| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,981.75 |
1,986.75 |
5.00 |
0.3% |
1,991.00 |
| High |
1,988.25 |
1,991.50 |
3.25 |
0.2% |
2,002.75 |
| Low |
1,973.75 |
1,977.25 |
3.50 |
0.2% |
1,980.50 |
| Close |
1,987.00 |
1,989.00 |
2.00 |
0.1% |
1,998.00 |
| Range |
14.50 |
14.25 |
-0.25 |
-1.7% |
22.25 |
| ATR |
15.34 |
15.26 |
-0.08 |
-0.5% |
0.00 |
| Volume |
283,842 |
803,889 |
520,047 |
183.2% |
139,593 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,028.75 |
2,023.00 |
1,996.75 |
|
| R3 |
2,014.50 |
2,008.75 |
1,993.00 |
|
| R2 |
2,000.25 |
2,000.25 |
1,991.50 |
|
| R1 |
1,994.50 |
1,994.50 |
1,990.25 |
1,997.50 |
| PP |
1,986.00 |
1,986.00 |
1,986.00 |
1,987.25 |
| S1 |
1,980.25 |
1,980.25 |
1,987.75 |
1,983.00 |
| S2 |
1,971.75 |
1,971.75 |
1,986.50 |
|
| S3 |
1,957.50 |
1,966.00 |
1,985.00 |
|
| S4 |
1,943.25 |
1,951.75 |
1,981.25 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,060.50 |
2,051.50 |
2,010.25 |
|
| R3 |
2,038.25 |
2,029.25 |
2,004.00 |
|
| R2 |
2,016.00 |
2,016.00 |
2,002.00 |
|
| R1 |
2,007.00 |
2,007.00 |
2,000.00 |
2,011.50 |
| PP |
1,993.75 |
1,993.75 |
1,993.75 |
1,996.00 |
| S1 |
1,984.75 |
1,984.75 |
1,996.00 |
1,989.25 |
| S2 |
1,971.50 |
1,971.50 |
1,994.00 |
|
| S3 |
1,949.25 |
1,962.50 |
1,992.00 |
|
| S4 |
1,927.00 |
1,940.25 |
1,985.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,999.50 |
1,973.75 |
25.75 |
1.3% |
16.00 |
0.8% |
59% |
False |
False |
255,961 |
| 10 |
2,002.75 |
1,973.75 |
29.00 |
1.5% |
15.00 |
0.8% |
53% |
False |
False |
139,239 |
| 20 |
2,002.75 |
1,929.50 |
73.25 |
3.7% |
13.50 |
0.7% |
81% |
False |
False |
72,277 |
| 40 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
16.75 |
0.8% |
89% |
False |
False |
38,059 |
| 60 |
2,002.75 |
1,882.75 |
120.00 |
6.0% |
15.50 |
0.8% |
89% |
False |
False |
26,035 |
| 80 |
2,002.75 |
1,850.50 |
152.25 |
7.7% |
14.50 |
0.7% |
91% |
False |
False |
19,622 |
| 100 |
2,002.75 |
1,831.50 |
171.25 |
8.6% |
14.25 |
0.7% |
92% |
False |
False |
15,727 |
| 120 |
2,002.75 |
1,790.00 |
212.75 |
10.7% |
14.75 |
0.7% |
94% |
False |
False |
13,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,052.00 |
|
2.618 |
2,028.75 |
|
1.618 |
2,014.50 |
|
1.000 |
2,005.75 |
|
0.618 |
2,000.25 |
|
HIGH |
1,991.50 |
|
0.618 |
1,986.00 |
|
0.500 |
1,984.50 |
|
0.382 |
1,982.75 |
|
LOW |
1,977.25 |
|
0.618 |
1,968.50 |
|
1.000 |
1,963.00 |
|
1.618 |
1,954.25 |
|
2.618 |
1,940.00 |
|
4.250 |
1,916.75 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,987.50 |
1,987.50 |
| PP |
1,986.00 |
1,986.00 |
| S1 |
1,984.50 |
1,984.50 |
|