| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
8,506.0 |
8,477.0 |
-29.0 |
-0.3% |
8,287.0 |
| High |
8,517.0 |
8,521.5 |
4.5 |
0.1% |
8,521.5 |
| Low |
8,467.0 |
8,463.5 |
-3.5 |
0.0% |
8,245.5 |
| Close |
8,490.0 |
8,513.0 |
23.0 |
0.3% |
8,513.0 |
| Range |
50.0 |
58.0 |
8.0 |
16.0% |
276.0 |
| ATR |
110.7 |
106.9 |
-3.8 |
-3.4% |
0.0 |
| Volume |
85,256 |
127,151 |
41,895 |
49.1% |
497,222 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,673.3 |
8,651.2 |
8,544.9 |
|
| R3 |
8,615.3 |
8,593.2 |
8,529.0 |
|
| R2 |
8,557.3 |
8,557.3 |
8,523.6 |
|
| R1 |
8,535.2 |
8,535.2 |
8,518.3 |
8,546.3 |
| PP |
8,499.3 |
8,499.3 |
8,499.3 |
8,504.9 |
| S1 |
8,477.2 |
8,477.2 |
8,507.7 |
8,488.3 |
| S2 |
8,441.3 |
8,441.3 |
8,502.4 |
|
| S3 |
8,383.3 |
8,419.2 |
8,497.1 |
|
| S4 |
8,325.3 |
8,361.2 |
8,481.1 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,254.7 |
9,159.8 |
8,664.8 |
|
| R3 |
8,978.7 |
8,883.8 |
8,588.9 |
|
| R2 |
8,702.7 |
8,702.7 |
8,563.6 |
|
| R1 |
8,607.8 |
8,607.8 |
8,538.3 |
8,655.3 |
| PP |
8,426.7 |
8,426.7 |
8,426.7 |
8,450.4 |
| S1 |
8,331.8 |
8,331.8 |
8,487.7 |
8,379.3 |
| S2 |
8,150.7 |
8,150.7 |
8,462.4 |
|
| S3 |
7,874.7 |
8,055.8 |
8,437.1 |
|
| S4 |
7,598.7 |
7,779.8 |
8,361.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,521.5 |
8,245.5 |
276.0 |
3.2% |
79.4 |
0.9% |
97% |
True |
False |
99,444 |
| 10 |
8,521.5 |
8,090.0 |
431.5 |
5.1% |
99.9 |
1.2% |
98% |
True |
False |
97,418 |
| 20 |
8,521.5 |
8,090.0 |
431.5 |
5.1% |
103.1 |
1.2% |
98% |
True |
False |
94,806 |
| 40 |
8,521.5 |
8,090.0 |
431.5 |
5.1% |
98.3 |
1.2% |
98% |
True |
False |
88,861 |
| 60 |
8,521.5 |
7,660.0 |
861.5 |
10.1% |
110.4 |
1.3% |
99% |
True |
False |
94,429 |
| 80 |
8,537.0 |
7,660.0 |
877.0 |
10.3% |
116.5 |
1.4% |
97% |
False |
False |
74,843 |
| 100 |
8,568.0 |
7,660.0 |
908.0 |
10.7% |
111.3 |
1.3% |
94% |
False |
False |
59,962 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.3% |
113.7 |
1.3% |
95% |
False |
False |
50,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,768.0 |
|
2.618 |
8,673.3 |
|
1.618 |
8,615.3 |
|
1.000 |
8,579.5 |
|
0.618 |
8,557.3 |
|
HIGH |
8,521.5 |
|
0.618 |
8,499.3 |
|
0.500 |
8,492.5 |
|
0.382 |
8,485.7 |
|
LOW |
8,463.5 |
|
0.618 |
8,427.7 |
|
1.000 |
8,405.5 |
|
1.618 |
8,369.7 |
|
2.618 |
8,311.7 |
|
4.250 |
8,217.0 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,506.2 |
8,503.2 |
| PP |
8,499.3 |
8,493.3 |
| S1 |
8,492.5 |
8,483.5 |
|