| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,222.1 |
1,219.1 |
-3.0 |
-0.2% |
1,216.4 |
| High |
1,232.7 |
1,223.9 |
-8.8 |
-0.7% |
1,237.0 |
| Low |
1,212.8 |
1,215.3 |
2.5 |
0.2% |
1,206.6 |
| Close |
1,215.4 |
1,218.8 |
3.4 |
0.3% |
1,215.4 |
| Range |
19.9 |
8.6 |
-11.3 |
-56.8% |
30.4 |
| ATR |
15.5 |
15.0 |
-0.5 |
-3.2% |
0.0 |
| Volume |
149,452 |
105,757 |
-43,695 |
-29.2% |
758,472 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.1 |
1,240.6 |
1,223.5 |
|
| R3 |
1,236.5 |
1,232.0 |
1,221.2 |
|
| R2 |
1,227.9 |
1,227.9 |
1,220.4 |
|
| R1 |
1,223.4 |
1,223.4 |
1,219.6 |
1,221.4 |
| PP |
1,219.3 |
1,219.3 |
1,219.3 |
1,218.3 |
| S1 |
1,214.8 |
1,214.8 |
1,218.0 |
1,212.8 |
| S2 |
1,210.7 |
1,210.7 |
1,217.2 |
|
| S3 |
1,202.1 |
1,206.2 |
1,216.4 |
|
| S4 |
1,193.5 |
1,197.6 |
1,214.1 |
|
|
| 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% |
16.0 |
1.3% |
40% |
False |
False |
145,235 |
| 10 |
1,243.2 |
1,206.6 |
36.6 |
3.0% |
14.9 |
1.2% |
33% |
False |
False |
144,420 |
| 20 |
1,290.9 |
1,206.6 |
84.3 |
6.9% |
15.5 |
1.3% |
14% |
False |
False |
139,180 |
| 40 |
1,324.3 |
1,206.6 |
117.7 |
9.7% |
14.0 |
1.1% |
10% |
False |
False |
120,740 |
| 60 |
1,347.5 |
1,206.6 |
140.9 |
11.6% |
14.5 |
1.2% |
9% |
False |
False |
97,060 |
| 80 |
1,347.5 |
1,206.6 |
140.9 |
11.6% |
14.3 |
1.2% |
9% |
False |
False |
73,659 |
| 100 |
1,347.5 |
1,206.6 |
140.9 |
11.6% |
13.9 |
1.1% |
9% |
False |
False |
59,477 |
| 120 |
1,347.5 |
1,206.6 |
140.9 |
11.6% |
14.2 |
1.2% |
9% |
False |
False |
49,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,260.5 |
|
2.618 |
1,246.4 |
|
1.618 |
1,237.8 |
|
1.000 |
1,232.5 |
|
0.618 |
1,229.2 |
|
HIGH |
1,223.9 |
|
0.618 |
1,220.6 |
|
0.500 |
1,219.6 |
|
0.382 |
1,218.6 |
|
LOW |
1,215.3 |
|
0.618 |
1,210.0 |
|
1.000 |
1,206.7 |
|
1.618 |
1,201.4 |
|
2.618 |
1,192.8 |
|
4.250 |
1,178.8 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.6 |
1,219.7 |
| PP |
1,219.3 |
1,219.4 |
| S1 |
1,219.1 |
1,219.1 |
|