| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,234.4 |
1,239.4 |
5.0 |
0.4% |
1,268.8 |
| High |
1,243.7 |
1,240.4 |
-3.3 |
-0.3% |
1,272.9 |
| Low |
1,234.0 |
1,224.2 |
-9.8 |
-0.8% |
1,229.7 |
| Close |
1,237.6 |
1,236.8 |
-0.8 |
-0.1% |
1,232.4 |
| Range |
9.7 |
16.2 |
6.5 |
67.0% |
43.2 |
| ATR |
12.3 |
12.6 |
0.3 |
2.3% |
0.0 |
| Volume |
1,596 |
1,720 |
124 |
7.8% |
15,913 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.4 |
1,275.8 |
1,245.7 |
|
| R3 |
1,266.2 |
1,259.6 |
1,241.3 |
|
| R2 |
1,250.0 |
1,250.0 |
1,239.8 |
|
| R1 |
1,243.4 |
1,243.4 |
1,238.3 |
1,238.6 |
| PP |
1,233.8 |
1,233.8 |
1,233.8 |
1,231.4 |
| S1 |
1,227.2 |
1,227.2 |
1,235.3 |
1,222.4 |
| S2 |
1,217.6 |
1,217.6 |
1,233.8 |
|
| S3 |
1,201.4 |
1,211.0 |
1,232.3 |
|
| S4 |
1,185.2 |
1,194.8 |
1,227.9 |
|
|
| 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 |
1,251.6 |
1,224.2 |
27.4 |
2.2% |
12.3 |
1.0% |
46% |
False |
True |
2,642 |
| 10 |
1,277.0 |
1,224.2 |
52.8 |
4.3% |
13.3 |
1.1% |
24% |
False |
True |
2,794 |
| 20 |
1,299.0 |
1,224.2 |
74.8 |
6.0% |
12.3 |
1.0% |
17% |
False |
True |
1,975 |
| 40 |
1,323.0 |
1,224.2 |
98.8 |
8.0% |
11.9 |
1.0% |
13% |
False |
True |
1,611 |
| 60 |
1,347.3 |
1,224.2 |
123.1 |
10.0% |
11.9 |
1.0% |
10% |
False |
True |
1,303 |
| 80 |
1,347.3 |
1,224.2 |
123.1 |
10.0% |
11.1 |
0.9% |
10% |
False |
True |
1,023 |
| 100 |
1,347.3 |
1,224.2 |
123.1 |
10.0% |
9.5 |
0.8% |
10% |
False |
True |
866 |
| 120 |
1,347.3 |
1,224.2 |
123.1 |
10.0% |
9.0 |
0.7% |
10% |
False |
True |
745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,309.3 |
|
2.618 |
1,282.8 |
|
1.618 |
1,266.6 |
|
1.000 |
1,256.6 |
|
0.618 |
1,250.4 |
|
HIGH |
1,240.4 |
|
0.618 |
1,234.2 |
|
0.500 |
1,232.3 |
|
0.382 |
1,230.4 |
|
LOW |
1,224.2 |
|
0.618 |
1,214.2 |
|
1.000 |
1,208.0 |
|
1.618 |
1,198.0 |
|
2.618 |
1,181.8 |
|
4.250 |
1,155.4 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,235.3 |
1,235.9 |
| PP |
1,233.8 |
1,234.9 |
| S1 |
1,232.3 |
1,234.0 |
|