| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,086.50 |
4,089.50 |
3.00 |
0.1% |
4,080.00 |
| High |
4,089.50 |
4,089.75 |
0.25 |
0.0% |
4,102.50 |
| Low |
4,052.50 |
4,049.00 |
-3.50 |
-0.1% |
4,045.75 |
| Close |
4,083.50 |
4,062.00 |
-21.50 |
-0.5% |
4,062.00 |
| Range |
37.00 |
40.75 |
3.75 |
10.1% |
56.75 |
| ATR |
34.92 |
35.34 |
0.42 |
1.2% |
0.00 |
| Volume |
109,098 |
305,246 |
196,148 |
179.8% |
466,454 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,189.25 |
4,166.25 |
4,084.50 |
|
| R3 |
4,148.50 |
4,125.50 |
4,073.25 |
|
| R2 |
4,107.75 |
4,107.75 |
4,069.50 |
|
| R1 |
4,084.75 |
4,084.75 |
4,065.75 |
4,076.00 |
| PP |
4,067.00 |
4,067.00 |
4,067.00 |
4,062.50 |
| S1 |
4,044.00 |
4,044.00 |
4,058.25 |
4,035.00 |
| S2 |
4,026.25 |
4,026.25 |
4,054.50 |
|
| S3 |
3,985.50 |
4,003.25 |
4,050.75 |
|
| S4 |
3,944.75 |
3,962.50 |
4,039.50 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,240.25 |
4,208.00 |
4,093.25 |
|
| R3 |
4,183.50 |
4,151.25 |
4,077.50 |
|
| R2 |
4,126.75 |
4,126.75 |
4,072.50 |
|
| R1 |
4,094.50 |
4,094.50 |
4,067.25 |
4,082.25 |
| PP |
4,070.00 |
4,070.00 |
4,070.00 |
4,064.00 |
| S1 |
4,037.75 |
4,037.75 |
4,056.75 |
4,025.50 |
| S2 |
4,013.25 |
4,013.25 |
4,051.50 |
|
| S3 |
3,956.50 |
3,981.00 |
4,046.50 |
|
| S4 |
3,899.75 |
3,924.25 |
4,030.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,102.50 |
4,045.75 |
56.75 |
1.4% |
41.00 |
1.0% |
29% |
False |
False |
93,290 |
| 10 |
4,106.00 |
4,044.75 |
61.25 |
1.5% |
38.25 |
0.9% |
28% |
False |
False |
48,709 |
| 20 |
4,106.00 |
3,940.75 |
165.25 |
4.1% |
30.00 |
0.7% |
73% |
False |
False |
24,832 |
| 40 |
4,106.00 |
3,819.75 |
286.25 |
7.0% |
36.50 |
0.9% |
85% |
False |
False |
12,691 |
| 60 |
4,106.00 |
3,771.00 |
335.00 |
8.2% |
35.25 |
0.9% |
87% |
False |
False |
8,549 |
| 80 |
4,106.00 |
3,612.50 |
493.50 |
12.1% |
30.50 |
0.8% |
91% |
False |
False |
6,414 |
| 100 |
4,106.00 |
3,488.75 |
617.25 |
15.2% |
28.00 |
0.7% |
93% |
False |
False |
5,132 |
| 120 |
4,106.00 |
3,409.75 |
696.25 |
17.1% |
27.25 |
0.7% |
94% |
False |
False |
4,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,263.00 |
|
2.618 |
4,196.50 |
|
1.618 |
4,155.75 |
|
1.000 |
4,130.50 |
|
0.618 |
4,115.00 |
|
HIGH |
4,089.75 |
|
0.618 |
4,074.25 |
|
0.500 |
4,069.50 |
|
0.382 |
4,064.50 |
|
LOW |
4,049.00 |
|
0.618 |
4,023.75 |
|
1.000 |
4,008.25 |
|
1.618 |
3,983.00 |
|
2.618 |
3,942.25 |
|
4.250 |
3,875.75 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,069.50 |
4,068.50 |
| PP |
4,067.00 |
4,066.25 |
| S1 |
4,064.50 |
4,064.25 |
|