| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,258.4 |
1,256.4 |
-2.0 |
-0.2% |
1,288.8 |
| High |
1,259.3 |
1,259.1 |
-0.2 |
0.0% |
1,291.0 |
| Low |
1,249.3 |
1,245.8 |
-3.5 |
-0.3% |
1,260.4 |
| Close |
1,249.5 |
1,246.4 |
-3.1 |
-0.2% |
1,268.2 |
| Range |
10.0 |
13.3 |
3.3 |
33.0% |
30.6 |
| ATR |
12.6 |
12.7 |
0.0 |
0.4% |
0.0 |
| Volume |
3,179 |
3,974 |
795 |
25.0% |
10,140 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.3 |
1,281.7 |
1,253.7 |
|
| R3 |
1,277.0 |
1,268.4 |
1,250.1 |
|
| R2 |
1,263.7 |
1,263.7 |
1,248.8 |
|
| R1 |
1,255.1 |
1,255.1 |
1,247.6 |
1,252.8 |
| PP |
1,250.4 |
1,250.4 |
1,250.4 |
1,249.3 |
| S1 |
1,241.8 |
1,241.8 |
1,245.2 |
1,239.5 |
| S2 |
1,237.1 |
1,237.1 |
1,244.0 |
|
| S3 |
1,223.8 |
1,228.5 |
1,242.7 |
|
| S4 |
1,210.5 |
1,215.2 |
1,239.1 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.0 |
1,347.2 |
1,285.0 |
|
| R3 |
1,334.4 |
1,316.6 |
1,276.6 |
|
| R2 |
1,303.8 |
1,303.8 |
1,273.8 |
|
| R1 |
1,286.0 |
1,286.0 |
1,271.0 |
1,279.6 |
| PP |
1,273.2 |
1,273.2 |
1,273.2 |
1,270.0 |
| S1 |
1,255.4 |
1,255.4 |
1,265.4 |
1,249.0 |
| S2 |
1,242.6 |
1,242.6 |
1,262.6 |
|
| S3 |
1,212.0 |
1,224.8 |
1,259.8 |
|
| S4 |
1,181.4 |
1,194.2 |
1,251.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.0 |
1,245.8 |
31.2 |
2.5% |
14.3 |
1.1% |
2% |
False |
True |
2,947 |
| 10 |
1,298.4 |
1,245.8 |
52.6 |
4.2% |
13.3 |
1.1% |
1% |
False |
True |
2,264 |
| 20 |
1,319.4 |
1,245.8 |
73.6 |
5.9% |
11.8 |
0.9% |
1% |
False |
True |
1,519 |
| 40 |
1,325.1 |
1,245.8 |
79.3 |
6.4% |
11.8 |
0.9% |
1% |
False |
True |
1,355 |
| 60 |
1,347.3 |
1,245.8 |
101.5 |
8.1% |
12.1 |
1.0% |
1% |
False |
True |
1,110 |
| 80 |
1,347.3 |
1,243.9 |
103.4 |
8.3% |
10.5 |
0.8% |
2% |
False |
False |
907 |
| 100 |
1,347.3 |
1,243.9 |
103.4 |
8.3% |
9.3 |
0.7% |
2% |
False |
False |
739 |
| 120 |
1,347.3 |
1,243.9 |
103.4 |
8.3% |
8.8 |
0.7% |
2% |
False |
False |
639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.6 |
|
2.618 |
1,293.9 |
|
1.618 |
1,280.6 |
|
1.000 |
1,272.4 |
|
0.618 |
1,267.3 |
|
HIGH |
1,259.1 |
|
0.618 |
1,254.0 |
|
0.500 |
1,252.5 |
|
0.382 |
1,250.9 |
|
LOW |
1,245.8 |
|
0.618 |
1,237.6 |
|
1.000 |
1,232.5 |
|
1.618 |
1,224.3 |
|
2.618 |
1,211.0 |
|
4.250 |
1,189.3 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.5 |
1,259.4 |
| PP |
1,250.4 |
1,255.0 |
| S1 |
1,248.4 |
1,250.7 |
|