
1.3% |
96% |
False |
False |
10,572 |
| 60 |
10,051.0 |
8,913.0 |
1,138.0 |
11.6% |
118.6 |
1.2% |
77% |
False |
False |
7,124 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.7% |
102.8 |
1.1% |
77% |
False |
False |
5,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,289.3 |
|
2.618 |
10,101.6 |
|
1.618 |
9,986.6 |
|
1.000 |
9,915.5 |
|
0.618 |
9,871.6 |
|
HIGH |
9,800.5 |
|
0.618 |
9,756.6 |
|
0.500 |
9,743.0 |
|
0.382 |
9,729.4 |
|
LOW |
9,685.5 |
|
0.618 |
9,614.4 |
|
1.000 |
9,570.5 |
|
1.618 |
9,499.4 |
|
2.618 |
9,384.4 |
|
4.250 |
9,196.8 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,774.0 |
9,758.2 |
| PP |
9,758.5 |
9,726.8 |
| S1 |
9,743.0 |
9,695.5 |
|