| 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 |
1,149.4 |
1,156.1 |
6.7 |
0.6% |
1,151.8 |
| High |
1,157.2 |
1,161.5 |
4.3 |
0.4% |
1,161.5 |
| Low |
1,147.6 |
1,136.2 |
-11.4 |
-1.0% |
1,134.3 |
| Close |
1,154.4 |
1,140.4 |
-14.0 |
-1.2% |
1,140.4 |
| Range |
9.6 |
25.3 |
15.7 |
163.5% |
27.2 |
| ATR |
13.7 |
14.5 |
0.8 |
6.1% |
0.0 |
| Volume |
122,353 |
159,315 |
36,962 |
30.2% |
863,140 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.0 |
1,206.5 |
1,154.3 |
|
| R3 |
1,196.8 |
1,181.3 |
1,147.3 |
|
| R2 |
1,171.3 |
1,171.3 |
1,145.0 |
|
| R1 |
1,155.8 |
1,155.8 |
1,142.8 |
1,151.0 |
| PP |
1,146.0 |
1,146.0 |
1,146.0 |
1,143.5 |
| S1 |
1,130.5 |
1,130.5 |
1,138.0 |
1,125.8 |
| S2 |
1,120.8 |
1,120.8 |
1,135.8 |
|
| S3 |
1,095.5 |
1,105.3 |
1,133.5 |
|
| S4 |
1,070.3 |
1,080.0 |
1,126.5 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.0 |
1,211.0 |
1,155.3 |
|
| R3 |
1,199.8 |
1,183.8 |
1,148.0 |
|
| R2 |
1,172.5 |
1,172.5 |
1,145.5 |
|
| R1 |
1,156.5 |
1,156.5 |
1,143.0 |
1,151.0 |
| PP |
1,145.5 |
1,145.5 |
1,145.5 |
1,142.5 |
| S1 |
1,129.3 |
1,129.3 |
1,138.0 |
1,123.8 |
| S2 |
1,118.3 |
1,118.3 |
1,135.5 |
|
| S3 |
1,091.0 |
1,102.0 |
1,133.0 |
|
| S4 |
1,063.8 |
1,075.0 |
1,125.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,161.5 |
1,134.3 |
27.2 |
2.4% |
16.0 |
1.4% |
22% |
True |
False |
172,628 |
| 10 |
1,169.8 |
1,134.3 |
35.5 |
3.1% |
15.8 |
1.4% |
17% |
False |
False |
120,121 |
| 20 |
1,182.2 |
1,134.3 |
47.9 |
4.2% |
13.5 |
1.2% |
13% |
False |
False |
60,254 |
| 40 |
1,182.2 |
1,099.7 |
82.5 |
7.2% |
13.5 |
1.2% |
49% |
False |
False |
30,154 |
| 60 |
1,205.4 |
1,099.7 |
105.7 |
9.3% |
13.0 |
1.1% |
39% |
False |
False |
20,120 |
| 80 |
1,205.4 |
1,099.7 |
105.7 |
9.3% |
10.3 |
0.9% |
39% |
False |
False |
15,093 |
| 100 |
1,205.4 |
1,080.9 |
124.5 |
10.9% |
8.3 |
0.7% |
48% |
False |
False |
12,075 |
| 120 |
1,205.4 |
1,080.9 |
124.5 |
10.9% |
6.8 |
0.6% |
48% |
False |
False |
10,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,269.0 |
|
2.618 |
1,227.8 |
|
1.618 |
1,202.5 |
|
1.000 |
1,186.8 |
|
0.618 |
1,177.3 |
|
HIGH |
1,161.5 |
|
0.618 |
1,151.8 |
|
0.500 |
1,148.8 |
|
0.382 |
1,145.8 |
|
LOW |
1,136.3 |
|
0.618 |
1,120.5 |
|
1.000 |
1,111.0 |
|
1.618 |
1,095.3 |
|
2.618 |
1,070.0 |
|
4.250 |
1,028.8 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,148.8 |
1,148.8 |
| PP |
1,146.0 |
1,146.0 |
| S1 |
1,143.3 |
1,143.3 |
|