| 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 |
8,626.0 |
8,746.5 |
120.5 |
1.4% |
8,287.0 |
| High |
8,758.5 |
8,772.5 |
14.0 |
0.2% |
8,521.5 |
| Low |
8,594.0 |
8,666.5 |
72.5 |
0.8% |
8,245.5 |
| Close |
8,627.0 |
8,685.0 |
58.0 |
0.7% |
8,513.0 |
| Range |
164.5 |
106.0 |
-58.5 |
-35.6% |
276.0 |
| ATR |
107.2 |
109.9 |
2.7 |
2.6% |
0.0 |
| Volume |
113,614 |
16,741 |
-96,873 |
-85.3% |
497,222 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,026.0 |
8,961.5 |
8,743.3 |
|
| R3 |
8,920.0 |
8,855.5 |
8,714.2 |
|
| R2 |
8,814.0 |
8,814.0 |
8,704.4 |
|
| R1 |
8,749.5 |
8,749.5 |
8,694.7 |
8,728.8 |
| PP |
8,708.0 |
8,708.0 |
8,708.0 |
8,697.6 |
| S1 |
8,643.5 |
8,643.5 |
8,675.3 |
8,622.8 |
| S2 |
8,602.0 |
8,602.0 |
8,665.6 |
|
| S3 |
8,496.0 |
8,537.5 |
8,655.9 |
|
| S4 |
8,390.0 |
8,431.5 |
8,626.7 |
|
|
| 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 |
8,772.5 |
8,463.5 |
309.0 |
3.6% |
84.1 |
1.0% |
72% |
True |
False |
104,716 |
| 10 |
8,772.5 |
8,172.0 |
600.5 |
6.9% |
88.3 |
1.0% |
85% |
True |
False |
97,290 |
| 20 |
8,772.5 |
8,090.0 |
682.5 |
7.9% |
106.3 |
1.2% |
87% |
True |
False |
96,787 |
| 40 |
8,772.5 |
8,090.0 |
682.5 |
7.9% |
100.2 |
1.2% |
87% |
True |
False |
90,045 |
| 60 |
8,772.5 |
7,735.0 |
1,037.5 |
11.9% |
104.4 |
1.2% |
92% |
True |
False |
91,198 |
| 80 |
8,772.5 |
7,660.0 |
1,112.5 |
12.8% |
115.6 |
1.3% |
92% |
True |
False |
79,781 |
| 100 |
8,772.5 |
7,660.0 |
1,112.5 |
12.8% |
111.0 |
1.3% |
92% |
True |
False |
63,880 |
| 120 |
8,772.5 |
7,437.5 |
1,335.0 |
15.4% |
112.9 |
1.3% |
93% |
True |
False |
53,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,223.0 |
|
2.618 |
9,050.0 |
|
1.618 |
8,944.0 |
|
1.000 |
8,878.5 |
|
0.618 |
8,838.0 |
|
HIGH |
8,772.5 |
|
0.618 |
8,732.0 |
|
0.500 |
8,719.5 |
|
0.382 |
8,707.0 |
|
LOW |
8,666.5 |
|
0.618 |
8,601.0 |
|
1.000 |
8,560.5 |
|
1.618 |
8,495.0 |
|
2.618 |
8,389.0 |
|
4.250 |
8,216.0 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,719.5 |
8,683.1 |
| PP |
8,708.0 |
8,681.2 |
| S1 |
8,696.5 |
8,679.3 |
|