| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,224.5 |
1,218.2 |
-6.3 |
-0.5% |
1,216.7 |
| High |
1,229.9 |
1,224.0 |
-5.9 |
-0.5% |
1,236.9 |
| Low |
1,214.0 |
1,217.0 |
3.0 |
0.2% |
1,208.8 |
| Close |
1,216.1 |
1,219.5 |
3.4 |
0.3% |
1,216.1 |
| Range |
15.9 |
7.0 |
-8.9 |
-56.0% |
28.1 |
| ATR |
13.5 |
13.1 |
-0.4 |
-2.9% |
0.0 |
| Volume |
2,682 |
1,848 |
-834 |
-31.1% |
14,867 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.2 |
1,237.3 |
1,223.4 |
|
| R3 |
1,234.2 |
1,230.3 |
1,221.4 |
|
| R2 |
1,227.2 |
1,227.2 |
1,220.8 |
|
| R1 |
1,223.3 |
1,223.3 |
1,220.1 |
1,225.3 |
| PP |
1,220.2 |
1,220.2 |
1,220.2 |
1,221.1 |
| S1 |
1,216.3 |
1,216.3 |
1,218.9 |
1,218.3 |
| S2 |
1,213.2 |
1,213.2 |
1,218.2 |
|
| S3 |
1,206.2 |
1,209.3 |
1,217.6 |
|
| S4 |
1,199.2 |
1,202.3 |
1,215.7 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.9 |
1,288.6 |
1,231.6 |
|
| R3 |
1,276.8 |
1,260.5 |
1,223.8 |
|
| R2 |
1,248.7 |
1,248.7 |
1,221.3 |
|
| R1 |
1,232.4 |
1,232.4 |
1,218.7 |
1,226.5 |
| PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,217.7 |
| S1 |
1,204.3 |
1,204.3 |
1,213.5 |
1,198.4 |
| S2 |
1,192.5 |
1,192.5 |
1,210.9 |
|
| S3 |
1,164.4 |
1,176.2 |
1,208.4 |
|
| S4 |
1,136.3 |
1,148.1 |
1,200.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,236.9 |
1,208.8 |
28.1 |
2.3% |
13.9 |
1.1% |
38% |
False |
False |
2,974 |
| 10 |
1,243.7 |
1,208.8 |
34.9 |
2.9% |
12.8 |
1.1% |
31% |
False |
False |
2,240 |
| 20 |
1,291.0 |
1,208.8 |
82.2 |
6.7% |
13.6 |
1.1% |
13% |
False |
False |
2,526 |
| 40 |
1,323.0 |
1,208.8 |
114.2 |
9.4% |
12.0 |
1.0% |
9% |
False |
False |
1,830 |
| 60 |
1,347.3 |
1,208.8 |
138.5 |
11.4% |
12.2 |
1.0% |
8% |
False |
False |
1,572 |
| 80 |
1,347.3 |
1,208.8 |
138.5 |
11.4% |
11.6 |
1.0% |
8% |
False |
False |
1,250 |
| 100 |
1,347.3 |
1,208.8 |
138.5 |
11.4% |
10.3 |
0.8% |
8% |
False |
False |
1,053 |
| 120 |
1,347.3 |
1,208.8 |
138.5 |
11.4% |
9.5 |
0.8% |
8% |
False |
False |
896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,253.8 |
|
2.618 |
1,242.3 |
|
1.618 |
1,235.3 |
|
1.000 |
1,231.0 |
|
0.618 |
1,228.3 |
|
HIGH |
1,224.0 |
|
0.618 |
1,221.3 |
|
0.500 |
1,220.5 |
|
0.382 |
1,219.7 |
|
LOW |
1,217.0 |
|
0.618 |
1,212.7 |
|
1.000 |
1,210.0 |
|
1.618 |
1,205.7 |
|
2.618 |
1,198.7 |
|
4.250 |
1,187.3 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,220.5 |
1,219.5 |
| PP |
1,220.2 |
1,219.4 |
| S1 |
1,219.8 |
1,219.4 |
|