| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,797.0 |
6,792.0 |
-5.0 |
-0.1% |
6,790.0 |
| High |
6,820.0 |
6,832.0 |
12.0 |
0.2% |
6,875.0 |
| Low |
6,786.5 |
6,775.0 |
-11.5 |
-0.2% |
6,774.5 |
| Close |
6,801.0 |
6,810.0 |
9.0 |
0.1% |
6,828.5 |
| Range |
33.5 |
57.0 |
23.5 |
70.1% |
100.5 |
| ATR |
44.4 |
45.3 |
0.9 |
2.0% |
0.0 |
| Volume |
23,706 |
50,043 |
26,337 |
111.1% |
31,303 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,976.5 |
6,950.5 |
6,841.5 |
|
| R3 |
6,919.5 |
6,893.5 |
6,825.5 |
|
| R2 |
6,862.5 |
6,862.5 |
6,820.5 |
|
| R1 |
6,836.5 |
6,836.5 |
6,815.0 |
6,849.5 |
| PP |
6,805.5 |
6,805.5 |
6,805.5 |
6,812.0 |
| S1 |
6,779.5 |
6,779.5 |
6,805.0 |
6,792.5 |
| S2 |
6,748.5 |
6,748.5 |
6,799.5 |
|
| S3 |
6,691.5 |
6,722.5 |
6,794.5 |
|
| S4 |
6,634.5 |
6,665.5 |
6,778.5 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,127.5 |
7,078.5 |
6,884.0 |
|
| R3 |
7,027.0 |
6,978.0 |
6,856.0 |
|
| R2 |
6,926.5 |
6,926.5 |
6,847.0 |
|
| R1 |
6,877.5 |
6,877.5 |
6,837.5 |
6,902.0 |
| PP |
6,826.0 |
6,826.0 |
6,826.0 |
6,838.0 |
| S1 |
6,777.0 |
6,777.0 |
6,819.5 |
6,801.5 |
| S2 |
6,725.5 |
6,725.5 |
6,810.0 |
|
| S3 |
6,625.0 |
6,676.5 |
6,801.0 |
|
| S4 |
6,524.5 |
6,576.0 |
6,773.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,875.0 |
6,748.0 |
127.0 |
1.9% |
56.0 |
0.8% |
49% |
False |
False |
17,181 |
| 10 |
6,875.0 |
6,748.0 |
127.0 |
1.9% |
47.0 |
0.7% |
49% |
False |
False |
11,277 |
| 20 |
6,875.0 |
6,600.0 |
275.0 |
4.0% |
39.0 |
0.6% |
76% |
False |
False |
5,788 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
33.0 |
0.5% |
84% |
False |
False |
2,912 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
25.5 |
0.4% |
84% |
False |
False |
1,948 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
20.0 |
0.3% |
84% |
False |
False |
1,475 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
16.0 |
0.2% |
84% |
False |
False |
1,186 |
| 120 |
6,875.0 |
6,381.0 |
494.0 |
7.3% |
13.5 |
0.2% |
87% |
False |
False |
990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,074.0 |
|
2.618 |
6,981.0 |
|
1.618 |
6,924.0 |
|
1.000 |
6,889.0 |
|
0.618 |
6,867.0 |
|
HIGH |
6,832.0 |
|
0.618 |
6,810.0 |
|
0.500 |
6,803.5 |
|
0.382 |
6,797.0 |
|
LOW |
6,775.0 |
|
0.618 |
6,740.0 |
|
1.000 |
6,718.0 |
|
1.618 |
6,683.0 |
|
2.618 |
6,626.0 |
|
4.250 |
6,533.0 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,808.0 |
6,805.0 |
| PP |
6,805.5 |
6,800.5 |
| S1 |
6,803.5 |
6,795.5 |
|