| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,240.9 |
1,228.3 |
-12.6 |
-1.0% |
1,269.5 |
| High |
1,242.3 |
1,239.2 |
-3.1 |
-0.2% |
1,272.6 |
| Low |
1,228.1 |
1,226.3 |
-1.8 |
-0.1% |
1,228.1 |
| Close |
1,231.5 |
1,235.1 |
3.6 |
0.3% |
1,231.5 |
| Range |
14.2 |
12.9 |
-1.3 |
-9.2% |
44.5 |
| ATR |
14.5 |
14.4 |
-0.1 |
-0.8% |
0.0 |
| Volume |
140,795 |
100,037 |
-40,758 |
-28.9% |
683,128 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.2 |
1,266.6 |
1,242.2 |
|
| R3 |
1,259.3 |
1,253.7 |
1,238.6 |
|
| R2 |
1,246.4 |
1,246.4 |
1,237.5 |
|
| R1 |
1,240.8 |
1,240.8 |
1,236.3 |
1,243.6 |
| PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,235.0 |
| S1 |
1,227.9 |
1,227.9 |
1,233.9 |
1,230.7 |
| S2 |
1,220.6 |
1,220.6 |
1,232.7 |
|
| S3 |
1,207.7 |
1,215.0 |
1,231.6 |
|
| S4 |
1,194.8 |
1,202.1 |
1,228.0 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.6 |
1,349.0 |
1,256.0 |
|
| R3 |
1,333.1 |
1,304.5 |
1,243.7 |
|
| R2 |
1,288.6 |
1,288.6 |
1,239.7 |
|
| R1 |
1,260.0 |
1,260.0 |
1,235.6 |
1,252.1 |
| PP |
1,244.1 |
1,244.1 |
1,244.1 |
1,240.1 |
| S1 |
1,215.5 |
1,215.5 |
1,227.4 |
1,207.6 |
| S2 |
1,199.6 |
1,199.6 |
1,223.3 |
|
| S3 |
1,155.1 |
1,171.0 |
1,219.3 |
|
| S4 |
1,110.6 |
1,126.5 |
1,207.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,258.9 |
1,226.3 |
32.6 |
2.6% |
13.5 |
1.1% |
27% |
False |
True |
134,097 |
| 10 |
1,290.9 |
1,226.3 |
64.6 |
5.2% |
16.1 |
1.3% |
14% |
False |
True |
133,939 |
| 20 |
1,304.9 |
1,226.3 |
78.6 |
6.4% |
13.5 |
1.1% |
11% |
False |
True |
111,274 |
| 40 |
1,324.3 |
1,226.3 |
98.0 |
7.9% |
13.7 |
1.1% |
9% |
False |
True |
103,467 |
| 60 |
1,347.5 |
1,226.3 |
121.2 |
9.8% |
14.2 |
1.2% |
7% |
False |
True |
73,759 |
| 80 |
1,347.5 |
1,226.3 |
121.2 |
9.8% |
14.0 |
1.1% |
7% |
False |
True |
55,988 |
| 100 |
1,347.5 |
1,226.3 |
121.2 |
9.8% |
14.1 |
1.1% |
7% |
False |
True |
45,244 |
| 120 |
1,347.5 |
1,226.3 |
121.2 |
9.8% |
14.1 |
1.1% |
7% |
False |
True |
37,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,294.0 |
|
2.618 |
1,273.0 |
|
1.618 |
1,260.1 |
|
1.000 |
1,252.1 |
|
0.618 |
1,247.2 |
|
HIGH |
1,239.2 |
|
0.618 |
1,234.3 |
|
0.500 |
1,232.8 |
|
0.382 |
1,231.2 |
|
LOW |
1,226.3 |
|
0.618 |
1,218.3 |
|
1.000 |
1,213.4 |
|
1.618 |
1,205.4 |
|
2.618 |
1,192.5 |
|
4.250 |
1,171.5 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,234.3 |
1,238.7 |
| PP |
1,233.5 |
1,237.5 |
| S1 |
1,232.8 |
1,236.3 |
|