| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,819.0 |
6,742.0 |
-77.0 |
-1.1% |
6,764.0 |
| High |
6,820.0 |
6,757.5 |
-62.5 |
-0.9% |
6,875.0 |
| Low |
6,733.0 |
6,620.0 |
-113.0 |
-1.7% |
6,721.0 |
| Close |
6,747.5 |
6,650.5 |
-97.0 |
-1.4% |
6,814.5 |
| Range |
87.0 |
137.5 |
50.5 |
58.0% |
154.0 |
| ATR |
54.5 |
60.4 |
5.9 |
10.9% |
0.0 |
| Volume |
137,300 |
109,986 |
-27,314 |
-19.9% |
727,233 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,088.5 |
7,007.0 |
6,726.0 |
|
| R3 |
6,951.0 |
6,869.5 |
6,688.5 |
|
| R2 |
6,813.5 |
6,813.5 |
6,675.5 |
|
| R1 |
6,732.0 |
6,732.0 |
6,663.0 |
6,704.0 |
| PP |
6,676.0 |
6,676.0 |
6,676.0 |
6,662.0 |
| S1 |
6,594.5 |
6,594.5 |
6,638.0 |
6,566.5 |
| S2 |
6,538.5 |
6,538.5 |
6,625.5 |
|
| S3 |
6,401.0 |
6,457.0 |
6,612.5 |
|
| S4 |
6,263.5 |
6,319.5 |
6,575.0 |
|
|
| 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 |
6,620.0 |
255.0 |
3.8% |
79.5 |
1.2% |
12% |
False |
True |
112,216 |
| 10 |
6,875.0 |
6,620.0 |
255.0 |
3.8% |
69.5 |
1.0% |
12% |
False |
True |
121,718 |
| 20 |
6,875.0 |
6,620.0 |
255.0 |
3.8% |
56.5 |
0.8% |
12% |
False |
True |
64,069 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
45.0 |
0.7% |
45% |
False |
False |
32,076 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
35.5 |
0.5% |
45% |
False |
False |
21,397 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
27.5 |
0.4% |
45% |
False |
False |
16,062 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
22.5 |
0.3% |
45% |
False |
False |
12,857 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
7.0% |
19.0 |
0.3% |
52% |
False |
False |
10,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,342.0 |
|
2.618 |
7,117.5 |
|
1.618 |
6,980.0 |
|
1.000 |
6,895.0 |
|
0.618 |
6,842.5 |
|
HIGH |
6,757.5 |
|
0.618 |
6,705.0 |
|
0.500 |
6,689.0 |
|
0.382 |
6,672.5 |
|
LOW |
6,620.0 |
|
0.618 |
6,535.0 |
|
1.000 |
6,482.5 |
|
1.618 |
6,397.5 |
|
2.618 |
6,260.0 |
|
4.250 |
6,035.5 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,689.0 |
6,747.5 |
| PP |
6,676.0 |
6,715.0 |
| S1 |
6,663.0 |
6,683.0 |
|