| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
5,406.0 |
5,434.0 |
28.0 |
0.5% |
5,503.0 |
| High |
5,431.0 |
5,446.0 |
15.0 |
0.3% |
5,505.0 |
| Low |
5,367.0 |
5,408.0 |
41.0 |
0.8% |
5,367.0 |
| Close |
5,403.0 |
5,426.0 |
23.0 |
0.4% |
5,426.0 |
| Range |
64.0 |
38.0 |
-26.0 |
-40.6% |
138.0 |
| ATR |
40.7 |
40.9 |
0.2 |
0.4% |
0.0 |
| Volume |
35,992 |
24,020 |
-11,972 |
-33.3% |
318,371 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,540.7 |
5,521.3 |
5,446.9 |
|
| R3 |
5,502.7 |
5,483.3 |
5,436.5 |
|
| R2 |
5,464.7 |
5,464.7 |
5,433.0 |
|
| R1 |
5,445.3 |
5,445.3 |
5,429.5 |
5,436.0 |
| PP |
5,426.7 |
5,426.7 |
5,426.7 |
5,422.0 |
| S1 |
5,407.3 |
5,407.3 |
5,422.5 |
5,398.0 |
| S2 |
5,388.7 |
5,388.7 |
5,419.0 |
|
| S3 |
5,350.7 |
5,369.3 |
5,415.6 |
|
| S4 |
5,312.7 |
5,331.3 |
5,405.1 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,846.7 |
5,774.3 |
5,501.9 |
|
| R3 |
5,708.7 |
5,636.3 |
5,464.0 |
|
| R2 |
5,570.7 |
5,570.7 |
5,451.3 |
|
| R1 |
5,498.3 |
5,498.3 |
5,438.7 |
5,465.5 |
| PP |
5,432.7 |
5,432.7 |
5,432.7 |
5,416.3 |
| S1 |
5,360.3 |
5,360.3 |
5,413.4 |
5,327.5 |
| S2 |
5,294.7 |
5,294.7 |
5,400.7 |
|
| S3 |
5,156.7 |
5,222.3 |
5,388.1 |
|
| S4 |
5,018.7 |
5,084.3 |
5,350.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,505.0 |
5,367.0 |
138.0 |
2.5% |
50.8 |
0.9% |
43% |
False |
False |
63,674 |
| 10 |
5,605.0 |
5,367.0 |
238.0 |
4.4% |
43.5 |
0.8% |
25% |
False |
False |
33,090 |
| 20 |
5,665.0 |
5,367.0 |
298.0 |
5.5% |
31.9 |
0.6% |
20% |
False |
False |
16,601 |
| 40 |
5,665.0 |
5,367.0 |
298.0 |
5.5% |
25.8 |
0.5% |
20% |
False |
False |
8,338 |
| 60 |
5,665.0 |
5,338.0 |
327.0 |
6.0% |
20.1 |
0.4% |
27% |
False |
False |
5,575 |
| 80 |
5,665.0 |
5,337.0 |
328.0 |
6.0% |
16.4 |
0.3% |
27% |
False |
False |
4,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,607.5 |
|
2.618 |
5,545.5 |
|
1.618 |
5,507.5 |
|
1.000 |
5,484.0 |
|
0.618 |
5,469.5 |
|
HIGH |
5,446.0 |
|
0.618 |
5,431.5 |
|
0.500 |
5,427.0 |
|
0.382 |
5,422.5 |
|
LOW |
5,408.0 |
|
0.618 |
5,384.5 |
|
1.000 |
5,370.0 |
|
1.618 |
5,346.5 |
|
2.618 |
5,308.5 |
|
4.250 |
5,246.5 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,427.0 |
5,422.8 |
| PP |
5,426.7 |
5,419.7 |
| S1 |
5,426.3 |
5,416.5 |
|