| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,167.0 |
1,152.9 |
-14.1 |
-1.2% |
1,170.0 |
| High |
1,169.3 |
1,160.2 |
-9.1 |
-0.8% |
1,182.2 |
| Low |
1,151.0 |
1,148.0 |
-3.0 |
-0.3% |
1,152.6 |
| Close |
1,153.4 |
1,159.3 |
5.9 |
0.5% |
1,165.0 |
| Range |
18.3 |
12.2 |
-6.1 |
-33.3% |
29.6 |
| ATR |
13.0 |
12.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
4,945 |
35,908 |
30,963 |
626.1% |
2,519 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.5 |
1,188.0 |
1,166.0 |
|
| R3 |
1,180.3 |
1,175.8 |
1,162.8 |
|
| R2 |
1,168.0 |
1,168.0 |
1,161.5 |
|
| R1 |
1,163.8 |
1,163.8 |
1,160.5 |
1,165.8 |
| PP |
1,155.8 |
1,155.8 |
1,155.8 |
1,157.0 |
| S1 |
1,151.5 |
1,151.5 |
1,158.3 |
1,153.8 |
| S2 |
1,143.8 |
1,143.8 |
1,157.0 |
|
| S3 |
1,131.5 |
1,139.3 |
1,156.0 |
|
| S4 |
1,119.3 |
1,127.0 |
1,152.5 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.5 |
1,239.8 |
1,181.3 |
|
| R3 |
1,225.8 |
1,210.3 |
1,173.3 |
|
| R2 |
1,196.3 |
1,196.3 |
1,170.5 |
|
| R1 |
1,180.5 |
1,180.5 |
1,167.8 |
1,173.5 |
| PP |
1,166.5 |
1,166.5 |
1,166.5 |
1,163.0 |
| S1 |
1,151.0 |
1,151.0 |
1,162.3 |
1,144.0 |
| S2 |
1,137.0 |
1,137.0 |
1,159.5 |
|
| S3 |
1,107.5 |
1,121.5 |
1,156.8 |
|
| S4 |
1,077.8 |
1,091.8 |
1,148.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.0 |
1,148.0 |
28.0 |
2.4% |
14.3 |
1.2% |
40% |
False |
True |
9,037 |
| 10 |
1,182.2 |
1,148.0 |
34.2 |
3.0% |
12.3 |
1.1% |
33% |
False |
True |
4,628 |
| 20 |
1,182.2 |
1,124.0 |
58.2 |
5.0% |
11.3 |
1.0% |
61% |
False |
False |
2,392 |
| 40 |
1,182.2 |
1,099.7 |
82.5 |
7.1% |
13.3 |
1.1% |
72% |
False |
False |
1,221 |
| 60 |
1,205.4 |
1,099.7 |
105.7 |
9.1% |
11.8 |
1.0% |
56% |
False |
False |
827 |
| 80 |
1,205.4 |
1,085.2 |
120.2 |
10.4% |
8.8 |
0.8% |
62% |
False |
False |
620 |
| 100 |
1,205.4 |
1,080.9 |
124.5 |
10.7% |
7.0 |
0.6% |
63% |
False |
False |
496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.0 |
|
2.618 |
1,192.3 |
|
1.618 |
1,180.0 |
|
1.000 |
1,172.5 |
|
0.618 |
1,167.8 |
|
HIGH |
1,160.3 |
|
0.618 |
1,155.5 |
|
0.500 |
1,154.0 |
|
0.382 |
1,152.8 |
|
LOW |
1,148.0 |
|
0.618 |
1,140.5 |
|
1.000 |
1,135.8 |
|
1.618 |
1,128.3 |
|
2.618 |
1,116.0 |
|
4.250 |
1,096.3 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,157.5 |
1,159.0 |
| PP |
1,155.8 |
1,158.8 |
| S1 |
1,154.0 |
1,158.8 |
|