| 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 |
1,967.00 |
1,961.75 |
-5.25 |
-0.3% |
1,994.50 |
| High |
1,969.00 |
1,970.00 |
1.00 |
0.1% |
1,995.00 |
| Low |
1,947.75 |
1,952.75 |
5.00 |
0.3% |
1,949.50 |
| Close |
1,961.50 |
1,957.50 |
-4.00 |
-0.2% |
1,968.00 |
| Range |
21.25 |
17.25 |
-4.00 |
-18.8% |
45.50 |
| ATR |
17.46 |
17.45 |
-0.02 |
-0.1% |
0.00 |
| Volume |
1,645 |
1,953 |
308 |
18.7% |
7,108 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.75 |
2,002.00 |
1,967.00 |
|
| R3 |
1,994.50 |
1,984.75 |
1,962.25 |
|
| R2 |
1,977.25 |
1,977.25 |
1,960.75 |
|
| R1 |
1,967.50 |
1,967.50 |
1,959.00 |
1,963.75 |
| PP |
1,960.00 |
1,960.00 |
1,960.00 |
1,958.25 |
| S1 |
1,950.25 |
1,950.25 |
1,956.00 |
1,946.50 |
| S2 |
1,942.75 |
1,942.75 |
1,954.25 |
|
| S3 |
1,925.50 |
1,933.00 |
1,952.75 |
|
| S4 |
1,908.25 |
1,915.75 |
1,948.00 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.25 |
2,083.25 |
1,993.00 |
|
| R3 |
2,061.75 |
2,037.75 |
1,980.50 |
|
| R2 |
2,016.25 |
2,016.25 |
1,976.25 |
|
| R1 |
1,992.25 |
1,992.25 |
1,972.25 |
1,981.50 |
| PP |
1,970.75 |
1,970.75 |
1,970.75 |
1,965.50 |
| S1 |
1,946.75 |
1,946.75 |
1,963.75 |
1,936.00 |
| S2 |
1,925.25 |
1,925.25 |
1,959.75 |
|
| S3 |
1,879.75 |
1,901.25 |
1,955.50 |
|
| S4 |
1,834.25 |
1,855.75 |
1,943.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,984.75 |
1,947.75 |
37.00 |
1.9% |
23.00 |
1.2% |
26% |
False |
False |
1,628 |
| 10 |
2,006.50 |
1,947.75 |
58.75 |
3.0% |
20.00 |
1.0% |
17% |
False |
False |
1,193 |
| 20 |
2,006.50 |
1,947.75 |
58.75 |
3.0% |
17.75 |
0.9% |
17% |
False |
False |
783 |
| 40 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
15.25 |
0.8% |
62% |
False |
False |
410 |
| 60 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
14.75 |
0.8% |
62% |
False |
False |
287 |
| 80 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
13.00 |
0.7% |
62% |
False |
False |
222 |
| 100 |
2,006.50 |
1,842.25 |
164.25 |
8.4% |
11.50 |
0.6% |
70% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,043.25 |
|
2.618 |
2,015.25 |
|
1.618 |
1,998.00 |
|
1.000 |
1,987.25 |
|
0.618 |
1,980.75 |
|
HIGH |
1,970.00 |
|
0.618 |
1,963.50 |
|
0.500 |
1,961.50 |
|
0.382 |
1,959.25 |
|
LOW |
1,952.75 |
|
0.618 |
1,942.00 |
|
1.000 |
1,935.50 |
|
1.618 |
1,924.75 |
|
2.618 |
1,907.50 |
|
4.250 |
1,879.50 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,961.50 |
1,959.50 |
| PP |
1,960.00 |
1,958.75 |
| S1 |
1,958.75 |
1,958.00 |
|