| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,611.0 |
6,629.5 |
18.5 |
0.3% |
6,819.0 |
| High |
6,660.0 |
6,644.5 |
-15.5 |
-0.2% |
6,820.0 |
| Low |
6,588.5 |
6,581.5 |
-7.0 |
-0.1% |
6,588.5 |
| Close |
6,626.0 |
6,619.0 |
-7.0 |
-0.1% |
6,626.0 |
| Range |
71.5 |
63.0 |
-8.5 |
-11.9% |
231.5 |
| ATR |
65.1 |
64.9 |
-0.1 |
-0.2% |
0.0 |
| Volume |
83,465 |
94,015 |
10,550 |
12.6% |
543,547 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,804.0 |
6,774.5 |
6,653.5 |
|
| R3 |
6,741.0 |
6,711.5 |
6,636.5 |
|
| R2 |
6,678.0 |
6,678.0 |
6,630.5 |
|
| R1 |
6,648.5 |
6,648.5 |
6,625.0 |
6,632.0 |
| PP |
6,615.0 |
6,615.0 |
6,615.0 |
6,606.5 |
| S1 |
6,585.5 |
6,585.5 |
6,613.0 |
6,569.0 |
| S2 |
6,552.0 |
6,552.0 |
6,607.5 |
|
| S3 |
6,489.0 |
6,522.5 |
6,601.5 |
|
| S4 |
6,426.0 |
6,459.5 |
6,584.5 |
|
|
| 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 |
6,757.5 |
6,581.5 |
176.0 |
2.7% |
90.5 |
1.4% |
21% |
False |
True |
100,052 |
| 10 |
6,875.0 |
6,581.5 |
293.5 |
4.4% |
78.5 |
1.2% |
13% |
False |
True |
114,050 |
| 20 |
6,875.0 |
6,581.5 |
293.5 |
4.4% |
67.0 |
1.0% |
13% |
False |
True |
83,208 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
48.0 |
0.7% |
37% |
False |
False |
41,831 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
41.0 |
0.6% |
37% |
False |
False |
27,900 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
31.5 |
0.5% |
37% |
False |
False |
20,939 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
25.5 |
0.4% |
37% |
False |
False |
16,758 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
7.0% |
21.5 |
0.3% |
45% |
False |
False |
13,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,912.0 |
|
2.618 |
6,809.5 |
|
1.618 |
6,746.5 |
|
1.000 |
6,707.5 |
|
0.618 |
6,683.5 |
|
HIGH |
6,644.5 |
|
0.618 |
6,620.5 |
|
0.500 |
6,613.0 |
|
0.382 |
6,605.5 |
|
LOW |
6,581.5 |
|
0.618 |
6,542.5 |
|
1.000 |
6,518.5 |
|
1.618 |
6,479.5 |
|
2.618 |
6,416.5 |
|
4.250 |
6,314.0 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,617.0 |
6,642.0 |
| PP |
6,615.0 |
6,634.5 |
| S1 |
6,613.0 |
6,626.5 |
|