| 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 |
1,251.2 |
1,242.5 |
-8.7 |
-0.7% |
1,268.8 |
| High |
1,251.6 |
1,242.5 |
-9.1 |
-0.7% |
1,272.9 |
| Low |
1,238.0 |
1,229.7 |
-8.3 |
-0.7% |
1,229.7 |
| Close |
1,240.0 |
1,232.4 |
-7.6 |
-0.6% |
1,232.4 |
| Range |
13.6 |
12.8 |
-0.8 |
-5.9% |
43.2 |
| ATR |
12.7 |
12.7 |
0.0 |
0.0% |
0.0 |
| Volume |
3,264 |
4,566 |
1,302 |
39.9% |
15,913 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.3 |
1,265.6 |
1,239.4 |
|
| R3 |
1,260.5 |
1,252.8 |
1,235.9 |
|
| R2 |
1,247.7 |
1,247.7 |
1,234.7 |
|
| R1 |
1,240.0 |
1,240.0 |
1,233.6 |
1,237.5 |
| PP |
1,234.9 |
1,234.9 |
1,234.9 |
1,233.6 |
| S1 |
1,227.2 |
1,227.2 |
1,231.2 |
1,224.7 |
| S2 |
1,222.1 |
1,222.1 |
1,230.1 |
|
| S3 |
1,209.3 |
1,214.4 |
1,228.9 |
|
| S4 |
1,196.5 |
1,201.6 |
1,225.4 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.6 |
1,346.7 |
1,256.2 |
|
| R3 |
1,331.4 |
1,303.5 |
1,244.3 |
|
| R2 |
1,288.2 |
1,288.2 |
1,240.3 |
|
| R1 |
1,260.3 |
1,260.3 |
1,236.4 |
1,252.7 |
| PP |
1,245.0 |
1,245.0 |
1,245.0 |
1,241.2 |
| S1 |
1,217.1 |
1,217.1 |
1,228.4 |
1,209.5 |
| S2 |
1,201.8 |
1,201.8 |
1,224.5 |
|
| S3 |
1,158.6 |
1,173.9 |
1,220.5 |
|
| S4 |
1,115.4 |
1,130.7 |
1,208.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,272.9 |
1,229.7 |
43.2 |
3.5% |
13.8 |
1.1% |
6% |
False |
True |
3,182 |
| 10 |
1,292.5 |
1,229.7 |
62.8 |
5.1% |
14.0 |
1.1% |
4% |
False |
True |
2,776 |
| 20 |
1,315.9 |
1,229.7 |
86.2 |
7.0% |
12.4 |
1.0% |
3% |
False |
True |
1,782 |
| 40 |
1,323.0 |
1,229.7 |
93.3 |
7.6% |
11.7 |
0.9% |
3% |
False |
True |
1,532 |
| 60 |
1,347.3 |
1,229.7 |
117.6 |
9.5% |
12.2 |
1.0% |
2% |
False |
True |
1,223 |
| 80 |
1,347.3 |
1,229.7 |
117.6 |
9.5% |
10.8 |
0.9% |
2% |
False |
True |
1,004 |
| 100 |
1,347.3 |
1,229.7 |
117.6 |
9.5% |
9.4 |
0.8% |
2% |
False |
True |
815 |
| 120 |
1,347.3 |
1,229.7 |
117.6 |
9.5% |
8.9 |
0.7% |
2% |
False |
True |
702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,296.9 |
|
2.618 |
1,276.0 |
|
1.618 |
1,263.2 |
|
1.000 |
1,255.3 |
|
0.618 |
1,250.4 |
|
HIGH |
1,242.5 |
|
0.618 |
1,237.6 |
|
0.500 |
1,236.1 |
|
0.382 |
1,234.6 |
|
LOW |
1,229.7 |
|
0.618 |
1,221.8 |
|
1.000 |
1,216.9 |
|
1.618 |
1,209.0 |
|
2.618 |
1,196.2 |
|
4.250 |
1,175.3 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.1 |
1,244.4 |
| PP |
1,234.9 |
1,240.4 |
| S1 |
1,233.6 |
1,236.4 |
|