| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,077.00 |
4,104.75 |
27.75 |
0.7% |
4,057.50 |
| High |
4,106.75 |
4,127.75 |
21.00 |
0.5% |
4,127.75 |
| Low |
4,068.75 |
4,102.75 |
34.00 |
0.8% |
4,012.00 |
| Close |
4,103.75 |
4,124.20 |
20.45 |
0.5% |
4,124.20 |
| Range |
38.00 |
25.00 |
-13.00 |
-34.2% |
115.75 |
| ATR |
39.63 |
38.59 |
-1.05 |
-2.6% |
0.00 |
| Volume |
33,223 |
4,733 |
-28,490 |
-85.8% |
381,663 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,193.25 |
4,183.75 |
4,138.00 |
|
| R3 |
4,168.25 |
4,158.75 |
4,131.00 |
|
| R2 |
4,143.25 |
4,143.25 |
4,128.75 |
|
| R1 |
4,133.75 |
4,133.75 |
4,126.50 |
4,138.50 |
| PP |
4,118.25 |
4,118.25 |
4,118.25 |
4,120.50 |
| S1 |
4,108.75 |
4,108.75 |
4,122.00 |
4,113.50 |
| S2 |
4,093.25 |
4,093.25 |
4,119.50 |
|
| S3 |
4,068.25 |
4,083.75 |
4,117.25 |
|
| S4 |
4,043.25 |
4,058.75 |
4,110.50 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,435.25 |
4,395.50 |
4,187.75 |
|
| R3 |
4,319.50 |
4,279.75 |
4,156.00 |
|
| R2 |
4,203.75 |
4,203.75 |
4,145.50 |
|
| R1 |
4,164.00 |
4,164.00 |
4,134.75 |
4,183.75 |
| PP |
4,088.00 |
4,088.00 |
4,088.00 |
4,098.00 |
| S1 |
4,048.25 |
4,048.25 |
4,113.50 |
4,068.00 |
| S2 |
3,972.25 |
3,972.25 |
4,103.00 |
|
| S3 |
3,856.50 |
3,932.50 |
4,092.25 |
|
| S4 |
3,740.75 |
3,816.75 |
4,060.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,127.75 |
4,012.00 |
115.75 |
2.8% |
45.50 |
1.1% |
97% |
True |
False |
76,332 |
| 10 |
4,127.75 |
4,012.00 |
115.75 |
2.8% |
43.25 |
1.0% |
97% |
True |
False |
172,426 |
| 20 |
4,127.75 |
4,012.00 |
115.75 |
2.8% |
35.25 |
0.9% |
97% |
True |
False |
186,746 |
| 40 |
4,127.75 |
3,826.50 |
301.25 |
7.3% |
38.25 |
0.9% |
99% |
True |
False |
221,000 |
| 60 |
4,127.75 |
3,789.00 |
338.75 |
8.2% |
38.50 |
0.9% |
99% |
True |
False |
222,922 |
| 80 |
4,127.75 |
3,700.25 |
427.50 |
10.4% |
36.50 |
0.9% |
99% |
True |
False |
195,681 |
| 100 |
4,127.75 |
3,500.00 |
627.75 |
15.2% |
36.75 |
0.9% |
99% |
True |
False |
156,693 |
| 120 |
4,127.75 |
3,404.00 |
723.75 |
17.5% |
40.25 |
1.0% |
100% |
True |
False |
130,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,234.00 |
|
2.618 |
4,193.25 |
|
1.618 |
4,168.25 |
|
1.000 |
4,152.75 |
|
0.618 |
4,143.25 |
|
HIGH |
4,127.75 |
|
0.618 |
4,118.25 |
|
0.500 |
4,115.25 |
|
0.382 |
4,112.25 |
|
LOW |
4,102.75 |
|
0.618 |
4,087.25 |
|
1.000 |
4,077.75 |
|
1.618 |
4,062.25 |
|
2.618 |
4,037.25 |
|
4.250 |
3,996.50 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,121.25 |
4,112.00 |
| PP |
4,118.25 |
4,099.75 |
| S1 |
4,115.25 |
4,087.50 |
|