| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,764.0 |
6,775.5 |
11.5 |
0.2% |
6,832.0 |
| High |
6,793.0 |
6,795.0 |
2.0 |
0.0% |
6,843.0 |
| Low |
6,749.5 |
6,721.0 |
-28.5 |
-0.4% |
6,739.5 |
| Close |
6,773.0 |
6,765.5 |
-7.5 |
-0.1% |
6,779.0 |
| Range |
43.5 |
74.0 |
30.5 |
70.1% |
103.5 |
| ATR |
47.2 |
49.1 |
1.9 |
4.1% |
0.0 |
| Volume |
224,293 |
189,143 |
-35,150 |
-15.7% |
269,071 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,982.5 |
6,948.0 |
6,806.0 |
|
| R3 |
6,908.5 |
6,874.0 |
6,786.0 |
|
| R2 |
6,834.5 |
6,834.5 |
6,779.0 |
|
| R1 |
6,800.0 |
6,800.0 |
6,772.5 |
6,780.0 |
| PP |
6,760.5 |
6,760.5 |
6,760.5 |
6,750.5 |
| S1 |
6,726.0 |
6,726.0 |
6,758.5 |
6,706.0 |
| S2 |
6,686.5 |
6,686.5 |
6,752.0 |
|
| S3 |
6,612.5 |
6,652.0 |
6,745.0 |
|
| S4 |
6,538.5 |
6,578.0 |
6,725.0 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,097.5 |
7,042.0 |
6,836.0 |
|
| R3 |
6,994.0 |
6,938.5 |
6,807.5 |
|
| R2 |
6,890.5 |
6,890.5 |
6,798.0 |
|
| R1 |
6,835.0 |
6,835.0 |
6,788.5 |
6,811.0 |
| PP |
6,787.0 |
6,787.0 |
6,787.0 |
6,775.0 |
| S1 |
6,731.5 |
6,731.5 |
6,769.5 |
6,707.5 |
| S2 |
6,683.5 |
6,683.5 |
6,760.0 |
|
| S3 |
6,580.0 |
6,628.0 |
6,750.5 |
|
| S4 |
6,476.5 |
6,524.5 |
6,722.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,833.0 |
6,721.0 |
112.0 |
1.7% |
60.0 |
0.9% |
40% |
False |
True |
131,220 |
| 10 |
6,875.0 |
6,721.0 |
154.0 |
2.3% |
58.5 |
0.9% |
29% |
False |
True |
70,810 |
| 20 |
6,875.0 |
6,714.5 |
160.5 |
2.4% |
44.5 |
0.7% |
32% |
False |
False |
36,084 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
37.5 |
0.6% |
73% |
False |
False |
18,062 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
29.0 |
0.4% |
73% |
False |
False |
12,046 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
23.0 |
0.3% |
73% |
False |
False |
9,049 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
18.5 |
0.3% |
73% |
False |
False |
7,247 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
6.8% |
15.5 |
0.2% |
76% |
False |
False |
6,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,109.5 |
|
2.618 |
6,988.5 |
|
1.618 |
6,914.5 |
|
1.000 |
6,869.0 |
|
0.618 |
6,840.5 |
|
HIGH |
6,795.0 |
|
0.618 |
6,766.5 |
|
0.500 |
6,758.0 |
|
0.382 |
6,749.5 |
|
LOW |
6,721.0 |
|
0.618 |
6,675.5 |
|
1.000 |
6,647.0 |
|
1.618 |
6,601.5 |
|
2.618 |
6,527.5 |
|
4.250 |
6,406.5 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,763.0 |
6,763.0 |
| PP |
6,760.5 |
6,760.5 |
| S1 |
6,758.0 |
6,758.0 |
|