| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,217.3 |
1,222.1 |
4.8 |
0.4% |
1,216.4 |
| High |
1,225.3 |
1,232.7 |
7.4 |
0.6% |
1,237.0 |
| Low |
1,206.6 |
1,212.8 |
6.2 |
0.5% |
1,206.6 |
| Close |
1,221.9 |
1,215.4 |
-6.5 |
-0.5% |
1,215.4 |
| Range |
18.7 |
19.9 |
1.2 |
6.4% |
30.4 |
| ATR |
15.1 |
15.5 |
0.3 |
2.3% |
0.0 |
| Volume |
186,354 |
149,452 |
-36,902 |
-19.8% |
758,472 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.0 |
1,267.6 |
1,226.3 |
|
| R3 |
1,260.1 |
1,247.7 |
1,220.9 |
|
| R2 |
1,240.2 |
1,240.2 |
1,219.0 |
|
| R1 |
1,227.8 |
1,227.8 |
1,217.2 |
1,224.1 |
| PP |
1,220.3 |
1,220.3 |
1,220.3 |
1,218.4 |
| S1 |
1,207.9 |
1,207.9 |
1,213.6 |
1,204.2 |
| S2 |
1,200.4 |
1,200.4 |
1,211.8 |
|
| S3 |
1,180.5 |
1,188.0 |
1,209.9 |
|
| S4 |
1,160.6 |
1,168.1 |
1,204.5 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.9 |
1,293.5 |
1,232.1 |
|
| R3 |
1,280.5 |
1,263.1 |
1,223.8 |
|
| R2 |
1,250.1 |
1,250.1 |
1,221.0 |
|
| R1 |
1,232.7 |
1,232.7 |
1,218.2 |
1,226.2 |
| PP |
1,219.7 |
1,219.7 |
1,219.7 |
1,216.4 |
| S1 |
1,202.3 |
1,202.3 |
1,212.6 |
1,195.8 |
| S2 |
1,189.3 |
1,189.3 |
1,209.8 |
|
| S3 |
1,158.9 |
1,171.9 |
1,207.0 |
|
| S4 |
1,128.5 |
1,141.5 |
1,198.7 |
|
|
| 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% |
16.7 |
1.4% |
29% |
False |
False |
151,694 |
| 10 |
1,243.2 |
1,206.6 |
36.6 |
3.0% |
15.3 |
1.3% |
24% |
False |
False |
143,848 |
| 20 |
1,292.5 |
1,206.6 |
85.9 |
7.1% |
15.5 |
1.3% |
10% |
False |
False |
137,711 |
| 40 |
1,324.3 |
1,206.6 |
117.7 |
9.7% |
14.2 |
1.2% |
7% |
False |
False |
121,721 |
| 60 |
1,347.5 |
1,206.6 |
140.9 |
11.6% |
14.7 |
1.2% |
6% |
False |
False |
95,431 |
| 80 |
1,347.5 |
1,206.6 |
140.9 |
11.6% |
14.4 |
1.2% |
6% |
False |
False |
72,349 |
| 100 |
1,347.5 |
1,206.6 |
140.9 |
11.6% |
14.0 |
1.2% |
6% |
False |
False |
58,501 |
| 120 |
1,347.5 |
1,206.6 |
140.9 |
11.6% |
14.3 |
1.2% |
6% |
False |
False |
48,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,317.3 |
|
2.618 |
1,284.8 |
|
1.618 |
1,264.9 |
|
1.000 |
1,252.6 |
|
0.618 |
1,245.0 |
|
HIGH |
1,232.7 |
|
0.618 |
1,225.1 |
|
0.500 |
1,222.8 |
|
0.382 |
1,220.4 |
|
LOW |
1,212.8 |
|
0.618 |
1,200.5 |
|
1.000 |
1,192.9 |
|
1.618 |
1,180.6 |
|
2.618 |
1,160.7 |
|
4.250 |
1,128.2 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,222.8 |
1,219.7 |
| PP |
1,220.3 |
1,218.2 |
| S1 |
1,217.9 |
1,216.8 |
|