| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,744.5 |
9,590.5 |
-154.0 |
-1.6% |
9,603.0 |
| High |
9,750.0 |
9,687.5 |
-62.5 |
-0.6% |
9,896.0 |
| Low |
9,572.5 |
9,536.5 |
-36.0 |
-0.4% |
9,590.5 |
| Close |
9,594.0 |
9,672.5 |
78.5 |
0.8% |
9,822.5 |
| Range |
177.5 |
151.0 |
-26.5 |
-14.9% |
305.5 |
| ATR |
122.4 |
124.4 |
2.0 |
1.7% |
0.0 |
| Volume |
109,742 |
142,794 |
33,052 |
30.1% |
409,311 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,085.2 |
10,029.8 |
9,755.6 |
|
| R3 |
9,934.2 |
9,878.8 |
9,714.0 |
|
| R2 |
9,783.2 |
9,783.2 |
9,700.2 |
|
| R1 |
9,727.8 |
9,727.8 |
9,686.3 |
9,755.5 |
| PP |
9,632.2 |
9,632.2 |
9,632.2 |
9,646.0 |
| S1 |
9,576.8 |
9,576.8 |
9,658.7 |
9,604.5 |
| S2 |
9,481.2 |
9,481.2 |
9,644.8 |
|
| S3 |
9,330.2 |
9,425.8 |
9,631.0 |
|
| S4 |
9,179.2 |
9,274.8 |
9,589.5 |
|
|
| 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 |
9,536.5 |
359.5 |
3.7% |
130.3 |
1.3% |
38% |
False |
True |
117,384 |
| 10 |
9,896.0 |
9,536.5 |
359.5 |
3.7% |
111.1 |
1.1% |
38% |
False |
True |
83,183 |
| 20 |
9,896.0 |
9,377.0 |
519.0 |
5.4% |
112.8 |
1.2% |
57% |
False |
False |
43,841 |
| 40 |
9,896.0 |
8,913.0 |
983.0 |
10.2% |
126.6 |
1.3% |
77% |
False |
False |
22,153 |
| 60 |
10,051.0 |
8,913.0 |
1,138.0 |
11.8% |
121.8 |
1.3% |
67% |
False |
False |
14,847 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
11.8% |
108.1 |
1.1% |
66% |
False |
False |
11,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,329.3 |
|
2.618 |
10,082.8 |
|
1.618 |
9,931.8 |
|
1.000 |
9,838.5 |
|
0.618 |
9,780.8 |
|
HIGH |
9,687.5 |
|
0.618 |
9,629.8 |
|
0.500 |
9,612.0 |
|
0.382 |
9,594.2 |
|
LOW |
9,536.5 |
|
0.618 |
9,443.2 |
|
1.000 |
9,385.5 |
|
1.618 |
9,292.2 |
|
2.618 |
9,141.2 |
|
4.250 |
8,894.8 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,652.3 |
9,676.8 |
| PP |
9,632.2 |
9,675.3 |
| S1 |
9,612.0 |
9,673.9 |
|