| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,691.0 |
6,611.0 |
-80.0 |
-1.2% |
6,819.0 |
| High |
6,702.5 |
6,660.0 |
-42.5 |
-0.6% |
6,820.0 |
| Low |
6,594.0 |
6,588.5 |
-5.5 |
-0.1% |
6,588.5 |
| Close |
6,615.5 |
6,626.0 |
10.5 |
0.2% |
6,626.0 |
| Range |
108.5 |
71.5 |
-37.0 |
-34.1% |
231.5 |
| ATR |
64.6 |
65.1 |
0.5 |
0.8% |
0.0 |
| Volume |
94,015 |
83,465 |
-10,550 |
-11.2% |
543,547 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,839.5 |
6,804.0 |
6,665.5 |
|
| R3 |
6,768.0 |
6,732.5 |
6,645.5 |
|
| R2 |
6,696.5 |
6,696.5 |
6,639.0 |
|
| R1 |
6,661.0 |
6,661.0 |
6,632.5 |
6,679.0 |
| PP |
6,625.0 |
6,625.0 |
6,625.0 |
6,633.5 |
| S1 |
6,589.5 |
6,589.5 |
6,619.5 |
6,607.0 |
| S2 |
6,553.5 |
6,553.5 |
6,613.0 |
|
| S3 |
6,482.0 |
6,518.0 |
6,606.5 |
|
| S4 |
6,410.5 |
6,446.5 |
6,586.5 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,372.5 |
7,231.0 |
6,753.5 |
|
| R3 |
7,141.0 |
6,999.5 |
6,689.5 |
|
| R2 |
6,909.5 |
6,909.5 |
6,668.5 |
|
| R1 |
6,768.0 |
6,768.0 |
6,647.0 |
6,723.0 |
| PP |
6,678.0 |
6,678.0 |
6,678.0 |
6,656.0 |
| S1 |
6,536.5 |
6,536.5 |
6,605.0 |
6,491.5 |
| S2 |
6,446.5 |
6,446.5 |
6,583.5 |
|
| S3 |
6,215.0 |
6,305.0 |
6,562.5 |
|
| S4 |
5,983.5 |
6,073.5 |
6,498.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,820.0 |
6,588.5 |
231.5 |
3.5% |
95.0 |
1.4% |
16% |
False |
True |
108,709 |
| 10 |
6,875.0 |
6,588.5 |
286.5 |
4.3% |
76.5 |
1.2% |
13% |
False |
True |
127,078 |
| 20 |
6,875.0 |
6,588.5 |
286.5 |
4.3% |
64.5 |
1.0% |
13% |
False |
True |
78,557 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
48.5 |
0.7% |
39% |
False |
False |
39,481 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
40.0 |
0.6% |
39% |
False |
False |
26,334 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
31.0 |
0.5% |
39% |
False |
False |
19,764 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
25.0 |
0.4% |
39% |
False |
False |
15,819 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
7.0% |
21.0 |
0.3% |
46% |
False |
False |
13,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,964.0 |
|
2.618 |
6,847.0 |
|
1.618 |
6,775.5 |
|
1.000 |
6,731.5 |
|
0.618 |
6,704.0 |
|
HIGH |
6,660.0 |
|
0.618 |
6,632.5 |
|
0.500 |
6,624.0 |
|
0.382 |
6,616.0 |
|
LOW |
6,588.5 |
|
0.618 |
6,544.5 |
|
1.000 |
6,517.0 |
|
1.618 |
6,473.0 |
|
2.618 |
6,401.5 |
|
4.250 |
6,284.5 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,625.5 |
6,645.5 |
| PP |
6,625.0 |
6,639.0 |
| S1 |
6,624.0 |
6,632.5 |
|