| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,762.5 |
9,744.5 |
-18.0 |
-0.2% |
9,603.0 |
| High |
9,817.0 |
9,750.0 |
-67.0 |
-0.7% |
9,896.0 |
| Low |
9,723.5 |
9,572.5 |
-151.0 |
-1.6% |
9,590.5 |
| Close |
9,753.5 |
9,594.0 |
-159.5 |
-1.6% |
9,822.5 |
| Range |
93.5 |
177.5 |
84.0 |
89.8% |
305.5 |
| ATR |
117.8 |
122.4 |
4.5 |
3.8% |
0.0 |
| Volume |
128,270 |
109,742 |
-18,528 |
-14.4% |
409,311 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,171.3 |
10,060.2 |
9,691.6 |
|
| R3 |
9,993.8 |
9,882.7 |
9,642.8 |
|
| R2 |
9,816.3 |
9,816.3 |
9,626.5 |
|
| R1 |
9,705.2 |
9,705.2 |
9,610.3 |
9,672.0 |
| PP |
9,638.8 |
9,638.8 |
9,638.8 |
9,622.3 |
| S1 |
9,527.7 |
9,527.7 |
9,577.7 |
9,494.5 |
| S2 |
9,461.3 |
9,461.3 |
9,561.5 |
|
| S3 |
9,283.8 |
9,350.2 |
9,545.2 |
|
| S4 |
9,106.3 |
9,172.7 |
9,496.4 |
|
|
| 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 |
9,572.5 |
323.5 |
3.4% |
113.8 |
1.2% |
7% |
False |
True |
102,966 |
| 10 |
9,896.0 |
9,572.5 |
323.5 |
3.4% |
106.6 |
1.1% |
7% |
False |
True |
69,429 |
| 20 |
9,896.0 |
9,377.0 |
519.0 |
5.4% |
112.6 |
1.2% |
42% |
False |
False |
36,777 |
| 40 |
9,896.0 |
8,913.0 |
983.0 |
10.2% |
125.7 |
1.3% |
69% |
False |
False |
18,589 |
| 60 |
10,051.0 |
8,913.0 |
1,138.0 |
11.9% |
120.7 |
1.3% |
60% |
False |
False |
12,472 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.9% |
106.6 |
1.1% |
60% |
False |
False |
9,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,504.4 |
|
2.618 |
10,214.7 |
|
1.618 |
10,037.2 |
|
1.000 |
9,927.5 |
|
0.618 |
9,859.7 |
|
HIGH |
9,750.0 |
|
0.618 |
9,682.2 |
|
0.500 |
9,661.3 |
|
0.382 |
9,640.3 |
|
LOW |
9,572.5 |
|
0.618 |
9,462.8 |
|
1.000 |
9,395.0 |
|
1.618 |
9,285.3 |
|
2.618 |
9,107.8 |
|
4.250 |
8,818.1 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,661.3 |
9,734.3 |
| PP |
9,638.8 |
9,687.5 |
| S1 |
9,616.4 |
9,640.8 |
|