| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,223.2 |
1,217.3 |
-5.9 |
-0.5% |
1,228.3 |
| High |
1,226.7 |
1,225.3 |
-1.4 |
-0.1% |
1,243.2 |
| Low |
1,216.2 |
1,206.6 |
-9.6 |
-0.8% |
1,214.2 |
| Close |
1,219.5 |
1,221.9 |
2.4 |
0.2% |
1,216.6 |
| Range |
10.5 |
18.7 |
8.2 |
78.1% |
29.0 |
| ATR |
14.8 |
15.1 |
0.3 |
1.9% |
0.0 |
| Volume |
131,418 |
186,354 |
54,936 |
41.8% |
680,009 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.0 |
1,266.7 |
1,232.2 |
|
| R3 |
1,255.3 |
1,248.0 |
1,227.0 |
|
| R2 |
1,236.6 |
1,236.6 |
1,225.3 |
|
| R1 |
1,229.3 |
1,229.3 |
1,223.6 |
1,233.0 |
| PP |
1,217.9 |
1,217.9 |
1,217.9 |
1,219.8 |
| S1 |
1,210.6 |
1,210.6 |
1,220.2 |
1,214.3 |
| S2 |
1,199.2 |
1,199.2 |
1,218.5 |
|
| S3 |
1,180.5 |
1,191.9 |
1,216.8 |
|
| S4 |
1,161.8 |
1,173.2 |
1,211.6 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.7 |
1,293.1 |
1,232.6 |
|
| R3 |
1,282.7 |
1,264.1 |
1,224.6 |
|
| R2 |
1,253.7 |
1,253.7 |
1,221.9 |
|
| R1 |
1,235.1 |
1,235.1 |
1,219.3 |
1,229.9 |
| PP |
1,224.7 |
1,224.7 |
1,224.7 |
1,222.1 |
| S1 |
1,206.1 |
1,206.1 |
1,213.9 |
1,200.9 |
| S2 |
1,195.7 |
1,195.7 |
1,211.3 |
|
| S3 |
1,166.7 |
1,177.1 |
1,208.6 |
|
| S4 |
1,137.7 |
1,148.1 |
1,200.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,237.0 |
1,206.6 |
30.4 |
2.5% |
15.7 |
1.3% |
50% |
False |
True |
156,503 |
| 10 |
1,243.2 |
1,206.6 |
36.6 |
3.0% |
14.7 |
1.2% |
42% |
False |
True |
142,982 |
| 20 |
1,297.6 |
1,206.6 |
91.0 |
7.4% |
15.2 |
1.2% |
17% |
False |
True |
135,747 |
| 40 |
1,324.3 |
1,206.6 |
117.7 |
9.6% |
14.1 |
1.2% |
13% |
False |
True |
121,568 |
| 60 |
1,347.5 |
1,206.6 |
140.9 |
11.5% |
14.5 |
1.2% |
11% |
False |
True |
93,024 |
| 80 |
1,347.5 |
1,206.6 |
140.9 |
11.5% |
14.2 |
1.2% |
11% |
False |
True |
70,492 |
| 100 |
1,347.5 |
1,206.6 |
140.9 |
11.5% |
13.9 |
1.1% |
11% |
False |
True |
57,022 |
| 120 |
1,347.5 |
1,206.6 |
140.9 |
11.5% |
14.2 |
1.2% |
11% |
False |
True |
47,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.8 |
|
2.618 |
1,274.3 |
|
1.618 |
1,255.6 |
|
1.000 |
1,244.0 |
|
0.618 |
1,236.9 |
|
HIGH |
1,225.3 |
|
0.618 |
1,218.2 |
|
0.500 |
1,216.0 |
|
0.382 |
1,213.7 |
|
LOW |
1,206.6 |
|
0.618 |
1,195.0 |
|
1.000 |
1,187.9 |
|
1.618 |
1,176.3 |
|
2.618 |
1,157.6 |
|
4.250 |
1,127.1 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.9 |
1,221.9 |
| PP |
1,217.9 |
1,221.8 |
| S1 |
1,216.0 |
1,221.8 |
|