| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,842.0 |
6,819.0 |
-23.0 |
-0.3% |
6,764.0 |
| High |
6,875.0 |
6,820.0 |
-55.0 |
-0.8% |
6,875.0 |
| Low |
6,806.0 |
6,733.0 |
-73.0 |
-1.1% |
6,721.0 |
| Close |
6,814.5 |
6,747.5 |
-67.0 |
-1.0% |
6,814.5 |
| Range |
69.0 |
87.0 |
18.0 |
26.1% |
154.0 |
| ATR |
52.0 |
54.5 |
2.5 |
4.8% |
0.0 |
| Volume |
84,578 |
137,300 |
52,722 |
62.3% |
727,233 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,028.0 |
6,974.5 |
6,795.5 |
|
| R3 |
6,941.0 |
6,887.5 |
6,771.5 |
|
| R2 |
6,854.0 |
6,854.0 |
6,763.5 |
|
| R1 |
6,800.5 |
6,800.5 |
6,755.5 |
6,784.0 |
| PP |
6,767.0 |
6,767.0 |
6,767.0 |
6,758.5 |
| S1 |
6,713.5 |
6,713.5 |
6,739.5 |
6,697.0 |
| S2 |
6,680.0 |
6,680.0 |
6,731.5 |
|
| S3 |
6,593.0 |
6,626.5 |
6,723.5 |
|
| S4 |
6,506.0 |
6,539.5 |
6,699.5 |
|
|
| 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% |
67.0 |
1.0% |
17% |
False |
False |
128,048 |
| 10 |
6,875.0 |
6,721.0 |
154.0 |
2.3% |
59.5 |
0.9% |
17% |
False |
False |
113,090 |
| 20 |
6,875.0 |
6,721.0 |
154.0 |
2.3% |
51.5 |
0.8% |
17% |
False |
False |
58,585 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
42.0 |
0.6% |
69% |
False |
False |
29,326 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
33.5 |
0.5% |
69% |
False |
False |
19,564 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
26.0 |
0.4% |
69% |
False |
False |
14,687 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
21.0 |
0.3% |
69% |
False |
False |
11,757 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
6.9% |
17.5 |
0.3% |
72% |
False |
False |
9,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,190.0 |
|
2.618 |
7,048.0 |
|
1.618 |
6,961.0 |
|
1.000 |
6,907.0 |
|
0.618 |
6,874.0 |
|
HIGH |
6,820.0 |
|
0.618 |
6,787.0 |
|
0.500 |
6,776.5 |
|
0.382 |
6,766.0 |
|
LOW |
6,733.0 |
|
0.618 |
6,679.0 |
|
1.000 |
6,646.0 |
|
1.618 |
6,592.0 |
|
2.618 |
6,505.0 |
|
4.250 |
6,363.0 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,776.5 |
6,804.0 |
| PP |
6,767.0 |
6,785.0 |
| S1 |
6,757.0 |
6,766.5 |
|