| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,629.5 |
6,617.5 |
-12.0 |
-0.2% |
6,819.0 |
| High |
6,644.5 |
6,633.0 |
-11.5 |
-0.2% |
6,820.0 |
| Low |
6,581.5 |
6,563.0 |
-18.5 |
-0.3% |
6,588.5 |
| Close |
6,619.0 |
6,605.5 |
-13.5 |
-0.2% |
6,626.0 |
| Range |
63.0 |
70.0 |
7.0 |
11.1% |
231.5 |
| ATR |
64.9 |
65.3 |
0.4 |
0.6% |
0.0 |
| Volume |
94,015 |
112,047 |
18,032 |
19.2% |
543,547 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,810.5 |
6,778.0 |
6,644.0 |
|
| R3 |
6,740.5 |
6,708.0 |
6,625.0 |
|
| R2 |
6,670.5 |
6,670.5 |
6,618.5 |
|
| R1 |
6,638.0 |
6,638.0 |
6,612.0 |
6,619.0 |
| PP |
6,600.5 |
6,600.5 |
6,600.5 |
6,591.0 |
| S1 |
6,568.0 |
6,568.0 |
6,599.0 |
6,549.0 |
| S2 |
6,530.5 |
6,530.5 |
6,592.5 |
|
| S3 |
6,460.5 |
6,498.0 |
6,586.0 |
|
| S4 |
6,390.5 |
6,428.0 |
6,567.0 |
|
|
| 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 |
6,702.5 |
6,563.0 |
139.5 |
2.1% |
77.0 |
1.2% |
30% |
False |
True |
100,464 |
| 10 |
6,875.0 |
6,563.0 |
312.0 |
4.7% |
78.0 |
1.2% |
14% |
False |
True |
106,340 |
| 20 |
6,875.0 |
6,563.0 |
312.0 |
4.7% |
68.5 |
1.0% |
14% |
False |
True |
88,575 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
50.0 |
0.8% |
34% |
False |
False |
44,632 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
42.0 |
0.6% |
34% |
False |
False |
29,768 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
32.5 |
0.5% |
34% |
False |
False |
22,340 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
26.5 |
0.4% |
34% |
False |
False |
17,878 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
7.0% |
22.0 |
0.3% |
42% |
False |
False |
14,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,930.5 |
|
2.618 |
6,816.5 |
|
1.618 |
6,746.5 |
|
1.000 |
6,703.0 |
|
0.618 |
6,676.5 |
|
HIGH |
6,633.0 |
|
0.618 |
6,606.5 |
|
0.500 |
6,598.0 |
|
0.382 |
6,589.5 |
|
LOW |
6,563.0 |
|
0.618 |
6,519.5 |
|
1.000 |
6,493.0 |
|
1.618 |
6,449.5 |
|
2.618 |
6,379.5 |
|
4.250 |
6,265.5 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,603.0 |
6,611.5 |
| PP |
6,600.5 |
6,609.5 |
| S1 |
6,598.0 |
6,607.5 |
|