| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,742.0 |
6,630.5 |
-111.5 |
-1.7% |
6,764.0 |
| High |
6,757.5 |
6,696.5 |
-61.0 |
-0.9% |
6,875.0 |
| Low |
6,620.0 |
6,625.0 |
5.0 |
0.1% |
6,721.0 |
| Close |
6,650.5 |
6,678.5 |
28.0 |
0.4% |
6,814.5 |
| Range |
137.5 |
71.5 |
-66.0 |
-48.0% |
154.0 |
| ATR |
60.4 |
61.2 |
0.8 |
1.3% |
0.0 |
| Volume |
109,986 |
118,781 |
8,795 |
8.0% |
727,233 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,881.0 |
6,851.5 |
6,718.0 |
|
| R3 |
6,809.5 |
6,780.0 |
6,698.0 |
|
| R2 |
6,738.0 |
6,738.0 |
6,691.5 |
|
| R1 |
6,708.5 |
6,708.5 |
6,685.0 |
6,723.0 |
| PP |
6,666.5 |
6,666.5 |
6,666.5 |
6,674.0 |
| S1 |
6,637.0 |
6,637.0 |
6,672.0 |
6,652.0 |
| S2 |
6,595.0 |
6,595.0 |
6,665.5 |
|
| S3 |
6,523.5 |
6,565.5 |
6,659.0 |
|
| S4 |
6,452.0 |
6,494.0 |
6,639.0 |
|
|
| 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% |
84.0 |
1.3% |
23% |
False |
False |
116,840 |
| 10 |
6,875.0 |
6,620.0 |
255.0 |
3.8% |
71.0 |
1.1% |
23% |
False |
False |
128,592 |
| 20 |
6,875.0 |
6,620.0 |
255.0 |
3.8% |
59.0 |
0.9% |
23% |
False |
False |
69,935 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
46.0 |
0.7% |
52% |
False |
False |
35,045 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
37.0 |
0.6% |
52% |
False |
False |
23,377 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
28.5 |
0.4% |
52% |
False |
False |
17,546 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.1% |
23.5 |
0.3% |
52% |
False |
False |
14,045 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
6.9% |
19.5 |
0.3% |
58% |
False |
False |
11,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,000.5 |
|
2.618 |
6,883.5 |
|
1.618 |
6,812.0 |
|
1.000 |
6,768.0 |
|
0.618 |
6,740.5 |
|
HIGH |
6,696.5 |
|
0.618 |
6,669.0 |
|
0.500 |
6,661.0 |
|
0.382 |
6,652.5 |
|
LOW |
6,625.0 |
|
0.618 |
6,581.0 |
|
1.000 |
6,553.5 |
|
1.618 |
6,509.5 |
|
2.618 |
6,438.0 |
|
4.250 |
6,321.0 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,672.5 |
6,720.0 |
| PP |
6,666.5 |
6,706.0 |
| S1 |
6,661.0 |
6,692.5 |
|