| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,168.0 |
1,151.8 |
-16.2 |
-1.4% |
1,164.7 |
| High |
1,169.8 |
1,155.2 |
-14.6 |
-1.2% |
1,169.8 |
| Low |
1,150.0 |
1,137.2 |
-12.8 |
-1.1% |
1,148.0 |
| Close |
1,154.8 |
1,141.2 |
-13.6 |
-1.2% |
1,154.8 |
| Range |
19.8 |
18.0 |
-1.8 |
-9.1% |
21.8 |
| ATR |
13.8 |
14.1 |
0.3 |
2.2% |
0.0 |
| Volume |
202,718 |
198,871 |
-3,847 |
-1.9% |
338,073 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.5 |
1,187.8 |
1,151.0 |
|
| R3 |
1,180.5 |
1,169.8 |
1,146.3 |
|
| R2 |
1,162.5 |
1,162.5 |
1,144.5 |
|
| R1 |
1,151.8 |
1,151.8 |
1,142.8 |
1,148.3 |
| PP |
1,144.5 |
1,144.5 |
1,144.5 |
1,142.8 |
| S1 |
1,133.8 |
1,133.8 |
1,139.5 |
1,130.3 |
| S2 |
1,126.5 |
1,126.5 |
1,138.0 |
|
| S3 |
1,108.5 |
1,115.8 |
1,136.3 |
|
| S4 |
1,090.5 |
1,097.8 |
1,131.3 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.0 |
1,210.8 |
1,166.8 |
|
| R3 |
1,201.3 |
1,188.8 |
1,160.8 |
|
| R2 |
1,179.3 |
1,179.3 |
1,158.8 |
|
| R1 |
1,167.0 |
1,167.0 |
1,156.8 |
1,162.3 |
| PP |
1,157.5 |
1,157.5 |
1,157.5 |
1,155.3 |
| S1 |
1,145.3 |
1,145.3 |
1,152.8 |
1,140.5 |
| S2 |
1,135.8 |
1,135.8 |
1,150.8 |
|
| S3 |
1,114.0 |
1,123.5 |
1,148.8 |
|
| S4 |
1,092.3 |
1,101.8 |
1,142.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,169.8 |
1,137.2 |
32.6 |
2.9% |
17.3 |
1.5% |
12% |
False |
True |
106,884 |
| 10 |
1,182.2 |
1,137.2 |
45.0 |
3.9% |
15.5 |
1.4% |
9% |
False |
True |
53,946 |
| 20 |
1,182.2 |
1,137.2 |
45.0 |
3.9% |
12.3 |
1.1% |
9% |
False |
True |
27,058 |
| 40 |
1,182.2 |
1,099.7 |
82.5 |
7.2% |
13.0 |
1.1% |
50% |
False |
False |
13,550 |
| 60 |
1,205.4 |
1,099.7 |
105.7 |
9.3% |
12.8 |
1.1% |
39% |
False |
False |
9,053 |
| 80 |
1,205.4 |
1,099.7 |
105.7 |
9.3% |
9.5 |
0.8% |
39% |
False |
False |
6,790 |
| 100 |
1,205.4 |
1,080.9 |
124.5 |
10.9% |
7.5 |
0.7% |
48% |
False |
False |
5,432 |
| 120 |
1,205.4 |
1,080.9 |
124.5 |
10.9% |
6.3 |
0.6% |
48% |
False |
False |
4,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,231.8 |
|
2.618 |
1,202.3 |
|
1.618 |
1,184.3 |
|
1.000 |
1,173.3 |
|
0.618 |
1,166.3 |
|
HIGH |
1,155.3 |
|
0.618 |
1,148.3 |
|
0.500 |
1,146.3 |
|
0.382 |
1,144.0 |
|
LOW |
1,137.3 |
|
0.618 |
1,126.0 |
|
1.000 |
1,119.3 |
|
1.618 |
1,108.0 |
|
2.618 |
1,090.0 |
|
4.250 |
1,060.8 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.3 |
1,153.5 |
| PP |
1,144.5 |
1,149.5 |
| S1 |
1,142.8 |
1,145.3 |
|