| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,698.0 |
9,847.5 |
149.5 |
1.5% |
9,603.0 |
| High |
9,800.5 |
9,896.0 |
95.5 |
1.0% |
9,896.0 |
| Low |
9,685.5 |
9,781.5 |
96.0 |
1.0% |
9,590.5 |
| Close |
9,789.5 |
9,822.5 |
33.0 |
0.3% |
9,822.5 |
| Range |
115.0 |
114.5 |
-0.5 |
-0.4% |
305.5 |
| ATR |
119.7 |
119.3 |
-0.4 |
-0.3% |
0.0 |
| Volume |
122,903 |
83,214 |
-39,689 |
-32.3% |
409,311 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,176.8 |
10,114.2 |
9,885.5 |
|
| R3 |
10,062.3 |
9,999.7 |
9,854.0 |
|
| R2 |
9,947.8 |
9,947.8 |
9,843.5 |
|
| R1 |
9,885.2 |
9,885.2 |
9,833.0 |
9,859.3 |
| PP |
9,833.3 |
9,833.3 |
9,833.3 |
9,820.4 |
| S1 |
9,770.7 |
9,770.7 |
9,812.0 |
9,744.8 |
| S2 |
9,718.8 |
9,718.8 |
9,801.5 |
|
| S3 |
9,604.3 |
9,656.2 |
9,791.0 |
|
| S4 |
9,489.8 |
9,541.7 |
9,759.5 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,686.2 |
10,559.8 |
9,990.5 |
|
| R3 |
10,380.7 |
10,254.3 |
9,906.5 |
|
| R2 |
10,075.2 |
10,075.2 |
9,878.5 |
|
| R1 |
9,948.8 |
9,948.8 |
9,850.5 |
10,012.0 |
| PP |
9,769.7 |
9,769.7 |
9,769.7 |
9,801.3 |
| S1 |
9,643.3 |
9,643.3 |
9,794.5 |
9,706.5 |
| S2 |
9,464.2 |
9,464.2 |
9,766.5 |
|
| S3 |
9,158.7 |
9,337.8 |
9,738.5 |
|
| S4 |
8,853.2 |
9,032.3 |
9,654.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,896.0 |
9,590.5 |
305.5 |
3.1% |
96.9 |
1.0% |
76% |
True |
False |
81,862 |
| 10 |
9,896.0 |
9,590.5 |
305.5 |
3.1% |
94.8 |
1.0% |
76% |
True |
False |
46,805 |
| 20 |
9,896.0 |
9,301.0 |
595.0 |
6.1% |
110.0 |
1.1% |
88% |
True |
False |
24,897 |
| 40 |
9,896.0 |
8,913.0 |
983.0 |
10.0% |
126.3 |
1.3% |
93% |
True |
False |
12,650 |
| 60 |
10,051.0 |
8,913.0 |
1,138.0 |
11.6% |
118.2 |
1.2% |
80% |
False |
False |
8,508 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.7% |
104.2 |
1.1% |
79% |
False |
False |
6,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,382.6 |
|
2.618 |
10,195.8 |
|
1.618 |
10,081.3 |
|
1.000 |
10,010.5 |
|
0.618 |
9,966.8 |
|
HIGH |
9,896.0 |
|
0.618 |
9,852.3 |
|
0.500 |
9,838.8 |
|
0.382 |
9,825.2 |
|
LOW |
9,781.5 |
|
0.618 |
9,710.7 |
|
1.000 |
9,667.0 |
|
1.618 |
9,596.2 |
|
2.618 |
9,481.7 |
|
4.250 |
9,294.9 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,838.8 |
9,806.3 |
| PP |
9,833.3 |
9,790.2 |
| S1 |
9,827.9 |
9,774.0 |
|