| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,847.5 |
9,762.5 |
-85.0 |
-0.9% |
9,603.0 |
| High |
9,896.0 |
9,817.0 |
-79.0 |
-0.8% |
9,896.0 |
| Low |
9,781.5 |
9,723.5 |
-58.0 |
-0.6% |
9,590.5 |
| Close |
9,822.5 |
9,753.5 |
-69.0 |
-0.7% |
9,822.5 |
| Range |
114.5 |
93.5 |
-21.0 |
-18.3% |
305.5 |
| ATR |
119.3 |
117.8 |
-1.4 |
-1.2% |
0.0 |
| Volume |
83,214 |
128,270 |
45,056 |
54.1% |
409,311 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,045.2 |
9,992.8 |
9,804.9 |
|
| R3 |
9,951.7 |
9,899.3 |
9,779.2 |
|
| R2 |
9,858.2 |
9,858.2 |
9,770.6 |
|
| R1 |
9,805.8 |
9,805.8 |
9,762.1 |
9,785.3 |
| PP |
9,764.7 |
9,764.7 |
9,764.7 |
9,754.4 |
| S1 |
9,712.3 |
9,712.3 |
9,744.9 |
9,691.8 |
| S2 |
9,671.2 |
9,671.2 |
9,736.4 |
|
| S3 |
9,577.7 |
9,618.8 |
9,727.8 |
|
| S4 |
9,484.2 |
9,525.3 |
9,702.1 |
|
|
| 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% |
96.1 |
1.0% |
53% |
False |
False |
93,922 |
| 10 |
9,896.0 |
9,590.5 |
305.5 |
3.1% |
97.9 |
1.0% |
53% |
False |
False |
58,834 |
| 20 |
9,896.0 |
9,377.0 |
519.0 |
5.3% |
108.8 |
1.1% |
73% |
False |
False |
31,300 |
| 40 |
9,896.0 |
8,913.0 |
983.0 |
10.1% |
124.6 |
1.3% |
86% |
False |
False |
15,852 |
| 60 |
10,051.0 |
8,913.0 |
1,138.0 |
11.7% |
119.2 |
1.2% |
74% |
False |
False |
10,644 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.7% |
104.9 |
1.1% |
73% |
False |
False |
8,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,214.4 |
|
2.618 |
10,061.8 |
|
1.618 |
9,968.3 |
|
1.000 |
9,910.5 |
|
0.618 |
9,874.8 |
|
HIGH |
9,817.0 |
|
0.618 |
9,781.3 |
|
0.500 |
9,770.3 |
|
0.382 |
9,759.2 |
|
LOW |
9,723.5 |
|
0.618 |
9,665.7 |
|
1.000 |
9,630.0 |
|
1.618 |
9,572.2 |
|
2.618 |
9,478.7 |
|
4.250 |
9,326.1 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,770.3 |
9,790.8 |
| PP |
9,764.7 |
9,778.3 |
| S1 |
9,759.1 |
9,765.9 |
|