| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
16,400 |
16,310 |
-90 |
-0.5% |
16,250 |
| High |
16,425 |
16,315 |
-110 |
-0.7% |
16,455 |
| Low |
16,190 |
16,105 |
-85 |
-0.5% |
16,015 |
| Close |
16,295 |
16,225 |
-70 |
-0.4% |
16,395 |
| Range |
235 |
210 |
-25 |
-10.6% |
440 |
| ATR |
196 |
197 |
1 |
0.5% |
0 |
| Volume |
13,539 |
12,989 |
-550 |
-4.1% |
64,661 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,845 |
16,745 |
16,341 |
|
| R3 |
16,635 |
16,535 |
16,283 |
|
| R2 |
16,425 |
16,425 |
16,264 |
|
| R1 |
16,325 |
16,325 |
16,244 |
16,270 |
| PP |
16,215 |
16,215 |
16,215 |
16,188 |
| S1 |
16,115 |
16,115 |
16,206 |
16,060 |
| S2 |
16,005 |
16,005 |
16,187 |
|
| S3 |
15,795 |
15,905 |
16,167 |
|
| S4 |
15,585 |
15,695 |
16,110 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,608 |
17,442 |
16,637 |
|
| R3 |
17,168 |
17,002 |
16,516 |
|
| R2 |
16,728 |
16,728 |
16,476 |
|
| R1 |
16,562 |
16,562 |
16,435 |
16,645 |
| PP |
16,288 |
16,288 |
16,288 |
16,330 |
| S1 |
16,122 |
16,122 |
16,355 |
16,205 |
| S2 |
15,848 |
15,848 |
16,314 |
|
| S3 |
15,408 |
15,682 |
16,274 |
|
| S4 |
14,968 |
15,242 |
16,153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,455 |
16,015 |
440 |
2.7% |
266 |
1.6% |
48% |
False |
False |
14,907 |
| 10 |
16,455 |
15,820 |
635 |
3.9% |
231 |
1.4% |
64% |
False |
False |
13,007 |
| 20 |
16,455 |
15,535 |
920 |
5.7% |
199 |
1.2% |
75% |
False |
False |
13,665 |
| 40 |
16,455 |
14,725 |
1,730 |
10.7% |
168 |
1.0% |
87% |
False |
False |
6,870 |
| 60 |
16,455 |
14,725 |
1,730 |
10.7% |
128 |
0.8% |
87% |
False |
False |
4,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,208 |
|
2.618 |
16,865 |
|
1.618 |
16,655 |
|
1.000 |
16,525 |
|
0.618 |
16,445 |
|
HIGH |
16,315 |
|
0.618 |
16,235 |
|
0.500 |
16,210 |
|
0.382 |
16,185 |
|
LOW |
16,105 |
|
0.618 |
15,975 |
|
1.000 |
15,895 |
|
1.618 |
15,765 |
|
2.618 |
15,555 |
|
4.250 |
15,213 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,220 |
16,280 |
| PP |
16,215 |
16,262 |
| S1 |
16,210 |
16,243 |
|