| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,216.7 |
1,217.4 |
0.7 |
0.1% |
1,230.1 |
| High |
1,221.6 |
1,236.9 |
15.3 |
1.3% |
1,243.7 |
| Low |
1,213.0 |
1,217.0 |
4.0 |
0.3% |
1,215.4 |
| Close |
1,218.8 |
1,222.7 |
3.9 |
0.3% |
1,217.5 |
| Range |
8.6 |
19.9 |
11.3 |
131.4% |
28.3 |
| ATR |
12.7 |
13.2 |
0.5 |
4.0% |
0.0 |
| Volume |
1,843 |
5,747 |
3,904 |
211.8% |
7,757 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.2 |
1,273.9 |
1,233.6 |
|
| R3 |
1,265.3 |
1,254.0 |
1,228.2 |
|
| R2 |
1,245.4 |
1,245.4 |
1,226.3 |
|
| R1 |
1,234.1 |
1,234.1 |
1,224.5 |
1,239.8 |
| PP |
1,225.5 |
1,225.5 |
1,225.5 |
1,228.4 |
| S1 |
1,214.2 |
1,214.2 |
1,220.9 |
1,219.9 |
| S2 |
1,205.6 |
1,205.6 |
1,219.1 |
|
| S3 |
1,185.7 |
1,194.3 |
1,217.2 |
|
| S4 |
1,165.8 |
1,174.4 |
1,211.8 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.4 |
1,292.3 |
1,233.1 |
|
| R3 |
1,282.1 |
1,264.0 |
1,225.3 |
|
| R2 |
1,253.8 |
1,253.8 |
1,222.7 |
|
| R1 |
1,235.7 |
1,235.7 |
1,220.1 |
1,230.6 |
| PP |
1,225.5 |
1,225.5 |
1,225.5 |
1,223.0 |
| S1 |
1,207.4 |
1,207.4 |
1,214.9 |
1,202.3 |
| S2 |
1,197.2 |
1,197.2 |
1,212.3 |
|
| S3 |
1,168.9 |
1,179.1 |
1,209.7 |
|
| S4 |
1,140.6 |
1,150.8 |
1,201.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,240.4 |
1,213.0 |
27.4 |
2.2% |
13.8 |
1.1% |
35% |
False |
False |
2,337 |
| 10 |
1,259.1 |
1,213.0 |
46.1 |
3.8% |
12.8 |
1.0% |
21% |
False |
False |
2,715 |
| 20 |
1,298.4 |
1,213.0 |
85.4 |
7.0% |
13.1 |
1.1% |
11% |
False |
False |
2,320 |
| 40 |
1,323.0 |
1,213.0 |
110.0 |
9.0% |
12.2 |
1.0% |
9% |
False |
False |
1,774 |
| 60 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
12.2 |
1.0% |
7% |
False |
False |
1,445 |
| 80 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
11.3 |
0.9% |
7% |
False |
False |
1,140 |
| 100 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
10.0 |
0.8% |
7% |
False |
False |
963 |
| 120 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
9.2 |
0.8% |
7% |
False |
False |
826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,321.5 |
|
2.618 |
1,289.0 |
|
1.618 |
1,269.1 |
|
1.000 |
1,256.8 |
|
0.618 |
1,249.2 |
|
HIGH |
1,236.9 |
|
0.618 |
1,229.3 |
|
0.500 |
1,227.0 |
|
0.382 |
1,224.6 |
|
LOW |
1,217.0 |
|
0.618 |
1,204.7 |
|
1.000 |
1,197.1 |
|
1.618 |
1,184.8 |
|
2.618 |
1,164.9 |
|
4.250 |
1,132.4 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.0 |
1,225.0 |
| PP |
1,225.5 |
1,224.2 |
| S1 |
1,224.1 |
1,223.5 |
|