| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,788.0 |
6,780.0 |
-8.0 |
-0.1% |
6,832.0 |
| High |
6,792.5 |
6,798.0 |
5.5 |
0.1% |
6,843.0 |
| Low |
6,744.5 |
6,742.0 |
-2.5 |
0.0% |
6,739.5 |
| Close |
6,763.0 |
6,791.0 |
28.0 |
0.4% |
6,779.0 |
| Range |
48.0 |
56.0 |
8.0 |
16.7% |
103.5 |
| ATR |
49.1 |
49.5 |
0.5 |
1.0% |
0.0 |
| Volume |
95,662 |
133,557 |
37,895 |
39.6% |
269,071 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,945.0 |
6,924.0 |
6,822.0 |
|
| R3 |
6,889.0 |
6,868.0 |
6,806.5 |
|
| R2 |
6,833.0 |
6,833.0 |
6,801.5 |
|
| R1 |
6,812.0 |
6,812.0 |
6,796.0 |
6,822.5 |
| PP |
6,777.0 |
6,777.0 |
6,777.0 |
6,782.0 |
| S1 |
6,756.0 |
6,756.0 |
6,786.0 |
6,766.5 |
| S2 |
6,721.0 |
6,721.0 |
6,780.5 |
|
| S3 |
6,665.0 |
6,700.0 |
6,775.5 |
|
| S4 |
6,609.0 |
6,644.0 |
6,760.0 |
|
|
| 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 |
6,798.0 |
6,721.0 |
77.0 |
1.1% |
50.5 |
0.7% |
91% |
True |
False |
154,148 |
| 10 |
6,856.0 |
6,721.0 |
135.0 |
2.0% |
58.5 |
0.9% |
52% |
False |
False |
91,748 |
| 20 |
6,875.0 |
6,715.0 |
160.0 |
2.4% |
46.0 |
0.7% |
48% |
False |
False |
47,501 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
39.0 |
0.6% |
79% |
False |
False |
23,779 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
31.0 |
0.5% |
79% |
False |
False |
15,866 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
24.0 |
0.4% |
79% |
False |
False |
11,914 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
19.5 |
0.3% |
79% |
False |
False |
9,539 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
6.8% |
16.5 |
0.2% |
82% |
False |
False |
7,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,036.0 |
|
2.618 |
6,944.5 |
|
1.618 |
6,888.5 |
|
1.000 |
6,854.0 |
|
0.618 |
6,832.5 |
|
HIGH |
6,798.0 |
|
0.618 |
6,776.5 |
|
0.500 |
6,770.0 |
|
0.382 |
6,763.5 |
|
LOW |
6,742.0 |
|
0.618 |
6,707.5 |
|
1.000 |
6,686.0 |
|
1.618 |
6,651.5 |
|
2.618 |
6,595.5 |
|
4.250 |
6,504.0 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,784.0 |
6,780.5 |
| PP |
6,777.0 |
6,770.0 |
| S1 |
6,770.0 |
6,759.5 |
|