| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,869.0 |
2,855.0 |
-14.0 |
-0.5% |
2,806.0 |
| High |
2,871.0 |
2,873.0 |
2.0 |
0.1% |
2,873.0 |
| Low |
2,848.0 |
2,848.0 |
0.0 |
0.0% |
2,787.0 |
| Close |
2,861.0 |
2,869.0 |
8.0 |
0.3% |
2,869.0 |
| Range |
23.0 |
25.0 |
2.0 |
8.7% |
86.0 |
| ATR |
40.0 |
38.9 |
-1.1 |
-2.7% |
0.0 |
| Volume |
967,130 |
1,470,181 |
503,051 |
52.0% |
5,660,687 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.3 |
2,928.7 |
2,882.8 |
|
| R3 |
2,913.3 |
2,903.7 |
2,875.9 |
|
| R2 |
2,888.3 |
2,888.3 |
2,873.6 |
|
| R1 |
2,878.7 |
2,878.7 |
2,871.3 |
2,883.5 |
| PP |
2,863.3 |
2,863.3 |
2,863.3 |
2,865.8 |
| S1 |
2,853.7 |
2,853.7 |
2,866.7 |
2,858.5 |
| S2 |
2,838.3 |
2,838.3 |
2,864.4 |
|
| S3 |
2,813.3 |
2,828.7 |
2,862.1 |
|
| S4 |
2,788.3 |
2,803.7 |
2,855.3 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,101.0 |
3,071.0 |
2,916.3 |
|
| R3 |
3,015.0 |
2,985.0 |
2,892.7 |
|
| R2 |
2,929.0 |
2,929.0 |
2,884.8 |
|
| R1 |
2,899.0 |
2,899.0 |
2,876.9 |
2,914.0 |
| PP |
2,843.0 |
2,843.0 |
2,843.0 |
2,850.5 |
| S1 |
2,813.0 |
2,813.0 |
2,861.1 |
2,828.0 |
| S2 |
2,757.0 |
2,757.0 |
2,853.2 |
|
| S3 |
2,671.0 |
2,727.0 |
2,845.4 |
|
| S4 |
2,585.0 |
2,641.0 |
2,821.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,873.0 |
2,787.0 |
86.0 |
3.0% |
28.6 |
1.0% |
95% |
True |
False |
1,132,137 |
| 10 |
2,873.0 |
2,713.0 |
160.0 |
5.6% |
35.9 |
1.3% |
98% |
True |
False |
997,894 |
| 20 |
2,873.0 |
2,713.0 |
160.0 |
5.6% |
40.1 |
1.4% |
98% |
True |
False |
908,731 |
| 40 |
2,873.0 |
2,698.0 |
175.0 |
6.1% |
35.7 |
1.2% |
98% |
True |
False |
809,050 |
| 60 |
2,873.0 |
2,488.0 |
385.0 |
13.4% |
40.1 |
1.4% |
99% |
True |
False |
851,602 |
| 80 |
2,873.0 |
2,488.0 |
385.0 |
13.4% |
42.3 |
1.5% |
99% |
True |
False |
709,792 |
| 100 |
2,873.0 |
2,488.0 |
385.0 |
13.4% |
40.8 |
1.4% |
99% |
True |
False |
568,585 |
| 120 |
2,873.0 |
2,475.0 |
398.0 |
13.9% |
41.5 |
1.4% |
99% |
True |
False |
473,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.3 |
|
2.618 |
2,938.5 |
|
1.618 |
2,913.5 |
|
1.000 |
2,898.0 |
|
0.618 |
2,888.5 |
|
HIGH |
2,873.0 |
|
0.618 |
2,863.5 |
|
0.500 |
2,860.5 |
|
0.382 |
2,857.6 |
|
LOW |
2,848.0 |
|
0.618 |
2,832.6 |
|
1.000 |
2,823.0 |
|
1.618 |
2,807.6 |
|
2.618 |
2,782.6 |
|
4.250 |
2,741.8 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,866.2 |
2,865.5 |
| PP |
2,863.3 |
2,862.0 |
| S1 |
2,860.5 |
2,858.5 |
|