| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
2,006.00 |
2,002.00 |
-4.00 |
-0.2% |
1,973.75 |
| High |
2,014.50 |
2,006.50 |
-8.00 |
-0.4% |
2,014.50 |
| Low |
1,998.25 |
1,981.75 |
-16.50 |
-0.8% |
1,968.00 |
| Close |
2,003.75 |
1,986.25 |
-17.50 |
-0.9% |
2,003.75 |
| Range |
16.25 |
24.75 |
8.50 |
52.3% |
46.50 |
| ATR |
16.06 |
16.68 |
0.62 |
3.9% |
0.00 |
| Volume |
1,670,453 |
1,578,996 |
-91,457 |
-5.5% |
8,937,007 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.75 |
2,050.75 |
1,999.75 |
|
| R3 |
2,041.00 |
2,026.00 |
1,993.00 |
|
| R2 |
2,016.25 |
2,016.25 |
1,990.75 |
|
| R1 |
2,001.25 |
2,001.25 |
1,988.50 |
1,996.50 |
| PP |
1,991.50 |
1,991.50 |
1,991.50 |
1,989.00 |
| S1 |
1,976.50 |
1,976.50 |
1,984.00 |
1,971.50 |
| S2 |
1,966.75 |
1,966.75 |
1,981.75 |
|
| S3 |
1,942.00 |
1,951.75 |
1,979.50 |
|
| S4 |
1,917.25 |
1,927.00 |
1,972.75 |
|
|
| 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 |
1,970.25 |
44.25 |
2.2% |
19.75 |
1.0% |
36% |
False |
False |
1,754,755 |
| 10 |
2,014.50 |
1,968.00 |
46.50 |
2.3% |
18.00 |
0.9% |
39% |
False |
False |
1,355,090 |
| 20 |
2,014.50 |
1,968.00 |
46.50 |
2.3% |
15.50 |
0.8% |
39% |
False |
False |
689,251 |
| 40 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
17.25 |
0.9% |
79% |
False |
False |
346,991 |
| 60 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
16.25 |
0.8% |
79% |
False |
False |
232,154 |
| 80 |
2,014.50 |
1,882.75 |
131.75 |
6.6% |
15.00 |
0.8% |
79% |
False |
False |
174,331 |
| 100 |
2,014.50 |
1,840.00 |
174.50 |
8.8% |
14.75 |
0.7% |
84% |
False |
False |
139,499 |
| 120 |
2,014.50 |
1,790.00 |
224.50 |
11.3% |
15.25 |
0.8% |
87% |
False |
False |
116,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.75 |
|
2.618 |
2,071.25 |
|
1.618 |
2,046.50 |
|
1.000 |
2,031.25 |
|
0.618 |
2,021.75 |
|
HIGH |
2,006.50 |
|
0.618 |
1,997.00 |
|
0.500 |
1,994.00 |
|
0.382 |
1,991.25 |
|
LOW |
1,981.75 |
|
0.618 |
1,966.50 |
|
1.000 |
1,957.00 |
|
1.618 |
1,941.75 |
|
2.618 |
1,917.00 |
|
4.250 |
1,876.50 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,994.00 |
1,998.00 |
| PP |
1,991.50 |
1,994.25 |
| S1 |
1,989.00 |
1,990.25 |
|