| 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 |
1,107.4 |
1,110.8 |
3.4 |
0.3% |
1,137.1 |
| High |
1,115.1 |
1,116.5 |
1.4 |
0.1% |
1,139.3 |
| Low |
1,104.8 |
1,099.6 |
-5.2 |
-0.5% |
1,100.2 |
| Close |
1,114.1 |
1,112.2 |
-1.9 |
-0.2% |
1,114.1 |
| Range |
10.3 |
16.9 |
6.6 |
64.1% |
39.1 |
| ATR |
15.5 |
15.6 |
0.1 |
0.7% |
0.0 |
| Volume |
120,344 |
127,273 |
6,929 |
5.8% |
728,205 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.3 |
1,153.0 |
1,121.5 |
|
| R3 |
1,143.3 |
1,136.3 |
1,116.8 |
|
| R2 |
1,126.3 |
1,126.3 |
1,115.3 |
|
| R1 |
1,119.3 |
1,119.3 |
1,113.8 |
1,122.8 |
| PP |
1,109.5 |
1,109.5 |
1,109.5 |
1,111.3 |
| S1 |
1,102.3 |
1,102.3 |
1,110.8 |
1,106.0 |
| S2 |
1,092.5 |
1,092.5 |
1,109.0 |
|
| S3 |
1,075.8 |
1,085.5 |
1,107.5 |
|
| S4 |
1,058.8 |
1,068.5 |
1,103.0 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.3 |
1,213.8 |
1,135.5 |
|
| R3 |
1,196.0 |
1,174.8 |
1,124.8 |
|
| R2 |
1,157.0 |
1,157.0 |
1,121.3 |
|
| R1 |
1,135.5 |
1,135.5 |
1,117.8 |
1,126.8 |
| PP |
1,117.8 |
1,117.8 |
1,117.8 |
1,113.5 |
| S1 |
1,096.5 |
1,096.5 |
1,110.5 |
1,087.5 |
| S2 |
1,078.8 |
1,078.8 |
1,107.0 |
|
| S3 |
1,039.8 |
1,057.3 |
1,103.3 |
|
| S4 |
1,000.5 |
1,018.3 |
1,092.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,126.2 |
1,099.6 |
26.6 |
2.4% |
17.0 |
1.5% |
47% |
False |
True |
142,564 |
| 10 |
1,161.5 |
1,099.6 |
61.9 |
5.6% |
16.8 |
1.5% |
20% |
False |
True |
151,974 |
| 20 |
1,182.2 |
1,099.6 |
82.6 |
7.4% |
16.0 |
1.4% |
15% |
False |
True |
102,960 |
| 40 |
1,182.2 |
1,099.6 |
82.6 |
7.4% |
14.0 |
1.2% |
15% |
False |
True |
51,536 |
| 60 |
1,196.5 |
1,099.6 |
96.9 |
8.7% |
13.8 |
1.2% |
13% |
False |
True |
34,374 |
| 80 |
1,205.4 |
1,099.6 |
105.8 |
9.5% |
11.5 |
1.0% |
12% |
False |
True |
25,787 |
| 100 |
1,205.4 |
1,080.9 |
124.5 |
11.2% |
9.3 |
0.8% |
25% |
False |
False |
20,629 |
| 120 |
1,205.4 |
1,080.9 |
124.5 |
11.2% |
7.8 |
0.7% |
25% |
False |
False |
17,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.3 |
|
2.618 |
1,160.8 |
|
1.618 |
1,143.8 |
|
1.000 |
1,133.5 |
|
0.618 |
1,127.0 |
|
HIGH |
1,116.5 |
|
0.618 |
1,110.0 |
|
0.500 |
1,108.0 |
|
0.382 |
1,106.0 |
|
LOW |
1,099.5 |
|
0.618 |
1,089.3 |
|
1.000 |
1,082.8 |
|
1.618 |
1,072.3 |
|
2.618 |
1,055.3 |
|
4.250 |
1,027.8 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,110.8 |
1,112.3 |
| PP |
1,109.5 |
1,112.3 |
| S1 |
1,108.0 |
1,112.0 |
|