| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
8,470.0 |
8,506.0 |
36.0 |
0.4% |
8,253.5 |
| High |
8,505.5 |
8,517.0 |
11.5 |
0.1% |
8,295.0 |
| Low |
8,445.5 |
8,467.0 |
21.5 |
0.3% |
8,094.5 |
| Close |
8,484.0 |
8,490.0 |
6.0 |
0.1% |
8,263.5 |
| Range |
60.0 |
50.0 |
-10.0 |
-16.7% |
200.5 |
| ATR |
115.4 |
110.7 |
-4.7 |
-4.0% |
0.0 |
| Volume |
77,910 |
85,256 |
7,346 |
9.4% |
410,916 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,641.3 |
8,615.7 |
8,517.5 |
|
| R3 |
8,591.3 |
8,565.7 |
8,503.8 |
|
| R2 |
8,541.3 |
8,541.3 |
8,499.2 |
|
| R1 |
8,515.7 |
8,515.7 |
8,494.6 |
8,503.5 |
| PP |
8,491.3 |
8,491.3 |
8,491.3 |
8,485.3 |
| S1 |
8,465.7 |
8,465.7 |
8,485.4 |
8,453.5 |
| S2 |
8,441.3 |
8,441.3 |
8,480.8 |
|
| S3 |
8,391.3 |
8,415.7 |
8,476.3 |
|
| S4 |
8,341.3 |
8,365.7 |
8,462.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,819.2 |
8,741.8 |
8,373.8 |
|
| R3 |
8,618.7 |
8,541.3 |
8,318.6 |
|
| R2 |
8,418.2 |
8,418.2 |
8,300.3 |
|
| R1 |
8,340.8 |
8,340.8 |
8,281.9 |
8,379.5 |
| PP |
8,217.7 |
8,217.7 |
8,217.7 |
8,237.0 |
| S1 |
8,140.3 |
8,140.3 |
8,245.1 |
8,179.0 |
| S2 |
8,017.2 |
8,017.2 |
8,226.7 |
|
| S3 |
7,816.7 |
7,939.8 |
8,208.4 |
|
| S4 |
7,616.2 |
7,739.3 |
8,153.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,517.0 |
8,172.0 |
345.0 |
4.1% |
92.4 |
1.1% |
92% |
True |
False |
89,863 |
| 10 |
8,517.0 |
8,090.0 |
427.0 |
5.0% |
100.9 |
1.2% |
94% |
True |
False |
94,663 |
| 20 |
8,517.0 |
8,090.0 |
427.0 |
5.0% |
106.0 |
1.2% |
94% |
True |
False |
92,462 |
| 40 |
8,517.0 |
8,090.0 |
427.0 |
5.0% |
99.9 |
1.2% |
94% |
True |
False |
87,783 |
| 60 |
8,517.0 |
7,660.0 |
857.0 |
10.1% |
112.0 |
1.3% |
97% |
True |
False |
93,715 |
| 80 |
8,568.0 |
7,660.0 |
908.0 |
10.7% |
117.3 |
1.4% |
91% |
False |
False |
73,258 |
| 100 |
8,568.0 |
7,461.5 |
1,106.5 |
13.0% |
113.0 |
1.3% |
93% |
False |
False |
58,695 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.3% |
113.7 |
1.3% |
93% |
False |
False |
48,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,729.5 |
|
2.618 |
8,647.9 |
|
1.618 |
8,597.9 |
|
1.000 |
8,567.0 |
|
0.618 |
8,547.9 |
|
HIGH |
8,517.0 |
|
0.618 |
8,497.9 |
|
0.500 |
8,492.0 |
|
0.382 |
8,486.1 |
|
LOW |
8,467.0 |
|
0.618 |
8,436.1 |
|
1.000 |
8,417.0 |
|
1.618 |
8,386.1 |
|
2.618 |
8,336.1 |
|
4.250 |
8,254.5 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,492.0 |
8,466.8 |
| PP |
8,491.3 |
8,443.7 |
| S1 |
8,490.7 |
8,420.5 |
|