| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,226.7 |
1,216.7 |
-10.0 |
-0.8% |
1,230.1 |
| High |
1,228.9 |
1,221.6 |
-7.3 |
-0.6% |
1,243.7 |
| Low |
1,215.4 |
1,213.0 |
-2.4 |
-0.2% |
1,215.4 |
| Close |
1,217.5 |
1,218.8 |
1.3 |
0.1% |
1,217.5 |
| Range |
13.5 |
8.6 |
-4.9 |
-36.3% |
28.3 |
| ATR |
13.0 |
12.7 |
-0.3 |
-2.4% |
0.0 |
| Volume |
1,291 |
1,843 |
552 |
42.8% |
7,757 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,243.6 |
1,239.8 |
1,223.5 |
|
| R3 |
1,235.0 |
1,231.2 |
1,221.2 |
|
| R2 |
1,226.4 |
1,226.4 |
1,220.4 |
|
| R1 |
1,222.6 |
1,222.6 |
1,219.6 |
1,224.5 |
| PP |
1,217.8 |
1,217.8 |
1,217.8 |
1,218.8 |
| S1 |
1,214.0 |
1,214.0 |
1,218.0 |
1,215.9 |
| S2 |
1,209.2 |
1,209.2 |
1,217.2 |
|
| S3 |
1,200.6 |
1,205.4 |
1,216.4 |
|
| S4 |
1,192.0 |
1,196.8 |
1,214.1 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.4 |
1,292.3 |
1,233.1 |
|
| R3 |
1,282.1 |
1,264.0 |
1,225.3 |
|
| R2 |
1,253.8 |
1,253.8 |
1,222.7 |
|
| R1 |
1,235.7 |
1,235.7 |
1,220.1 |
1,230.6 |
| PP |
1,225.5 |
1,225.5 |
1,225.5 |
1,223.0 |
| S1 |
1,207.4 |
1,207.4 |
1,214.9 |
1,202.3 |
| S2 |
1,197.2 |
1,197.2 |
1,212.3 |
|
| S3 |
1,168.9 |
1,179.1 |
1,209.7 |
|
| S4 |
1,140.6 |
1,150.8 |
1,201.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,243.7 |
1,213.0 |
30.7 |
2.5% |
11.8 |
1.0% |
19% |
False |
True |
1,507 |
| 10 |
1,259.3 |
1,213.0 |
46.3 |
3.8% |
11.8 |
1.0% |
13% |
False |
True |
2,458 |
| 20 |
1,298.4 |
1,213.0 |
85.4 |
7.0% |
12.3 |
1.0% |
7% |
False |
True |
2,083 |
| 40 |
1,323.0 |
1,213.0 |
110.0 |
9.0% |
11.8 |
1.0% |
5% |
False |
True |
1,669 |
| 60 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
11.9 |
1.0% |
4% |
False |
True |
1,355 |
| 80 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
11.2 |
0.9% |
4% |
False |
True |
1,069 |
| 100 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
9.8 |
0.8% |
4% |
False |
True |
905 |
| 120 |
1,347.3 |
1,213.0 |
134.3 |
11.0% |
9.1 |
0.7% |
4% |
False |
True |
778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,258.2 |
|
2.618 |
1,244.1 |
|
1.618 |
1,235.5 |
|
1.000 |
1,230.2 |
|
0.618 |
1,226.9 |
|
HIGH |
1,221.6 |
|
0.618 |
1,218.3 |
|
0.500 |
1,217.3 |
|
0.382 |
1,216.3 |
|
LOW |
1,213.0 |
|
0.618 |
1,207.7 |
|
1.000 |
1,204.4 |
|
1.618 |
1,199.1 |
|
2.618 |
1,190.5 |
|
4.250 |
1,176.5 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,218.3 |
1,221.0 |
| PP |
1,217.8 |
1,220.3 |
| S1 |
1,217.3 |
1,219.5 |
|