| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,855.0 |
2,906.0 |
51.0 |
1.8% |
2,806.0 |
| High |
2,873.0 |
2,906.0 |
33.0 |
1.1% |
2,873.0 |
| Low |
2,848.0 |
2,885.0 |
37.0 |
1.3% |
2,787.0 |
| Close |
2,869.0 |
2,894.0 |
25.0 |
0.9% |
2,869.0 |
| Range |
25.0 |
21.0 |
-4.0 |
-16.0% |
86.0 |
| ATR |
38.9 |
38.8 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,470,181 |
1,905,599 |
435,418 |
29.6% |
5,660,687 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.0 |
2,947.0 |
2,905.6 |
|
| R3 |
2,937.0 |
2,926.0 |
2,899.8 |
|
| R2 |
2,916.0 |
2,916.0 |
2,897.9 |
|
| R1 |
2,905.0 |
2,905.0 |
2,895.9 |
2,900.0 |
| PP |
2,895.0 |
2,895.0 |
2,895.0 |
2,892.5 |
| S1 |
2,884.0 |
2,884.0 |
2,892.1 |
2,879.0 |
| S2 |
2,874.0 |
2,874.0 |
2,890.2 |
|
| S3 |
2,853.0 |
2,863.0 |
2,888.2 |
|
| S4 |
2,832.0 |
2,842.0 |
2,882.5 |
|
|
| 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 |
2,906.0 |
2,815.0 |
91.0 |
3.1% |
27.2 |
0.9% |
87% |
True |
False |
1,282,343 |
| 10 |
2,906.0 |
2,725.0 |
181.0 |
6.3% |
33.0 |
1.1% |
93% |
True |
False |
1,129,515 |
| 20 |
2,906.0 |
2,713.0 |
193.0 |
6.7% |
39.4 |
1.4% |
94% |
True |
False |
969,892 |
| 40 |
2,906.0 |
2,712.0 |
194.0 |
6.7% |
35.7 |
1.2% |
94% |
True |
False |
842,118 |
| 60 |
2,906.0 |
2,488.0 |
418.0 |
14.4% |
39.2 |
1.4% |
97% |
True |
False |
855,857 |
| 80 |
2,906.0 |
2,488.0 |
418.0 |
14.4% |
42.0 |
1.5% |
97% |
True |
False |
733,609 |
| 100 |
2,906.0 |
2,488.0 |
418.0 |
14.4% |
40.1 |
1.4% |
97% |
True |
False |
587,638 |
| 120 |
2,906.0 |
2,475.0 |
431.0 |
14.9% |
41.3 |
1.4% |
97% |
True |
False |
489,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.3 |
|
2.618 |
2,961.0 |
|
1.618 |
2,940.0 |
|
1.000 |
2,927.0 |
|
0.618 |
2,919.0 |
|
HIGH |
2,906.0 |
|
0.618 |
2,898.0 |
|
0.500 |
2,895.5 |
|
0.382 |
2,893.0 |
|
LOW |
2,885.0 |
|
0.618 |
2,872.0 |
|
1.000 |
2,864.0 |
|
1.618 |
2,851.0 |
|
2.618 |
2,830.0 |
|
4.250 |
2,795.8 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,895.5 |
2,888.3 |
| PP |
2,895.0 |
2,882.7 |
| S1 |
2,894.5 |
2,877.0 |
|