| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,906.0 |
2,887.0 |
-19.0 |
-0.7% |
2,806.0 |
| High |
2,906.0 |
2,899.0 |
-7.0 |
-0.2% |
2,873.0 |
| Low |
2,885.0 |
2,877.0 |
-8.0 |
-0.3% |
2,787.0 |
| Close |
2,894.0 |
2,892.0 |
-2.0 |
-0.1% |
2,869.0 |
| Range |
21.0 |
22.0 |
1.0 |
4.8% |
86.0 |
| ATR |
38.8 |
37.6 |
-1.2 |
-3.1% |
0.0 |
| Volume |
1,905,599 |
1,693,119 |
-212,480 |
-11.2% |
5,660,687 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.3 |
2,945.7 |
2,904.1 |
|
| R3 |
2,933.3 |
2,923.7 |
2,898.1 |
|
| R2 |
2,911.3 |
2,911.3 |
2,896.0 |
|
| R1 |
2,901.7 |
2,901.7 |
2,894.0 |
2,906.5 |
| PP |
2,889.3 |
2,889.3 |
2,889.3 |
2,891.8 |
| S1 |
2,879.7 |
2,879.7 |
2,890.0 |
2,884.5 |
| S2 |
2,867.3 |
2,867.3 |
2,888.0 |
|
| S3 |
2,845.3 |
2,857.7 |
2,886.0 |
|
| S4 |
2,823.3 |
2,835.7 |
2,879.9 |
|
|
| 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 |
2,844.0 |
62.0 |
2.1% |
23.4 |
0.8% |
77% |
False |
False |
1,412,975 |
| 10 |
2,906.0 |
2,725.0 |
181.0 |
6.3% |
30.5 |
1.1% |
92% |
False |
False |
1,211,839 |
| 20 |
2,906.0 |
2,713.0 |
193.0 |
6.7% |
38.2 |
1.3% |
93% |
False |
False |
998,264 |
| 40 |
2,906.0 |
2,713.0 |
193.0 |
6.7% |
35.6 |
1.2% |
93% |
False |
False |
868,161 |
| 60 |
2,906.0 |
2,488.0 |
418.0 |
14.5% |
38.3 |
1.3% |
97% |
False |
False |
856,869 |
| 80 |
2,906.0 |
2,488.0 |
418.0 |
14.5% |
41.9 |
1.4% |
97% |
False |
False |
754,764 |
| 100 |
2,906.0 |
2,488.0 |
418.0 |
14.5% |
39.9 |
1.4% |
97% |
False |
False |
604,568 |
| 120 |
2,906.0 |
2,475.0 |
431.0 |
14.9% |
40.7 |
1.4% |
97% |
False |
False |
503,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.5 |
|
2.618 |
2,956.6 |
|
1.618 |
2,934.6 |
|
1.000 |
2,921.0 |
|
0.618 |
2,912.6 |
|
HIGH |
2,899.0 |
|
0.618 |
2,890.6 |
|
0.500 |
2,888.0 |
|
0.382 |
2,885.4 |
|
LOW |
2,877.0 |
|
0.618 |
2,863.4 |
|
1.000 |
2,855.0 |
|
1.618 |
2,841.4 |
|
2.618 |
2,819.4 |
|
4.250 |
2,783.5 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,890.7 |
2,887.0 |
| PP |
2,889.3 |
2,882.0 |
| S1 |
2,888.0 |
2,877.0 |
|