| 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 |
8,746.5 |
8,695.0 |
-51.5 |
-0.6% |
8,615.0 |
| High |
8,772.5 |
8,712.8 |
-59.7 |
-0.7% |
8,772.5 |
| Low |
8,666.5 |
8,671.5 |
5.0 |
0.1% |
8,577.0 |
| Close |
8,685.0 |
8,712.8 |
27.8 |
0.3% |
8,712.8 |
| Range |
106.0 |
41.3 |
-64.7 |
-61.0% |
195.5 |
| ATR |
109.9 |
105.0 |
-4.9 |
-4.5% |
0.0 |
| Volume |
16,741 |
5,790 |
-10,951 |
-65.4% |
402,221 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,822.9 |
8,809.2 |
8,735.5 |
|
| R3 |
8,781.6 |
8,767.9 |
8,724.2 |
|
| R2 |
8,740.3 |
8,740.3 |
8,720.4 |
|
| R1 |
8,726.6 |
8,726.6 |
8,716.6 |
8,733.5 |
| PP |
8,699.0 |
8,699.0 |
8,699.0 |
8,702.5 |
| S1 |
8,685.3 |
8,685.3 |
8,709.0 |
8,692.2 |
| S2 |
8,657.7 |
8,657.7 |
8,705.2 |
|
| S3 |
8,616.4 |
8,644.0 |
8,701.4 |
|
| S4 |
8,575.1 |
8,602.7 |
8,690.1 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,273.9 |
9,188.9 |
8,820.3 |
|
| R3 |
9,078.4 |
8,993.4 |
8,766.6 |
|
| R2 |
8,882.9 |
8,882.9 |
8,748.6 |
|
| R1 |
8,797.9 |
8,797.9 |
8,730.7 |
8,840.4 |
| PP |
8,687.4 |
8,687.4 |
8,687.4 |
8,708.7 |
| S1 |
8,602.4 |
8,602.4 |
8,694.9 |
8,644.9 |
| S2 |
8,491.9 |
8,491.9 |
8,677.0 |
|
| S3 |
8,296.4 |
8,406.9 |
8,659.0 |
|
| S4 |
8,100.9 |
8,211.4 |
8,605.3 |
|
|
| 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 |
8,577.0 |
195.5 |
2.2% |
80.8 |
0.9% |
69% |
False |
False |
80,444 |
| 10 |
8,772.5 |
8,245.5 |
527.0 |
6.0% |
80.1 |
0.9% |
89% |
False |
False |
89,944 |
| 20 |
8,772.5 |
8,090.0 |
682.5 |
7.8% |
99.1 |
1.1% |
91% |
False |
False |
93,332 |
| 40 |
8,772.5 |
8,090.0 |
682.5 |
7.8% |
98.6 |
1.1% |
91% |
False |
False |
87,947 |
| 60 |
8,772.5 |
7,735.0 |
1,037.5 |
11.9% |
102.3 |
1.2% |
94% |
False |
False |
89,727 |
| 80 |
8,772.5 |
7,660.0 |
1,112.5 |
12.8% |
114.5 |
1.3% |
95% |
False |
False |
79,848 |
| 100 |
8,772.5 |
7,660.0 |
1,112.5 |
12.8% |
110.8 |
1.3% |
95% |
False |
False |
63,931 |
| 120 |
8,772.5 |
7,437.5 |
1,335.0 |
15.3% |
111.9 |
1.3% |
96% |
False |
False |
53,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,888.3 |
|
2.618 |
8,820.9 |
|
1.618 |
8,779.6 |
|
1.000 |
8,754.1 |
|
0.618 |
8,738.3 |
|
HIGH |
8,712.8 |
|
0.618 |
8,697.0 |
|
0.500 |
8,692.2 |
|
0.382 |
8,687.3 |
|
LOW |
8,671.5 |
|
0.618 |
8,646.0 |
|
1.000 |
8,630.2 |
|
1.618 |
8,604.7 |
|
2.618 |
8,563.4 |
|
4.250 |
8,496.0 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,705.9 |
8,703.0 |
| PP |
8,699.0 |
8,693.1 |
| S1 |
8,692.2 |
8,683.3 |
|