| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,792.0 |
6,823.5 |
31.5 |
0.5% |
6,790.0 |
| High |
6,832.0 |
6,833.0 |
1.0 |
0.0% |
6,875.0 |
| Low |
6,775.0 |
6,739.5 |
-35.5 |
-0.5% |
6,774.5 |
| Close |
6,810.0 |
6,770.0 |
-40.0 |
-0.6% |
6,828.5 |
| Range |
57.0 |
93.5 |
36.5 |
64.0% |
100.5 |
| ATR |
45.3 |
48.7 |
3.4 |
7.6% |
0.0 |
| Volume |
50,043 |
64,536 |
14,493 |
29.0% |
31,303 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,061.5 |
7,009.0 |
6,821.5 |
|
| R3 |
6,968.0 |
6,915.5 |
6,795.5 |
|
| R2 |
6,874.5 |
6,874.5 |
6,787.0 |
|
| R1 |
6,822.0 |
6,822.0 |
6,778.5 |
6,801.5 |
| PP |
6,781.0 |
6,781.0 |
6,781.0 |
6,770.5 |
| S1 |
6,728.5 |
6,728.5 |
6,761.5 |
6,708.0 |
| S2 |
6,687.5 |
6,687.5 |
6,753.0 |
|
| S3 |
6,594.0 |
6,635.0 |
6,744.5 |
|
| S4 |
6,500.5 |
6,541.5 |
6,718.5 |
|
|
| 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 |
6,856.0 |
6,739.5 |
116.5 |
1.7% |
66.5 |
1.0% |
26% |
False |
True |
29,347 |
| 10 |
6,875.0 |
6,739.5 |
135.5 |
2.0% |
54.0 |
0.8% |
23% |
False |
True |
17,257 |
| 20 |
6,875.0 |
6,612.0 |
263.0 |
3.9% |
42.5 |
0.6% |
60% |
False |
False |
9,014 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
35.0 |
0.5% |
74% |
False |
False |
4,525 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
26.5 |
0.4% |
74% |
False |
False |
3,022 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
21.5 |
0.3% |
74% |
False |
False |
2,281 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
17.0 |
0.3% |
74% |
False |
False |
1,832 |
| 120 |
6,875.0 |
6,381.0 |
494.0 |
7.3% |
14.0 |
0.2% |
79% |
False |
False |
1,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,230.5 |
|
2.618 |
7,078.0 |
|
1.618 |
6,984.5 |
|
1.000 |
6,926.5 |
|
0.618 |
6,891.0 |
|
HIGH |
6,833.0 |
|
0.618 |
6,797.5 |
|
0.500 |
6,786.0 |
|
0.382 |
6,775.0 |
|
LOW |
6,739.5 |
|
0.618 |
6,681.5 |
|
1.000 |
6,646.0 |
|
1.618 |
6,588.0 |
|
2.618 |
6,494.5 |
|
4.250 |
6,342.0 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,786.0 |
6,786.0 |
| PP |
6,781.0 |
6,781.0 |
| S1 |
6,775.5 |
6,775.5 |
|