| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,815.0 |
2,854.0 |
39.0 |
1.4% |
2,772.0 |
| High |
2,856.0 |
2,870.0 |
14.0 |
0.5% |
2,805.0 |
| Low |
2,815.0 |
2,844.0 |
29.0 |
1.0% |
2,725.0 |
| Close |
2,852.0 |
2,858.0 |
6.0 |
0.2% |
2,800.0 |
| Range |
41.0 |
26.0 |
-15.0 |
-36.6% |
80.0 |
| ATR |
42.5 |
41.3 |
-1.2 |
-2.8% |
0.0 |
| Volume |
1,039,961 |
1,028,848 |
-11,113 |
-1.1% |
3,728,873 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.3 |
2,922.7 |
2,872.3 |
|
| R3 |
2,909.3 |
2,896.7 |
2,865.2 |
|
| R2 |
2,883.3 |
2,883.3 |
2,862.8 |
|
| R1 |
2,870.7 |
2,870.7 |
2,860.4 |
2,877.0 |
| PP |
2,857.3 |
2,857.3 |
2,857.3 |
2,860.5 |
| S1 |
2,844.7 |
2,844.7 |
2,855.6 |
2,851.0 |
| S2 |
2,831.3 |
2,831.3 |
2,853.2 |
|
| S3 |
2,805.3 |
2,818.7 |
2,850.9 |
|
| S4 |
2,779.3 |
2,792.7 |
2,843.7 |
|
|
| 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 |
2,870.0 |
2,748.0 |
122.0 |
4.3% |
34.0 |
1.2% |
90% |
True |
False |
1,046,082 |
| 10 |
2,870.0 |
2,713.0 |
157.0 |
5.5% |
37.7 |
1.3% |
92% |
True |
False |
921,772 |
| 20 |
2,870.0 |
2,713.0 |
157.0 |
5.5% |
41.1 |
1.4% |
92% |
True |
False |
874,405 |
| 40 |
2,870.0 |
2,645.0 |
225.0 |
7.9% |
36.9 |
1.3% |
95% |
True |
False |
792,086 |
| 60 |
2,870.0 |
2,488.0 |
382.0 |
13.4% |
40.6 |
1.4% |
97% |
True |
False |
850,172 |
| 80 |
2,870.0 |
2,488.0 |
382.0 |
13.4% |
42.4 |
1.5% |
97% |
True |
False |
679,329 |
| 100 |
2,870.0 |
2,488.0 |
382.0 |
13.4% |
40.9 |
1.4% |
97% |
True |
False |
544,215 |
| 120 |
2,870.0 |
2,475.0 |
395.0 |
13.8% |
41.6 |
1.5% |
97% |
True |
False |
453,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.5 |
|
2.618 |
2,938.1 |
|
1.618 |
2,912.1 |
|
1.000 |
2,896.0 |
|
0.618 |
2,886.1 |
|
HIGH |
2,870.0 |
|
0.618 |
2,860.1 |
|
0.500 |
2,857.0 |
|
0.382 |
2,853.9 |
|
LOW |
2,844.0 |
|
0.618 |
2,827.9 |
|
1.000 |
2,818.0 |
|
1.618 |
2,801.9 |
|
2.618 |
2,775.9 |
|
4.250 |
2,733.5 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,857.7 |
2,848.2 |
| PP |
2,857.3 |
2,838.3 |
| S1 |
2,857.0 |
2,828.5 |
|