| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,152.9 |
1,159.0 |
6.1 |
0.5% |
1,170.0 |
| High |
1,160.2 |
1,169.4 |
9.2 |
0.8% |
1,182.2 |
| Low |
1,148.0 |
1,151.1 |
3.1 |
0.3% |
1,152.6 |
| Close |
1,159.3 |
1,167.6 |
8.3 |
0.7% |
1,165.0 |
| Range |
12.2 |
18.3 |
6.1 |
50.0% |
29.6 |
| ATR |
12.9 |
13.3 |
0.4 |
3.0% |
0.0 |
| Volume |
35,908 |
91,978 |
56,070 |
156.1% |
2,519 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.5 |
1,211.0 |
1,177.8 |
|
| R3 |
1,199.3 |
1,192.5 |
1,172.8 |
|
| R2 |
1,181.0 |
1,181.0 |
1,171.0 |
|
| R1 |
1,174.3 |
1,174.3 |
1,169.3 |
1,177.8 |
| PP |
1,162.8 |
1,162.8 |
1,162.8 |
1,164.5 |
| S1 |
1,156.0 |
1,156.0 |
1,166.0 |
1,159.3 |
| S2 |
1,144.5 |
1,144.5 |
1,164.3 |
|
| S3 |
1,126.0 |
1,137.8 |
1,162.5 |
|
| S4 |
1,107.8 |
1,119.5 |
1,157.5 |
|
|
| 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 |
1,169.4 |
1,148.0 |
21.4 |
1.8% |
14.5 |
1.2% |
92% |
True |
False |
27,229 |
| 10 |
1,182.2 |
1,148.0 |
34.2 |
2.9% |
13.3 |
1.1% |
57% |
False |
False |
13,810 |
| 20 |
1,182.2 |
1,124.0 |
58.2 |
5.0% |
11.5 |
1.0% |
75% |
False |
False |
6,990 |
| 40 |
1,182.2 |
1,099.7 |
82.5 |
7.1% |
13.3 |
1.1% |
82% |
False |
False |
3,519 |
| 60 |
1,205.4 |
1,099.7 |
105.7 |
9.1% |
12.0 |
1.0% |
64% |
False |
False |
2,360 |
| 80 |
1,205.4 |
1,092.5 |
112.9 |
9.7% |
9.0 |
0.8% |
67% |
False |
False |
1,770 |
| 100 |
1,205.4 |
1,080.9 |
124.5 |
10.7% |
7.3 |
0.6% |
70% |
False |
False |
1,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.3 |
|
2.618 |
1,217.3 |
|
1.618 |
1,199.0 |
|
1.000 |
1,187.8 |
|
0.618 |
1,180.8 |
|
HIGH |
1,169.5 |
|
0.618 |
1,162.5 |
|
0.500 |
1,160.3 |
|
0.382 |
1,158.0 |
|
LOW |
1,151.0 |
|
0.618 |
1,139.8 |
|
1.000 |
1,132.8 |
|
1.618 |
1,121.5 |
|
2.618 |
1,103.3 |
|
4.250 |
1,073.3 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,165.3 |
1,164.8 |
| PP |
1,162.8 |
1,161.8 |
| S1 |
1,160.3 |
1,158.8 |
|