| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
5,343.0 |
5,370.0 |
27.0 |
0.5% |
5,503.0 |
| High |
5,424.0 |
5,385.0 |
-39.0 |
-0.7% |
5,505.0 |
| Low |
5,333.0 |
5,350.0 |
17.0 |
0.3% |
5,367.0 |
| Close |
5,406.0 |
5,379.0 |
-27.0 |
-0.5% |
5,426.0 |
| Range |
91.0 |
35.0 |
-56.0 |
-61.5% |
138.0 |
| ATR |
47.6 |
48.2 |
0.6 |
1.3% |
0.0 |
| Volume |
30,346 |
24,144 |
-6,202 |
-20.4% |
318,371 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,476.3 |
5,462.7 |
5,398.3 |
|
| R3 |
5,441.3 |
5,427.7 |
5,388.6 |
|
| R2 |
5,406.3 |
5,406.3 |
5,385.4 |
|
| R1 |
5,392.7 |
5,392.7 |
5,382.2 |
5,399.5 |
| PP |
5,371.3 |
5,371.3 |
5,371.3 |
5,374.8 |
| S1 |
5,357.7 |
5,357.7 |
5,375.8 |
5,364.5 |
| S2 |
5,336.3 |
5,336.3 |
5,372.6 |
|
| S3 |
5,301.3 |
5,322.7 |
5,369.4 |
|
| S4 |
5,266.3 |
5,287.7 |
5,359.8 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,846.7 |
5,774.3 |
5,501.9 |
|
| R3 |
5,708.7 |
5,636.3 |
5,464.0 |
|
| R2 |
5,570.7 |
5,570.7 |
5,451.3 |
|
| R1 |
5,498.3 |
5,498.3 |
5,438.7 |
5,465.5 |
| PP |
5,432.7 |
5,432.7 |
5,432.7 |
5,416.3 |
| S1 |
5,360.3 |
5,360.3 |
5,413.4 |
5,327.5 |
| S2 |
5,294.7 |
5,294.7 |
5,400.7 |
|
| S3 |
5,156.7 |
5,222.3 |
5,388.1 |
|
| S4 |
5,018.7 |
5,084.3 |
5,350.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,446.0 |
5,333.0 |
113.0 |
2.1% |
63.4 |
1.2% |
41% |
False |
False |
28,665 |
| 10 |
5,601.0 |
5,333.0 |
268.0 |
5.0% |
56.9 |
1.1% |
17% |
False |
False |
41,184 |
| 20 |
5,665.0 |
5,333.0 |
332.0 |
6.2% |
41.0 |
0.8% |
14% |
False |
False |
20,755 |
| 40 |
5,665.0 |
5,333.0 |
332.0 |
6.2% |
28.9 |
0.5% |
14% |
False |
False |
10,417 |
| 60 |
5,665.0 |
5,333.0 |
332.0 |
6.2% |
23.6 |
0.4% |
14% |
False |
False |
6,962 |
| 80 |
5,665.0 |
5,333.0 |
332.0 |
6.2% |
19.0 |
0.4% |
14% |
False |
False |
5,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,533.8 |
|
2.618 |
5,476.6 |
|
1.618 |
5,441.6 |
|
1.000 |
5,420.0 |
|
0.618 |
5,406.6 |
|
HIGH |
5,385.0 |
|
0.618 |
5,371.6 |
|
0.500 |
5,367.5 |
|
0.382 |
5,363.4 |
|
LOW |
5,350.0 |
|
0.618 |
5,328.4 |
|
1.000 |
5,315.0 |
|
1.618 |
5,293.4 |
|
2.618 |
5,258.4 |
|
4.250 |
5,201.3 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,375.2 |
5,382.5 |
| PP |
5,371.3 |
5,381.3 |
| S1 |
5,367.5 |
5,380.2 |
|