| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,124.2 |
1,107.4 |
-16.8 |
-1.5% |
1,137.1 |
| High |
1,124.6 |
1,115.1 |
-9.5 |
-0.8% |
1,139.3 |
| Low |
1,100.2 |
1,104.8 |
4.6 |
0.4% |
1,100.2 |
| Close |
1,106.6 |
1,114.1 |
7.5 |
0.7% |
1,114.1 |
| Range |
24.4 |
10.3 |
-14.1 |
-57.8% |
39.1 |
| ATR |
15.8 |
15.5 |
-0.4 |
-2.5% |
0.0 |
| Volume |
180,669 |
120,344 |
-60,325 |
-33.4% |
728,205 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,142.3 |
1,138.5 |
1,119.8 |
|
| R3 |
1,132.0 |
1,128.3 |
1,117.0 |
|
| R2 |
1,121.8 |
1,121.8 |
1,116.0 |
|
| R1 |
1,117.8 |
1,117.8 |
1,115.0 |
1,119.8 |
| PP |
1,111.3 |
1,111.3 |
1,111.3 |
1,112.3 |
| S1 |
1,107.5 |
1,107.5 |
1,113.3 |
1,109.5 |
| S2 |
1,101.0 |
1,101.0 |
1,112.3 |
|
| S3 |
1,090.8 |
1,097.3 |
1,111.3 |
|
| S4 |
1,080.5 |
1,087.0 |
1,108.5 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.3 |
1,213.8 |
1,135.5 |
|
| R3 |
1,196.0 |
1,174.8 |
1,124.8 |
|
| R2 |
1,157.0 |
1,157.0 |
1,121.3 |
|
| R1 |
1,135.5 |
1,135.5 |
1,117.8 |
1,126.8 |
| PP |
1,117.8 |
1,117.8 |
1,117.8 |
1,113.5 |
| S1 |
1,096.5 |
1,096.5 |
1,110.5 |
1,087.5 |
| S2 |
1,078.8 |
1,078.8 |
1,107.0 |
|
| S3 |
1,039.8 |
1,057.3 |
1,103.3 |
|
| S4 |
1,000.5 |
1,018.3 |
1,092.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,139.3 |
1,100.2 |
39.1 |
3.5% |
17.5 |
1.6% |
36% |
False |
False |
145,641 |
| 10 |
1,161.5 |
1,100.2 |
61.3 |
5.5% |
16.8 |
1.5% |
23% |
False |
False |
159,134 |
| 20 |
1,182.2 |
1,100.2 |
82.0 |
7.4% |
15.8 |
1.4% |
17% |
False |
False |
96,601 |
| 40 |
1,182.2 |
1,099.7 |
82.5 |
7.4% |
14.0 |
1.2% |
17% |
False |
False |
48,356 |
| 60 |
1,200.0 |
1,099.7 |
100.3 |
9.0% |
13.5 |
1.2% |
14% |
False |
False |
32,253 |
| 80 |
1,205.4 |
1,099.7 |
105.7 |
9.5% |
11.3 |
1.0% |
14% |
False |
False |
24,196 |
| 100 |
1,205.4 |
1,080.9 |
124.5 |
11.2% |
9.0 |
0.8% |
27% |
False |
False |
19,357 |
| 120 |
1,205.4 |
1,080.9 |
124.5 |
11.2% |
7.5 |
0.7% |
27% |
False |
False |
16,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,159.0 |
|
2.618 |
1,142.0 |
|
1.618 |
1,131.8 |
|
1.000 |
1,125.5 |
|
0.618 |
1,121.5 |
|
HIGH |
1,115.0 |
|
0.618 |
1,111.3 |
|
0.500 |
1,110.0 |
|
0.382 |
1,108.8 |
|
LOW |
1,104.8 |
|
0.618 |
1,098.5 |
|
1.000 |
1,094.5 |
|
1.618 |
1,088.3 |
|
2.618 |
1,077.8 |
|
4.250 |
1,061.0 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,112.8 |
1,113.5 |
| PP |
1,111.3 |
1,113.0 |
| S1 |
1,110.0 |
1,112.5 |
|