| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,977.00 |
1,963.50 |
-13.50 |
-0.7% |
1,961.50 |
| High |
1,980.25 |
1,984.75 |
4.50 |
0.2% |
2,006.50 |
| Low |
1,960.75 |
1,962.75 |
2.00 |
0.1% |
1,961.50 |
| Close |
1,964.50 |
1,983.25 |
18.75 |
1.0% |
1,996.00 |
| Range |
19.50 |
22.00 |
2.50 |
12.8% |
45.00 |
| ATR |
15.06 |
15.56 |
0.50 |
3.3% |
0.00 |
| Volume |
1,060 |
1,714 |
654 |
61.7% |
2,085 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.00 |
2,035.00 |
1,995.25 |
|
| R3 |
2,021.00 |
2,013.00 |
1,989.25 |
|
| R2 |
1,999.00 |
1,999.00 |
1,987.25 |
|
| R1 |
1,991.00 |
1,991.00 |
1,985.25 |
1,995.00 |
| PP |
1,977.00 |
1,977.00 |
1,977.00 |
1,979.00 |
| S1 |
1,969.00 |
1,969.00 |
1,981.25 |
1,973.00 |
| S2 |
1,955.00 |
1,955.00 |
1,979.25 |
|
| S3 |
1,933.00 |
1,947.00 |
1,977.25 |
|
| S4 |
1,911.00 |
1,925.00 |
1,971.25 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.00 |
2,104.50 |
2,020.75 |
|
| R3 |
2,078.00 |
2,059.50 |
2,008.50 |
|
| R2 |
2,033.00 |
2,033.00 |
2,004.25 |
|
| R1 |
2,014.50 |
2,014.50 |
2,000.00 |
2,023.75 |
| PP |
1,988.00 |
1,988.00 |
1,988.00 |
1,992.50 |
| S1 |
1,969.50 |
1,969.50 |
1,992.00 |
1,978.75 |
| S2 |
1,943.00 |
1,943.00 |
1,987.75 |
|
| S3 |
1,898.00 |
1,924.50 |
1,983.50 |
|
| S4 |
1,853.00 |
1,879.50 |
1,971.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.50 |
1,960.75 |
45.75 |
2.3% |
18.00 |
0.9% |
49% |
False |
False |
1,021 |
| 10 |
2,006.50 |
1,960.75 |
45.75 |
2.3% |
17.00 |
0.9% |
49% |
False |
False |
723 |
| 20 |
2,006.50 |
1,960.75 |
45.75 |
2.3% |
14.75 |
0.7% |
49% |
False |
False |
469 |
| 40 |
2,006.50 |
1,877.00 |
129.50 |
6.5% |
15.00 |
0.8% |
82% |
False |
False |
254 |
| 60 |
2,006.50 |
1,877.00 |
129.50 |
6.5% |
13.75 |
0.7% |
82% |
False |
False |
182 |
| 80 |
2,006.50 |
1,877.00 |
129.50 |
6.5% |
12.00 |
0.6% |
82% |
False |
False |
142 |
| 100 |
2,006.50 |
1,841.00 |
165.50 |
8.3% |
10.50 |
0.5% |
86% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.25 |
|
2.618 |
2,042.25 |
|
1.618 |
2,020.25 |
|
1.000 |
2,006.75 |
|
0.618 |
1,998.25 |
|
HIGH |
1,984.75 |
|
0.618 |
1,976.25 |
|
0.500 |
1,973.75 |
|
0.382 |
1,971.25 |
|
LOW |
1,962.75 |
|
0.618 |
1,949.25 |
|
1.000 |
1,940.75 |
|
1.618 |
1,927.25 |
|
2.618 |
1,905.25 |
|
4.250 |
1,869.25 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,980.00 |
1,981.50 |
| PP |
1,977.00 |
1,979.75 |
| S1 |
1,973.75 |
1,978.00 |
|