| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,900.0 |
2,956.0 |
56.0 |
1.9% |
2,806.0 |
| High |
2,958.0 |
2,956.0 |
-2.0 |
-0.1% |
2,873.0 |
| Low |
2,888.0 |
2,921.0 |
33.0 |
1.1% |
2,787.0 |
| Close |
2,905.0 |
2,930.0 |
25.0 |
0.9% |
2,869.0 |
| Range |
70.0 |
35.0 |
-35.0 |
-50.0% |
86.0 |
| ATR |
39.9 |
40.7 |
0.8 |
2.0% |
0.0 |
| Volume |
1,432,660 |
138,561 |
-1,294,099 |
-90.3% |
5,660,687 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,040.7 |
3,020.3 |
2,949.3 |
|
| R3 |
3,005.7 |
2,985.3 |
2,939.6 |
|
| R2 |
2,970.7 |
2,970.7 |
2,936.4 |
|
| R1 |
2,950.3 |
2,950.3 |
2,933.2 |
2,943.0 |
| PP |
2,935.7 |
2,935.7 |
2,935.7 |
2,932.0 |
| S1 |
2,915.3 |
2,915.3 |
2,926.8 |
2,908.0 |
| S2 |
2,900.7 |
2,900.7 |
2,923.6 |
|
| S3 |
2,865.7 |
2,880.3 |
2,920.4 |
|
| S4 |
2,830.7 |
2,845.3 |
2,910.8 |
|
|
| 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 |
2,958.0 |
2,848.0 |
110.0 |
3.8% |
34.6 |
1.2% |
75% |
False |
False |
1,328,024 |
| 10 |
2,958.0 |
2,761.0 |
197.0 |
6.7% |
33.5 |
1.1% |
86% |
False |
False |
1,153,921 |
| 20 |
2,958.0 |
2,713.0 |
245.0 |
8.4% |
39.6 |
1.3% |
89% |
False |
False |
1,000,479 |
| 40 |
2,958.0 |
2,713.0 |
245.0 |
8.4% |
36.7 |
1.3% |
89% |
False |
False |
864,157 |
| 60 |
2,958.0 |
2,533.0 |
425.0 |
14.5% |
38.3 |
1.3% |
93% |
False |
False |
843,899 |
| 80 |
2,958.0 |
2,488.0 |
470.0 |
16.0% |
42.1 |
1.4% |
94% |
False |
False |
774,390 |
| 100 |
2,958.0 |
2,488.0 |
470.0 |
16.0% |
40.5 |
1.4% |
94% |
False |
False |
620,276 |
| 120 |
2,958.0 |
2,475.0 |
483.0 |
16.5% |
40.8 |
1.4% |
94% |
False |
False |
516,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,104.8 |
|
2.618 |
3,047.6 |
|
1.618 |
3,012.6 |
|
1.000 |
2,991.0 |
|
0.618 |
2,977.6 |
|
HIGH |
2,956.0 |
|
0.618 |
2,942.6 |
|
0.500 |
2,938.5 |
|
0.382 |
2,934.4 |
|
LOW |
2,921.0 |
|
0.618 |
2,899.4 |
|
1.000 |
2,886.0 |
|
1.618 |
2,864.4 |
|
2.618 |
2,829.4 |
|
4.250 |
2,772.3 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,938.5 |
2,925.8 |
| PP |
2,935.7 |
2,921.7 |
| S1 |
2,932.8 |
2,917.5 |
|