| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,228.3 |
1,233.2 |
4.9 |
0.4% |
1,269.5 |
| High |
1,239.2 |
1,243.2 |
4.0 |
0.3% |
1,272.6 |
| Low |
1,226.3 |
1,232.2 |
5.9 |
0.5% |
1,228.1 |
| Close |
1,235.1 |
1,236.7 |
1.6 |
0.1% |
1,231.5 |
| Range |
12.9 |
11.0 |
-1.9 |
-14.7% |
44.5 |
| ATR |
14.4 |
14.1 |
-0.2 |
-1.7% |
0.0 |
| Volume |
100,037 |
123,281 |
23,244 |
23.2% |
683,128 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.4 |
1,264.5 |
1,242.8 |
|
| R3 |
1,259.4 |
1,253.5 |
1,239.7 |
|
| R2 |
1,248.4 |
1,248.4 |
1,238.7 |
|
| R1 |
1,242.5 |
1,242.5 |
1,237.7 |
1,245.5 |
| PP |
1,237.4 |
1,237.4 |
1,237.4 |
1,238.8 |
| S1 |
1,231.5 |
1,231.5 |
1,235.7 |
1,234.5 |
| S2 |
1,226.4 |
1,226.4 |
1,234.7 |
|
| S3 |
1,215.4 |
1,220.5 |
1,233.7 |
|
| S4 |
1,204.4 |
1,209.5 |
1,230.7 |
|
|
| 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 |
1,258.5 |
1,226.3 |
32.2 |
2.6% |
13.5 |
1.1% |
32% |
False |
False |
133,103 |
| 10 |
1,279.2 |
1,226.3 |
52.9 |
4.3% |
14.4 |
1.2% |
20% |
False |
False |
127,209 |
| 20 |
1,303.7 |
1,226.3 |
77.4 |
6.3% |
13.6 |
1.1% |
13% |
False |
False |
113,632 |
| 40 |
1,324.3 |
1,226.3 |
98.0 |
7.9% |
13.8 |
1.1% |
11% |
False |
False |
106,103 |
| 60 |
1,347.5 |
1,226.3 |
121.2 |
9.8% |
14.2 |
1.1% |
9% |
False |
False |
75,751 |
| 80 |
1,347.5 |
1,226.3 |
121.2 |
9.8% |
14.0 |
1.1% |
9% |
False |
False |
57,506 |
| 100 |
1,347.5 |
1,226.3 |
121.2 |
9.8% |
13.9 |
1.1% |
9% |
False |
False |
46,467 |
| 120 |
1,347.5 |
1,226.3 |
121.2 |
9.8% |
14.1 |
1.1% |
9% |
False |
False |
38,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.0 |
|
2.618 |
1,272.0 |
|
1.618 |
1,261.0 |
|
1.000 |
1,254.2 |
|
0.618 |
1,250.0 |
|
HIGH |
1,243.2 |
|
0.618 |
1,239.0 |
|
0.500 |
1,237.7 |
|
0.382 |
1,236.4 |
|
LOW |
1,232.2 |
|
0.618 |
1,225.4 |
|
1.000 |
1,221.2 |
|
1.618 |
1,214.4 |
|
2.618 |
1,203.4 |
|
4.250 |
1,185.5 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.7 |
1,236.1 |
| PP |
1,237.4 |
1,235.4 |
| S1 |
1,237.0 |
1,234.8 |
|