| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
9,502.0 |
9,514.5 |
12.5 |
0.1% |
9,762.5 |
| High |
9,551.5 |
9,515.0 |
-36.5 |
-0.4% |
9,817.0 |
| Low |
9,456.0 |
9,371.0 |
-85.0 |
-0.9% |
9,456.0 |
| Close |
9,493.0 |
9,432.0 |
-61.0 |
-0.6% |
9,493.0 |
| Range |
95.5 |
144.0 |
48.5 |
50.8% |
361.0 |
| ATR |
131.0 |
131.9 |
0.9 |
0.7% |
0.0 |
| Volume |
120,079 |
128,339 |
8,260 |
6.9% |
617,594 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,871.3 |
9,795.7 |
9,511.2 |
|
| R3 |
9,727.3 |
9,651.7 |
9,471.6 |
|
| R2 |
9,583.3 |
9,583.3 |
9,458.4 |
|
| R1 |
9,507.7 |
9,507.7 |
9,445.2 |
9,473.5 |
| PP |
9,439.3 |
9,439.3 |
9,439.3 |
9,422.3 |
| S1 |
9,363.7 |
9,363.7 |
9,418.8 |
9,329.5 |
| S2 |
9,295.3 |
9,295.3 |
9,405.6 |
|
| S3 |
9,151.3 |
9,219.7 |
9,392.4 |
|
| S4 |
9,007.3 |
9,075.7 |
9,352.8 |
|
|
| 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 |
9,750.0 |
9,371.0 |
379.0 |
4.0% |
164.5 |
1.7% |
16% |
False |
True |
123,532 |
| 10 |
9,896.0 |
9,371.0 |
525.0 |
5.6% |
130.3 |
1.4% |
12% |
False |
True |
108,727 |
| 20 |
9,896.0 |
9,371.0 |
525.0 |
5.6% |
121.2 |
1.3% |
12% |
False |
True |
61,865 |
| 40 |
9,896.0 |
8,913.0 |
983.0 |
10.4% |
123.8 |
1.3% |
53% |
False |
False |
31,243 |
| 60 |
10,025.0 |
8,913.0 |
1,112.0 |
11.8% |
126.6 |
1.3% |
47% |
False |
False |
20,920 |
| 80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.1% |
111.6 |
1.2% |
45% |
False |
False |
15,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,127.0 |
|
2.618 |
9,892.0 |
|
1.618 |
9,748.0 |
|
1.000 |
9,659.0 |
|
0.618 |
9,604.0 |
|
HIGH |
9,515.0 |
|
0.618 |
9,460.0 |
|
0.500 |
9,443.0 |
|
0.382 |
9,426.0 |
|
LOW |
9,371.0 |
|
0.618 |
9,282.0 |
|
1.000 |
9,227.0 |
|
1.618 |
9,138.0 |
|
2.618 |
8,994.0 |
|
4.250 |
8,759.0 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,443.0 |
9,548.0 |
| PP |
9,439.3 |
9,509.3 |
| S1 |
9,435.7 |
9,470.7 |
|