| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,110.8 |
1,112.3 |
1.5 |
0.1% |
1,137.1 |
| High |
1,116.5 |
1,117.7 |
1.2 |
0.1% |
1,139.3 |
| Low |
1,099.6 |
1,094.1 |
-5.5 |
-0.5% |
1,100.2 |
| Close |
1,112.2 |
1,096.6 |
-15.6 |
-1.4% |
1,114.1 |
| Range |
16.9 |
23.6 |
6.7 |
39.6% |
39.1 |
| ATR |
15.6 |
16.1 |
0.6 |
3.7% |
0.0 |
| Volume |
127,273 |
180,484 |
53,211 |
41.8% |
728,205 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.5 |
1,158.8 |
1,109.5 |
|
| R3 |
1,150.0 |
1,135.0 |
1,103.0 |
|
| R2 |
1,126.5 |
1,126.5 |
1,101.0 |
|
| R1 |
1,111.5 |
1,111.5 |
1,098.8 |
1,107.3 |
| PP |
1,102.8 |
1,102.8 |
1,102.8 |
1,100.5 |
| S1 |
1,088.0 |
1,088.0 |
1,094.5 |
1,083.5 |
| S2 |
1,079.3 |
1,079.3 |
1,092.3 |
|
| S3 |
1,055.5 |
1,064.3 |
1,090.0 |
|
| S4 |
1,032.0 |
1,040.8 |
1,083.5 |
|
|
| 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 |
1,124.7 |
1,094.1 |
30.6 |
2.8% |
18.3 |
1.7% |
8% |
False |
True |
146,943 |
| 10 |
1,161.5 |
1,094.1 |
67.4 |
6.1% |
17.8 |
1.6% |
4% |
False |
True |
149,235 |
| 20 |
1,182.2 |
1,094.1 |
88.1 |
8.0% |
16.8 |
1.5% |
3% |
False |
True |
111,968 |
| 40 |
1,182.2 |
1,094.1 |
88.1 |
8.0% |
14.0 |
1.3% |
3% |
False |
True |
56,047 |
| 60 |
1,182.2 |
1,094.1 |
88.1 |
8.0% |
14.0 |
1.3% |
3% |
False |
True |
37,382 |
| 80 |
1,205.4 |
1,094.1 |
111.3 |
10.1% |
11.8 |
1.1% |
2% |
False |
True |
28,043 |
| 100 |
1,205.4 |
1,083.8 |
121.6 |
11.1% |
9.5 |
0.9% |
11% |
False |
False |
22,434 |
| 120 |
1,205.4 |
1,080.9 |
124.5 |
11.4% |
8.0 |
0.7% |
13% |
False |
False |
18,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,218.0 |
|
2.618 |
1,179.5 |
|
1.618 |
1,156.0 |
|
1.000 |
1,141.3 |
|
0.618 |
1,132.3 |
|
HIGH |
1,117.8 |
|
0.618 |
1,108.8 |
|
0.500 |
1,106.0 |
|
0.382 |
1,103.0 |
|
LOW |
1,094.0 |
|
0.618 |
1,079.5 |
|
1.000 |
1,070.5 |
|
1.618 |
1,056.0 |
|
2.618 |
1,032.3 |
|
4.250 |
993.8 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,106.0 |
1,106.0 |
| PP |
1,102.8 |
1,102.8 |
| S1 |
1,099.8 |
1,099.8 |
|