| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,121.5 |
1,111.5 |
-10.0 |
-0.9% |
1,151.8 |
| High |
1,126.2 |
1,124.7 |
-1.5 |
-0.1% |
1,161.5 |
| Low |
1,109.1 |
1,108.9 |
-0.2 |
0.0% |
1,134.3 |
| Close |
1,111.8 |
1,124.2 |
12.4 |
1.1% |
1,140.4 |
| Range |
17.1 |
15.8 |
-1.3 |
-7.6% |
27.2 |
| ATR |
15.1 |
15.2 |
0.0 |
0.3% |
0.0 |
| Volume |
158,587 |
125,948 |
-32,639 |
-20.6% |
863,140 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,166.8 |
1,161.3 |
1,133.0 |
|
| R3 |
1,150.8 |
1,145.5 |
1,128.5 |
|
| R2 |
1,135.0 |
1,135.0 |
1,127.0 |
|
| R1 |
1,129.8 |
1,129.8 |
1,125.8 |
1,132.3 |
| PP |
1,119.3 |
1,119.3 |
1,119.3 |
1,120.5 |
| S1 |
1,113.8 |
1,113.8 |
1,122.8 |
1,116.5 |
| S2 |
1,103.5 |
1,103.5 |
1,121.3 |
|
| S3 |
1,087.8 |
1,098.0 |
1,119.8 |
|
| S4 |
1,071.8 |
1,082.3 |
1,115.5 |
|
|
| 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 |
1,108.9 |
52.6 |
4.7% |
17.5 |
1.6% |
29% |
False |
True |
141,772 |
| 10 |
1,169.8 |
1,108.9 |
60.9 |
5.4% |
17.0 |
1.5% |
25% |
False |
True |
158,502 |
| 20 |
1,182.2 |
1,108.9 |
73.3 |
6.5% |
14.8 |
1.3% |
21% |
False |
True |
81,565 |
| 40 |
1,182.2 |
1,099.7 |
82.5 |
7.3% |
13.8 |
1.2% |
30% |
False |
False |
40,832 |
| 60 |
1,200.0 |
1,099.7 |
100.3 |
8.9% |
13.3 |
1.2% |
24% |
False |
False |
27,238 |
| 80 |
1,205.4 |
1,099.7 |
105.7 |
9.4% |
11.0 |
1.0% |
23% |
False |
False |
20,433 |
| 100 |
1,205.4 |
1,080.9 |
124.5 |
11.1% |
8.8 |
0.8% |
35% |
False |
False |
16,347 |
| 120 |
1,205.4 |
1,080.9 |
124.5 |
11.1% |
7.3 |
0.6% |
35% |
False |
False |
13,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,191.8 |
|
2.618 |
1,166.0 |
|
1.618 |
1,150.3 |
|
1.000 |
1,140.5 |
|
0.618 |
1,134.5 |
|
HIGH |
1,124.8 |
|
0.618 |
1,118.8 |
|
0.500 |
1,116.8 |
|
0.382 |
1,115.0 |
|
LOW |
1,109.0 |
|
0.618 |
1,099.3 |
|
1.000 |
1,093.0 |
|
1.618 |
1,083.3 |
|
2.618 |
1,067.5 |
|
4.250 |
1,041.8 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,121.8 |
1,124.3 |
| PP |
1,119.3 |
1,124.3 |
| S1 |
1,116.8 |
1,124.0 |
|