| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,678.0 |
9,502.0 |
-176.0 |
-1.8% |
9,762.5 |
| High |
9,725.0 |
9,551.5 |
-173.5 |
-1.8% |
9,817.0 |
| Low |
9,470.5 |
9,456.0 |
-14.5 |
-0.2% |
9,456.0 |
| Close |
9,511.5 |
9,493.0 |
-18.5 |
-0.2% |
9,493.0 |
| Range |
254.5 |
95.5 |
-159.0 |
-62.5% |
361.0 |
| ATR |
133.7 |
131.0 |
-2.7 |
-2.0% |
0.0 |
| Volume |
116,709 |
120,079 |
3,370 |
2.9% |
617,594 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,786.7 |
9,735.3 |
9,545.5 |
|
| R3 |
9,691.2 |
9,639.8 |
9,519.3 |
|
| R2 |
9,595.7 |
9,595.7 |
9,510.5 |
|
| R1 |
9,544.3 |
9,544.3 |
9,501.8 |
9,522.3 |
| PP |
9,500.2 |
9,500.2 |
9,500.2 |
9,489.1 |
| S1 |
9,448.8 |
9,448.8 |
9,484.2 |
9,426.8 |
| S2 |
9,404.7 |
9,404.7 |
9,475.5 |
|
| S3 |
9,309.2 |
9,353.3 |
9,466.7 |
|
| S4 |
9,213.7 |
9,257.8 |
9,440.5 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,671.7 |
10,443.3 |
9,691.6 |
|
| R3 |
10,310.7 |
10,082.3 |
9,592.3 |
|
| R2 |
9,949.7 |
9,949.7 |
9,559.2 |
|
| R1 |
9,721.3 |
9,721.3 |
9,526.1 |
9,655.0 |
| PP |
9,588.7 |
9,588.7 |
9,588.7 |
9,555.5 |
| S1 |
9,360.3 |
9,360.3 |
9,459.9 |
9,294.0 |
| S2 |
9,227.7 |
9,227.7 |
9,426.8 |
|
| S3 |
8,866.7 |
8,999.3 |
9,393.7 |
|
| S4 |
8,505.7 |
8,638.3 |
9,294.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,817.0 |
9,456.0 |
361.0 |
3.8% |
154.4 |
1.6% |
10% |
False |
True |
123,518 |
| 10 |
9,896.0 |
9,456.0 |
440.0 |
4.6% |
125.7 |
1.3% |
8% |
False |
True |
102,690 |
| 20 |
9,896.0 |
9,377.0 |
519.0 |
5.5% |
121.2 |
1.3% |
22% |
False |
False |
55,463 |
| 40 |
9,896.0 |
8,913.0 |
983.0 |
10.4% |
126.4 |
1.3% |
59% |
False |
False |
28,052 |
| 60 |
10,049.0 |
8,913.0 |
1,136.0 |
12.0% |
124.7 |
1.3% |
51% |
False |
False |
18,787 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.1% |
110.4 |
1.2% |
51% |
False |
False |
14,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,957.4 |
|
2.618 |
9,801.5 |
|
1.618 |
9,706.0 |
|
1.000 |
9,647.0 |
|
0.618 |
9,610.5 |
|
HIGH |
9,551.5 |
|
0.618 |
9,515.0 |
|
0.500 |
9,503.8 |
|
0.382 |
9,492.5 |
|
LOW |
9,456.0 |
|
0.618 |
9,397.0 |
|
1.000 |
9,360.5 |
|
1.618 |
9,301.5 |
|
2.618 |
9,206.0 |
|
4.250 |
9,050.1 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,503.8 |
9,590.5 |
| PP |
9,500.2 |
9,558.0 |
| S1 |
9,496.6 |
9,525.5 |
|