| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,806.0 |
2,815.0 |
9.0 |
0.3% |
2,772.0 |
| High |
2,815.0 |
2,856.0 |
41.0 |
1.5% |
2,805.0 |
| Low |
2,787.0 |
2,815.0 |
28.0 |
1.0% |
2,725.0 |
| Close |
2,799.0 |
2,852.0 |
53.0 |
1.9% |
2,800.0 |
| Range |
28.0 |
41.0 |
13.0 |
46.4% |
80.0 |
| ATR |
41.4 |
42.5 |
1.1 |
2.7% |
0.0 |
| Volume |
1,154,567 |
1,039,961 |
-114,606 |
-9.9% |
3,728,873 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.0 |
2,949.0 |
2,874.6 |
|
| R3 |
2,923.0 |
2,908.0 |
2,863.3 |
|
| R2 |
2,882.0 |
2,882.0 |
2,859.5 |
|
| R1 |
2,867.0 |
2,867.0 |
2,855.8 |
2,874.5 |
| PP |
2,841.0 |
2,841.0 |
2,841.0 |
2,844.8 |
| S1 |
2,826.0 |
2,826.0 |
2,848.2 |
2,833.5 |
| S2 |
2,800.0 |
2,800.0 |
2,844.5 |
|
| S3 |
2,759.0 |
2,785.0 |
2,840.7 |
|
| S4 |
2,718.0 |
2,744.0 |
2,829.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,988.3 |
2,844.0 |
|
| R3 |
2,936.7 |
2,908.3 |
2,822.0 |
|
| R2 |
2,856.7 |
2,856.7 |
2,814.7 |
|
| R1 |
2,828.3 |
2,828.3 |
2,807.3 |
2,842.5 |
| PP |
2,776.7 |
2,776.7 |
2,776.7 |
2,783.8 |
| S1 |
2,748.3 |
2,748.3 |
2,792.7 |
2,762.5 |
| S2 |
2,696.7 |
2,696.7 |
2,785.3 |
|
| S3 |
2,616.7 |
2,668.3 |
2,778.0 |
|
| S4 |
2,536.7 |
2,588.3 |
2,756.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,856.0 |
2,725.0 |
131.0 |
4.6% |
37.6 |
1.3% |
97% |
True |
False |
1,010,703 |
| 10 |
2,856.0 |
2,713.0 |
143.0 |
5.0% |
44.0 |
1.5% |
97% |
True |
False |
918,534 |
| 20 |
2,860.0 |
2,713.0 |
147.0 |
5.2% |
41.1 |
1.4% |
95% |
False |
False |
861,234 |
| 40 |
2,860.0 |
2,645.0 |
215.0 |
7.5% |
37.1 |
1.3% |
96% |
False |
False |
788,431 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.0% |
41.0 |
1.4% |
98% |
False |
False |
852,652 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.0% |
42.7 |
1.5% |
98% |
False |
False |
666,470 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.5% |
41.0 |
1.4% |
98% |
False |
False |
533,927 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.5% |
41.7 |
1.5% |
98% |
False |
False |
444,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,030.3 |
|
2.618 |
2,963.3 |
|
1.618 |
2,922.3 |
|
1.000 |
2,897.0 |
|
0.618 |
2,881.3 |
|
HIGH |
2,856.0 |
|
0.618 |
2,840.3 |
|
0.500 |
2,835.5 |
|
0.382 |
2,830.7 |
|
LOW |
2,815.0 |
|
0.618 |
2,789.7 |
|
1.000 |
2,774.0 |
|
1.618 |
2,748.7 |
|
2.618 |
2,707.7 |
|
4.250 |
2,640.8 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.5 |
2,837.5 |
| PP |
2,841.0 |
2,823.0 |
| S1 |
2,835.5 |
2,808.5 |
|