| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
2,002.00 |
1,984.00 |
-18.00 |
-0.9% |
1,973.75 |
| High |
2,006.50 |
1,988.00 |
-18.50 |
-0.9% |
2,014.50 |
| Low |
1,981.75 |
1,968.25 |
-13.50 |
-0.7% |
1,968.00 |
| Close |
1,986.25 |
1,972.25 |
-14.00 |
-0.7% |
2,003.75 |
| Range |
24.75 |
19.75 |
-5.00 |
-20.2% |
46.50 |
| ATR |
16.68 |
16.90 |
0.22 |
1.3% |
0.00 |
| Volume |
1,578,996 |
1,631,355 |
52,359 |
3.3% |
8,937,007 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.50 |
2,023.50 |
1,983.00 |
|
| R3 |
2,015.75 |
2,003.75 |
1,977.75 |
|
| R2 |
1,996.00 |
1,996.00 |
1,975.75 |
|
| R1 |
1,984.00 |
1,984.00 |
1,974.00 |
1,980.00 |
| PP |
1,976.25 |
1,976.25 |
1,976.25 |
1,974.25 |
| S1 |
1,964.25 |
1,964.25 |
1,970.50 |
1,960.50 |
| S2 |
1,956.50 |
1,956.50 |
1,968.75 |
|
| S3 |
1,936.75 |
1,944.50 |
1,966.75 |
|
| S4 |
1,917.00 |
1,924.75 |
1,961.50 |
|
|
| 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 |
1,968.25 |
46.25 |
2.3% |
19.00 |
1.0% |
9% |
False |
True |
1,664,696 |
| 10 |
2,014.50 |
1,968.00 |
46.50 |
2.4% |
18.00 |
0.9% |
9% |
False |
False |
1,509,637 |
| 20 |
2,014.50 |
1,968.00 |
46.50 |
2.4% |
15.75 |
0.8% |
9% |
False |
False |
770,641 |
| 40 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.25 |
0.9% |
68% |
False |
False |
387,726 |
| 60 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
16.25 |
0.8% |
68% |
False |
False |
259,323 |
| 80 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
15.25 |
0.8% |
68% |
False |
False |
194,707 |
| 100 |
2,014.50 |
1,840.00 |
174.50 |
8.8% |
14.75 |
0.8% |
76% |
False |
False |
155,811 |
| 120 |
2,014.50 |
1,790.00 |
224.50 |
11.4% |
15.25 |
0.8% |
81% |
False |
False |
129,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,072.00 |
|
2.618 |
2,039.75 |
|
1.618 |
2,020.00 |
|
1.000 |
2,007.75 |
|
0.618 |
2,000.25 |
|
HIGH |
1,988.00 |
|
0.618 |
1,980.50 |
|
0.500 |
1,978.00 |
|
0.382 |
1,975.75 |
|
LOW |
1,968.25 |
|
0.618 |
1,956.00 |
|
1.000 |
1,948.50 |
|
1.618 |
1,936.25 |
|
2.618 |
1,916.50 |
|
4.250 |
1,884.25 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,978.00 |
1,991.50 |
| PP |
1,976.25 |
1,985.00 |
| S1 |
1,974.25 |
1,978.50 |
|