| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,780.0 |
6,842.0 |
62.0 |
0.9% |
6,764.0 |
| High |
6,798.0 |
6,875.0 |
77.0 |
1.1% |
6,875.0 |
| Low |
6,742.0 |
6,806.0 |
64.0 |
0.9% |
6,721.0 |
| Close |
6,791.0 |
6,814.5 |
23.5 |
0.3% |
6,814.5 |
| Range |
56.0 |
69.0 |
13.0 |
23.2% |
154.0 |
| ATR |
49.5 |
52.0 |
2.5 |
5.0% |
0.0 |
| Volume |
133,557 |
84,578 |
-48,979 |
-36.7% |
727,233 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,039.0 |
6,995.5 |
6,852.5 |
|
| R3 |
6,970.0 |
6,926.5 |
6,833.5 |
|
| R2 |
6,901.0 |
6,901.0 |
6,827.0 |
|
| R1 |
6,857.5 |
6,857.5 |
6,821.0 |
6,845.0 |
| PP |
6,832.0 |
6,832.0 |
6,832.0 |
6,825.5 |
| S1 |
6,788.5 |
6,788.5 |
6,808.0 |
6,776.0 |
| S2 |
6,763.0 |
6,763.0 |
6,802.0 |
|
| S3 |
6,694.0 |
6,719.5 |
6,795.5 |
|
| S4 |
6,625.0 |
6,650.5 |
6,776.5 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,265.5 |
7,194.0 |
6,899.0 |
|
| R3 |
7,111.5 |
7,040.0 |
6,857.0 |
|
| R2 |
6,957.5 |
6,957.5 |
6,842.5 |
|
| R1 |
6,886.0 |
6,886.0 |
6,828.5 |
6,922.0 |
| PP |
6,803.5 |
6,803.5 |
6,803.5 |
6,821.5 |
| S1 |
6,732.0 |
6,732.0 |
6,800.5 |
6,768.0 |
| S2 |
6,649.5 |
6,649.5 |
6,786.5 |
|
| S3 |
6,495.5 |
6,578.0 |
6,772.0 |
|
| S4 |
6,341.5 |
6,424.0 |
6,730.0 |
|
|
| 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 |
6,721.0 |
154.0 |
2.3% |
58.0 |
0.9% |
61% |
True |
False |
145,446 |
| 10 |
6,875.0 |
6,721.0 |
154.0 |
2.3% |
60.0 |
0.9% |
61% |
True |
False |
99,630 |
| 20 |
6,875.0 |
6,715.0 |
160.0 |
2.3% |
48.5 |
0.7% |
62% |
True |
False |
51,725 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
40.0 |
0.6% |
85% |
True |
False |
25,894 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
32.0 |
0.5% |
85% |
True |
False |
17,276 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
25.0 |
0.4% |
85% |
True |
False |
12,971 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.0% |
20.5 |
0.3% |
85% |
True |
False |
10,384 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
6.8% |
17.0 |
0.2% |
87% |
True |
False |
8,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,168.0 |
|
2.618 |
7,055.5 |
|
1.618 |
6,986.5 |
|
1.000 |
6,944.0 |
|
0.618 |
6,917.5 |
|
HIGH |
6,875.0 |
|
0.618 |
6,848.5 |
|
0.500 |
6,840.5 |
|
0.382 |
6,832.5 |
|
LOW |
6,806.0 |
|
0.618 |
6,763.5 |
|
1.000 |
6,737.0 |
|
1.618 |
6,694.5 |
|
2.618 |
6,625.5 |
|
4.250 |
6,513.0 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,840.5 |
6,812.5 |
| PP |
6,832.0 |
6,810.5 |
| S1 |
6,823.0 |
6,808.5 |
|