| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,956.0 |
2,937.0 |
-19.0 |
-0.6% |
2,906.0 |
| High |
2,956.0 |
2,942.0 |
-14.0 |
-0.5% |
2,958.0 |
| Low |
2,921.0 |
2,925.0 |
4.0 |
0.1% |
2,877.0 |
| Close |
2,930.0 |
2,941.4 |
11.4 |
0.4% |
2,941.4 |
| Range |
35.0 |
17.0 |
-18.0 |
-51.4% |
81.0 |
| ATR |
40.7 |
39.0 |
-1.7 |
-4.2% |
0.0 |
| Volume |
138,561 |
77,097 |
-61,464 |
-44.4% |
5,247,036 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.1 |
2,981.3 |
2,950.8 |
|
| R3 |
2,970.1 |
2,964.3 |
2,946.1 |
|
| R2 |
2,953.1 |
2,953.1 |
2,944.5 |
|
| R1 |
2,947.3 |
2,947.3 |
2,943.0 |
2,950.2 |
| PP |
2,936.1 |
2,936.1 |
2,936.1 |
2,937.6 |
| S1 |
2,930.3 |
2,930.3 |
2,939.8 |
2,933.2 |
| S2 |
2,919.1 |
2,919.1 |
2,938.3 |
|
| S3 |
2,902.1 |
2,913.3 |
2,936.7 |
|
| S4 |
2,885.1 |
2,896.3 |
2,932.1 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.5 |
3,135.9 |
2,986.0 |
|
| R3 |
3,087.5 |
3,054.9 |
2,963.7 |
|
| R2 |
3,006.5 |
3,006.5 |
2,956.3 |
|
| R1 |
2,973.9 |
2,973.9 |
2,948.8 |
2,990.2 |
| PP |
2,925.5 |
2,925.5 |
2,925.5 |
2,933.6 |
| S1 |
2,892.9 |
2,892.9 |
2,934.0 |
2,909.2 |
| S2 |
2,844.5 |
2,844.5 |
2,926.6 |
|
| S3 |
2,763.5 |
2,811.9 |
2,919.1 |
|
| S4 |
2,682.5 |
2,730.9 |
2,896.9 |
|
|
| 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 |
2,877.0 |
81.0 |
2.8% |
33.0 |
1.1% |
80% |
False |
False |
1,049,407 |
| 10 |
2,958.0 |
2,787.0 |
171.0 |
5.8% |
30.8 |
1.0% |
90% |
False |
False |
1,090,772 |
| 20 |
2,958.0 |
2,713.0 |
245.0 |
8.3% |
37.6 |
1.3% |
93% |
False |
False |
971,967 |
| 40 |
2,958.0 |
2,713.0 |
245.0 |
8.3% |
36.2 |
1.2% |
93% |
False |
False |
847,440 |
| 60 |
2,958.0 |
2,535.0 |
423.0 |
14.4% |
37.3 |
1.3% |
96% |
False |
False |
829,086 |
| 80 |
2,958.0 |
2,488.0 |
470.0 |
16.0% |
41.8 |
1.4% |
96% |
False |
False |
775,282 |
| 100 |
2,958.0 |
2,488.0 |
470.0 |
16.0% |
40.2 |
1.4% |
96% |
False |
False |
620,707 |
| 120 |
2,958.0 |
2,475.0 |
483.0 |
16.4% |
40.6 |
1.4% |
97% |
False |
False |
517,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,014.3 |
|
2.618 |
2,986.5 |
|
1.618 |
2,969.5 |
|
1.000 |
2,959.0 |
|
0.618 |
2,952.5 |
|
HIGH |
2,942.0 |
|
0.618 |
2,935.5 |
|
0.500 |
2,933.5 |
|
0.382 |
2,931.5 |
|
LOW |
2,925.0 |
|
0.618 |
2,914.5 |
|
1.000 |
2,908.0 |
|
1.618 |
2,897.5 |
|
2.618 |
2,880.5 |
|
4.250 |
2,852.8 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,938.8 |
2,935.3 |
| PP |
2,936.1 |
2,929.1 |
| S1 |
2,933.5 |
2,923.0 |
|