| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,617.5 |
6,572.0 |
-45.5 |
-0.7% |
6,819.0 |
| High |
6,633.0 |
6,594.0 |
-39.0 |
-0.6% |
6,820.0 |
| Low |
6,563.0 |
6,502.5 |
-60.5 |
-0.9% |
6,588.5 |
| Close |
6,605.5 |
6,535.5 |
-70.0 |
-1.1% |
6,626.0 |
| Range |
70.0 |
91.5 |
21.5 |
30.7% |
231.5 |
| ATR |
65.3 |
68.0 |
2.7 |
4.1% |
0.0 |
| Volume |
112,047 |
164,206 |
52,159 |
46.6% |
543,547 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,818.5 |
6,768.5 |
6,586.0 |
|
| R3 |
6,727.0 |
6,677.0 |
6,560.5 |
|
| R2 |
6,635.5 |
6,635.5 |
6,552.5 |
|
| R1 |
6,585.5 |
6,585.5 |
6,544.0 |
6,565.0 |
| PP |
6,544.0 |
6,544.0 |
6,544.0 |
6,533.5 |
| S1 |
6,494.0 |
6,494.0 |
6,527.0 |
6,473.0 |
| S2 |
6,452.5 |
6,452.5 |
6,518.5 |
|
| S3 |
6,361.0 |
6,402.5 |
6,510.5 |
|
| S4 |
6,269.5 |
6,311.0 |
6,485.0 |
|
|
| 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 |
6,502.5 |
200.0 |
3.1% |
81.0 |
1.2% |
17% |
False |
True |
109,549 |
| 10 |
6,875.0 |
6,502.5 |
372.5 |
5.7% |
82.5 |
1.3% |
9% |
False |
True |
113,195 |
| 20 |
6,875.0 |
6,502.5 |
372.5 |
5.7% |
70.0 |
1.1% |
9% |
False |
True |
95,979 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.3% |
52.0 |
0.8% |
17% |
False |
False |
48,737 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.3% |
43.0 |
0.7% |
17% |
False |
False |
32,504 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.3% |
33.5 |
0.5% |
17% |
False |
False |
24,392 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.3% |
27.5 |
0.4% |
17% |
False |
False |
19,520 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
7.1% |
23.0 |
0.3% |
27% |
False |
False |
16,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,983.0 |
|
2.618 |
6,833.5 |
|
1.618 |
6,742.0 |
|
1.000 |
6,685.5 |
|
0.618 |
6,650.5 |
|
HIGH |
6,594.0 |
|
0.618 |
6,559.0 |
|
0.500 |
6,548.0 |
|
0.382 |
6,537.5 |
|
LOW |
6,502.5 |
|
0.618 |
6,446.0 |
|
1.000 |
6,411.0 |
|
1.618 |
6,354.5 |
|
2.618 |
6,263.0 |
|
4.250 |
6,113.5 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,548.0 |
6,573.5 |
| PP |
6,544.0 |
6,561.0 |
| S1 |
6,540.0 |
6,548.0 |
|