| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
6,630.5 |
6,691.0 |
60.5 |
0.9% |
6,764.0 |
| High |
6,696.5 |
6,702.5 |
6.0 |
0.1% |
6,875.0 |
| Low |
6,625.0 |
6,594.0 |
-31.0 |
-0.5% |
6,721.0 |
| Close |
6,678.5 |
6,615.5 |
-63.0 |
-0.9% |
6,814.5 |
| Range |
71.5 |
108.5 |
37.0 |
51.7% |
154.0 |
| ATR |
61.2 |
64.6 |
3.4 |
5.5% |
0.0 |
| Volume |
118,781 |
94,015 |
-24,766 |
-20.9% |
727,233 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,963.0 |
6,897.5 |
6,675.0 |
|
| R3 |
6,854.5 |
6,789.0 |
6,645.5 |
|
| R2 |
6,746.0 |
6,746.0 |
6,635.5 |
|
| R1 |
6,680.5 |
6,680.5 |
6,625.5 |
6,659.0 |
| PP |
6,637.5 |
6,637.5 |
6,637.5 |
6,626.5 |
| S1 |
6,572.0 |
6,572.0 |
6,605.5 |
6,550.5 |
| S2 |
6,529.0 |
6,529.0 |
6,595.5 |
|
| S3 |
6,420.5 |
6,463.5 |
6,585.5 |
|
| S4 |
6,312.0 |
6,355.0 |
6,556.0 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,265.5 |
7,194.0 |
6,899.0 |
|
| R3 |
7,111.5 |
7,040.0 |
6,857.0 |
|
| R2 |
6,957.5 |
6,957.5 |
6,842.5 |
|
| R1 |
6,886.0 |
6,886.0 |
6,828.5 |
6,922.0 |
| PP |
6,803.5 |
6,803.5 |
6,803.5 |
6,821.5 |
| S1 |
6,732.0 |
6,732.0 |
6,800.5 |
6,768.0 |
| S2 |
6,649.5 |
6,649.5 |
6,786.5 |
|
| S3 |
6,495.5 |
6,578.0 |
6,772.0 |
|
| S4 |
6,341.5 |
6,424.0 |
6,730.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,875.0 |
6,594.0 |
281.0 |
4.2% |
94.5 |
1.4% |
8% |
False |
True |
108,932 |
| 10 |
6,875.0 |
6,594.0 |
281.0 |
4.2% |
72.5 |
1.1% |
8% |
False |
True |
131,540 |
| 20 |
6,875.0 |
6,594.0 |
281.0 |
4.2% |
63.5 |
1.0% |
8% |
False |
True |
74,398 |
| 40 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
48.0 |
0.7% |
37% |
False |
False |
37,395 |
| 60 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
38.5 |
0.6% |
37% |
False |
False |
24,943 |
| 80 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
30.0 |
0.5% |
37% |
False |
False |
18,721 |
| 100 |
6,875.0 |
6,466.0 |
409.0 |
6.2% |
24.5 |
0.4% |
37% |
False |
False |
14,984 |
| 120 |
6,875.0 |
6,412.0 |
463.0 |
7.0% |
20.5 |
0.3% |
44% |
False |
False |
12,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,163.5 |
|
2.618 |
6,986.5 |
|
1.618 |
6,878.0 |
|
1.000 |
6,811.0 |
|
0.618 |
6,769.5 |
|
HIGH |
6,702.5 |
|
0.618 |
6,661.0 |
|
0.500 |
6,648.0 |
|
0.382 |
6,635.5 |
|
LOW |
6,594.0 |
|
0.618 |
6,527.0 |
|
1.000 |
6,485.5 |
|
1.618 |
6,418.5 |
|
2.618 |
6,310.0 |
|
4.250 |
6,133.0 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,648.0 |
6,676.0 |
| PP |
6,637.5 |
6,655.5 |
| S1 |
6,626.5 |
6,635.5 |
|