| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,775.5 |
6,788.0 |
12.5 |
0.2% |
6,832.0 |
| High |
6,795.0 |
6,792.5 |
-2.5 |
0.0% |
6,843.0 |
| Low |
6,721.0 |
6,744.5 |
23.5 |
0.3% |
6,739.5 |
| Close |
6,765.5 |
6,763.0 |
-2.5 |
0.0% |
6,779.0 |
| Range |
74.0 |
48.0 |
-26.0 |
-35.1% |
103.5 |
| ATR |
49.1 |
49.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
189,143 |
95,662 |
-93,481 |
-49.4% |
269,071 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,910.5 |
6,885.0 |
6,789.5 |
|
| R3 |
6,862.5 |
6,837.0 |
6,776.0 |
|
| R2 |
6,814.5 |
6,814.5 |
6,772.0 |
|
| R1 |
6,789.0 |
6,789.0 |
6,767.5 |
6,778.0 |
| PP |
6,766.5 |
6,766.5 |
6,766.5 |
6,761.0 |
| S1 |
6,741.0 |
6,741.0 |
6,758.5 |
6,730.0 |
| S2 |
6,718.5 |
6,718.5 |
6,754.0 |
|
| S3 |
6,670.5 |
6,693.0 |
6,750.0 |
|
| S4 |
6,622.5 |
6,645.0 |
6,736.5 |
|
|
| 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% |
58.0 |
0.9% |
38% |
False |
False |
140,344 |
| 10 |
6,875.0 |
6,721.0 |
154.0 |
2.3% |
57.0 |
0.8% |
27% |
False |
False |
78,763 |
| 20 |
6,875.0 |
6,714.5 |
160.5 |
2.4% |
45.0 |
0.7% |
30% |
False |
False |
40,861 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
38.0 |
0.6% |
73% |
False |
False |
20,441 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
30.0 |
0.4% |
73% |
False |
False |
13,640 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
23.5 |
0.3% |
73% |
False |
False |
10,245 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
19.0 |
0.3% |
73% |
False |
False |
8,203 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
6.8% |
16.0 |
0.2% |
76% |
False |
False |
6,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,996.5 |
|
2.618 |
6,918.0 |
|
1.618 |
6,870.0 |
|
1.000 |
6,840.5 |
|
0.618 |
6,822.0 |
|
HIGH |
6,792.5 |
|
0.618 |
6,774.0 |
|
0.500 |
6,768.5 |
|
0.382 |
6,763.0 |
|
LOW |
6,744.5 |
|
0.618 |
6,715.0 |
|
1.000 |
6,696.5 |
|
1.618 |
6,667.0 |
|
2.618 |
6,619.0 |
|
4.250 |
6,540.5 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,768.5 |
6,761.5 |
| PP |
6,766.5 |
6,759.5 |
| S1 |
6,765.0 |
6,758.0 |
|