| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,991.50 |
1,995.50 |
4.00 |
0.2% |
1,998.00 |
| High |
2,003.25 |
2,006.75 |
3.50 |
0.2% |
1,998.00 |
| Low |
1,983.25 |
1,993.00 |
9.75 |
0.5% |
1,971.25 |
| Close |
1,993.75 |
2,004.50 |
10.75 |
0.5% |
1,976.75 |
| Range |
20.00 |
13.75 |
-6.25 |
-31.3% |
26.75 |
| ATR |
16.22 |
16.04 |
-0.18 |
-1.1% |
0.00 |
| Volume |
2,039,712 |
1,402,964 |
-636,748 |
-31.2% |
3,096,886 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,042.75 |
2,037.25 |
2,012.00 |
|
| R3 |
2,029.00 |
2,023.50 |
2,008.25 |
|
| R2 |
2,015.25 |
2,015.25 |
2,007.00 |
|
| R1 |
2,009.75 |
2,009.75 |
2,005.75 |
2,012.50 |
| PP |
2,001.50 |
2,001.50 |
2,001.50 |
2,002.75 |
| S1 |
1,996.00 |
1,996.00 |
2,003.25 |
1,998.75 |
| S2 |
1,987.75 |
1,987.75 |
2,002.00 |
|
| S3 |
1,974.00 |
1,982.25 |
2,000.75 |
|
| S4 |
1,960.25 |
1,968.50 |
1,997.00 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,062.25 |
2,046.25 |
1,991.50 |
|
| R3 |
2,035.50 |
2,019.50 |
1,984.00 |
|
| R2 |
2,008.75 |
2,008.75 |
1,981.75 |
|
| R1 |
1,992.75 |
1,992.75 |
1,979.25 |
1,987.50 |
| PP |
1,982.00 |
1,982.00 |
1,982.00 |
1,979.25 |
| S1 |
1,966.00 |
1,966.00 |
1,974.25 |
1,960.50 |
| S2 |
1,955.25 |
1,955.25 |
1,971.75 |
|
| S3 |
1,928.50 |
1,939.25 |
1,969.50 |
|
| S4 |
1,901.75 |
1,912.50 |
1,962.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.75 |
1,968.00 |
38.75 |
1.9% |
17.75 |
0.9% |
94% |
True |
False |
1,825,568 |
| 10 |
2,006.75 |
1,968.00 |
38.75 |
1.9% |
17.00 |
0.8% |
94% |
True |
False |
1,040,765 |
| 20 |
2,006.75 |
1,968.00 |
38.75 |
1.9% |
14.50 |
0.7% |
94% |
True |
False |
527,323 |
| 40 |
2,006.75 |
1,882.75 |
124.00 |
6.2% |
16.75 |
0.8% |
98% |
True |
False |
265,880 |
| 60 |
2,006.75 |
1,882.75 |
124.00 |
6.2% |
16.00 |
0.8% |
98% |
True |
False |
178,077 |
| 80 |
2,006.75 |
1,882.75 |
124.00 |
6.2% |
14.75 |
0.7% |
98% |
True |
False |
133,715 |
| 100 |
2,006.75 |
1,840.00 |
166.75 |
8.3% |
14.50 |
0.7% |
99% |
True |
False |
107,005 |
| 120 |
2,006.75 |
1,790.00 |
216.75 |
10.8% |
15.00 |
0.7% |
99% |
True |
False |
89,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,065.25 |
|
2.618 |
2,042.75 |
|
1.618 |
2,029.00 |
|
1.000 |
2,020.50 |
|
0.618 |
2,015.25 |
|
HIGH |
2,006.75 |
|
0.618 |
2,001.50 |
|
0.500 |
2,000.00 |
|
0.382 |
1,998.25 |
|
LOW |
1,993.00 |
|
0.618 |
1,984.50 |
|
1.000 |
1,979.25 |
|
1.618 |
1,970.75 |
|
2.618 |
1,957.00 |
|
4.250 |
1,934.50 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.00 |
1,999.25 |
| PP |
2,001.50 |
1,993.75 |
| S1 |
2,000.00 |
1,988.50 |
|