| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,230.1 |
1,234.4 |
4.3 |
0.3% |
1,268.8 |
| High |
1,239.0 |
1,243.7 |
4.7 |
0.4% |
1,272.9 |
| Low |
1,229.6 |
1,234.0 |
4.4 |
0.4% |
1,229.7 |
| Close |
1,236.0 |
1,237.6 |
1.6 |
0.1% |
1,232.4 |
| Range |
9.4 |
9.7 |
0.3 |
3.2% |
43.2 |
| ATR |
12.5 |
12.3 |
-0.2 |
-1.6% |
0.0 |
| Volume |
2,064 |
1,596 |
-468 |
-22.7% |
15,913 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.5 |
1,262.3 |
1,242.9 |
|
| R3 |
1,257.8 |
1,252.6 |
1,240.3 |
|
| R2 |
1,248.1 |
1,248.1 |
1,239.4 |
|
| R1 |
1,242.9 |
1,242.9 |
1,238.5 |
1,245.5 |
| PP |
1,238.4 |
1,238.4 |
1,238.4 |
1,239.8 |
| S1 |
1,233.2 |
1,233.2 |
1,236.7 |
1,235.8 |
| S2 |
1,228.7 |
1,228.7 |
1,235.8 |
|
| S3 |
1,219.0 |
1,223.5 |
1,234.9 |
|
| S4 |
1,209.3 |
1,213.8 |
1,232.3 |
|
|
| 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 |
1,259.1 |
1,229.6 |
29.5 |
2.4% |
11.8 |
1.0% |
27% |
False |
False |
3,092 |
| 10 |
1,277.0 |
1,229.6 |
47.4 |
3.8% |
12.6 |
1.0% |
17% |
False |
False |
2,793 |
| 20 |
1,303.7 |
1,229.6 |
74.1 |
6.0% |
11.8 |
1.0% |
11% |
False |
False |
1,905 |
| 40 |
1,323.0 |
1,229.6 |
93.4 |
7.5% |
11.7 |
0.9% |
9% |
False |
False |
1,576 |
| 60 |
1,347.3 |
1,229.6 |
117.7 |
9.5% |
11.8 |
1.0% |
7% |
False |
False |
1,276 |
| 80 |
1,347.3 |
1,229.6 |
117.7 |
9.5% |
10.9 |
0.9% |
7% |
False |
False |
1,004 |
| 100 |
1,347.3 |
1,229.6 |
117.7 |
9.5% |
9.4 |
0.8% |
7% |
False |
False |
849 |
| 120 |
1,347.3 |
1,229.6 |
117.7 |
9.5% |
8.9 |
0.7% |
7% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.9 |
|
2.618 |
1,269.1 |
|
1.618 |
1,259.4 |
|
1.000 |
1,253.4 |
|
0.618 |
1,249.7 |
|
HIGH |
1,243.7 |
|
0.618 |
1,240.0 |
|
0.500 |
1,238.9 |
|
0.382 |
1,237.7 |
|
LOW |
1,234.0 |
|
0.618 |
1,228.0 |
|
1.000 |
1,224.3 |
|
1.618 |
1,218.3 |
|
2.618 |
1,208.6 |
|
4.250 |
1,192.8 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.9 |
1,237.3 |
| PP |
1,238.4 |
1,237.0 |
| S1 |
1,238.0 |
1,236.7 |
|