| 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 |
1,137.1 |
1,121.5 |
-15.6 |
-1.4% |
1,151.8 |
| High |
1,139.3 |
1,126.2 |
-13.1 |
-1.1% |
1,161.5 |
| Low |
1,119.1 |
1,109.1 |
-10.0 |
-0.9% |
1,134.3 |
| Close |
1,122.3 |
1,111.8 |
-10.5 |
-0.9% |
1,140.4 |
| Range |
20.2 |
17.1 |
-3.1 |
-15.3% |
27.2 |
| ATR |
15.0 |
15.1 |
0.2 |
1.0% |
0.0 |
| Volume |
142,657 |
158,587 |
15,930 |
11.2% |
863,140 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.0 |
1,156.5 |
1,121.3 |
|
| R3 |
1,150.0 |
1,139.5 |
1,116.5 |
|
| R2 |
1,132.8 |
1,132.8 |
1,115.0 |
|
| R1 |
1,122.3 |
1,122.3 |
1,113.3 |
1,119.0 |
| PP |
1,115.8 |
1,115.8 |
1,115.8 |
1,114.0 |
| S1 |
1,105.3 |
1,105.3 |
1,110.3 |
1,102.0 |
| S2 |
1,098.5 |
1,098.5 |
1,108.8 |
|
| S3 |
1,081.5 |
1,088.0 |
1,107.0 |
|
| S4 |
1,064.5 |
1,071.0 |
1,102.5 |
|
|
| 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 |
1,109.1 |
52.4 |
4.7% |
17.3 |
1.5% |
5% |
False |
True |
151,526 |
| 10 |
1,169.8 |
1,109.1 |
60.7 |
5.5% |
16.8 |
1.5% |
4% |
False |
True |
149,498 |
| 20 |
1,182.2 |
1,109.1 |
73.1 |
6.6% |
14.5 |
1.3% |
4% |
False |
True |
75,301 |
| 40 |
1,182.2 |
1,099.7 |
82.5 |
7.4% |
13.8 |
1.2% |
15% |
False |
False |
37,684 |
| 60 |
1,205.4 |
1,099.7 |
105.7 |
9.5% |
13.5 |
1.2% |
11% |
False |
False |
25,140 |
| 80 |
1,205.4 |
1,099.7 |
105.7 |
9.5% |
10.8 |
1.0% |
11% |
False |
False |
18,859 |
| 100 |
1,205.4 |
1,080.9 |
124.5 |
11.2% |
8.5 |
0.8% |
25% |
False |
False |
15,087 |
| 120 |
1,205.4 |
1,080.9 |
124.5 |
11.2% |
7.3 |
0.6% |
25% |
False |
False |
12,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,199.0 |
|
2.618 |
1,171.0 |
|
1.618 |
1,153.8 |
|
1.000 |
1,143.3 |
|
0.618 |
1,136.8 |
|
HIGH |
1,126.3 |
|
0.618 |
1,119.8 |
|
0.500 |
1,117.8 |
|
0.382 |
1,115.8 |
|
LOW |
1,109.0 |
|
0.618 |
1,098.5 |
|
1.000 |
1,092.0 |
|
1.618 |
1,081.5 |
|
2.618 |
1,064.3 |
|
4.250 |
1,036.5 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.8 |
1,135.3 |
| PP |
1,115.8 |
1,127.5 |
| S1 |
1,113.8 |
1,119.8 |
|