| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,995.50 |
2,006.00 |
10.50 |
0.5% |
1,973.75 |
| High |
2,006.75 |
2,014.50 |
7.75 |
0.4% |
2,014.50 |
| Low |
1,993.00 |
1,998.25 |
5.25 |
0.3% |
1,968.00 |
| Close |
2,004.50 |
2,003.75 |
-0.75 |
0.0% |
2,003.75 |
| Range |
13.75 |
16.25 |
2.50 |
18.2% |
46.50 |
| ATR |
16.04 |
16.06 |
0.01 |
0.1% |
0.00 |
| Volume |
1,402,964 |
1,670,453 |
267,489 |
19.1% |
8,937,007 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.25 |
2,045.25 |
2,012.75 |
|
| R3 |
2,038.00 |
2,029.00 |
2,008.25 |
|
| R2 |
2,021.75 |
2,021.75 |
2,006.75 |
|
| R1 |
2,012.75 |
2,012.75 |
2,005.25 |
2,009.00 |
| PP |
2,005.50 |
2,005.50 |
2,005.50 |
2,003.75 |
| S1 |
1,996.50 |
1,996.50 |
2,002.25 |
1,993.00 |
| S2 |
1,989.25 |
1,989.25 |
2,000.75 |
|
| S3 |
1,973.00 |
1,980.25 |
1,999.25 |
|
| S4 |
1,956.75 |
1,964.00 |
1,994.75 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.00 |
2,115.75 |
2,029.25 |
|
| R3 |
2,088.50 |
2,069.25 |
2,016.50 |
|
| R2 |
2,042.00 |
2,042.00 |
2,012.25 |
|
| R1 |
2,022.75 |
2,022.75 |
2,008.00 |
2,032.50 |
| PP |
1,995.50 |
1,995.50 |
1,995.50 |
2,000.25 |
| S1 |
1,976.25 |
1,976.25 |
1,999.50 |
1,986.00 |
| S2 |
1,949.00 |
1,949.00 |
1,995.25 |
|
| S3 |
1,902.50 |
1,929.75 |
1,991.00 |
|
| S4 |
1,856.00 |
1,883.25 |
1,978.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,014.50 |
1,968.00 |
46.50 |
2.3% |
17.00 |
0.9% |
77% |
True |
False |
1,787,401 |
| 10 |
2,014.50 |
1,968.00 |
46.50 |
2.3% |
16.50 |
0.8% |
77% |
True |
False |
1,203,389 |
| 20 |
2,014.50 |
1,968.00 |
46.50 |
2.3% |
14.75 |
0.7% |
77% |
True |
False |
610,439 |
| 40 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
17.00 |
0.8% |
92% |
True |
False |
307,585 |
| 60 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
16.00 |
0.8% |
92% |
True |
False |
205,865 |
| 80 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
15.00 |
0.7% |
92% |
True |
False |
154,594 |
| 100 |
2,014.50 |
1,840.00 |
174.50 |
8.7% |
14.50 |
0.7% |
94% |
True |
False |
123,709 |
| 120 |
2,014.50 |
1,790.00 |
224.50 |
11.2% |
15.00 |
0.7% |
95% |
True |
False |
103,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.50 |
|
2.618 |
2,057.00 |
|
1.618 |
2,040.75 |
|
1.000 |
2,030.75 |
|
0.618 |
2,024.50 |
|
HIGH |
2,014.50 |
|
0.618 |
2,008.25 |
|
0.500 |
2,006.50 |
|
0.382 |
2,004.50 |
|
LOW |
1,998.25 |
|
0.618 |
1,988.25 |
|
1.000 |
1,982.00 |
|
1.618 |
1,972.00 |
|
2.618 |
1,955.75 |
|
4.250 |
1,929.25 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.50 |
2,002.00 |
| PP |
2,005.50 |
2,000.50 |
| S1 |
2,004.50 |
1,999.00 |
|