| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,537.0 |
6,545.0 |
8.0 |
0.1% |
6,435.0 |
| High |
6,571.0 |
6,561.0 |
-10.0 |
-0.2% |
6,571.0 |
| Low |
6,490.5 |
6,506.5 |
16.0 |
0.2% |
6,422.5 |
| Close |
6,542.0 |
6,529.5 |
-12.5 |
-0.2% |
6,542.0 |
| Range |
80.5 |
54.5 |
-26.0 |
-32.3% |
148.5 |
| ATR |
88.6 |
86.2 |
-2.4 |
-2.8% |
0.0 |
| Volume |
68,641 |
92,926 |
24,285 |
35.4% |
425,029 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,696.0 |
6,667.0 |
6,559.5 |
|
| R3 |
6,641.5 |
6,612.5 |
6,544.5 |
|
| R2 |
6,587.0 |
6,587.0 |
6,539.5 |
|
| R1 |
6,558.0 |
6,558.0 |
6,534.5 |
6,545.0 |
| PP |
6,532.5 |
6,532.5 |
6,532.5 |
6,526.0 |
| S1 |
6,503.5 |
6,503.5 |
6,524.5 |
6,491.0 |
| S2 |
6,478.0 |
6,478.0 |
6,519.5 |
|
| S3 |
6,423.5 |
6,449.0 |
6,514.5 |
|
| S4 |
6,369.0 |
6,394.5 |
6,499.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,957.5 |
6,898.0 |
6,623.5 |
|
| R3 |
6,809.0 |
6,749.5 |
6,583.0 |
|
| R2 |
6,660.5 |
6,660.5 |
6,569.0 |
|
| R1 |
6,601.0 |
6,601.0 |
6,555.5 |
6,631.0 |
| PP |
6,512.0 |
6,512.0 |
6,512.0 |
6,526.5 |
| S1 |
6,452.5 |
6,452.5 |
6,528.5 |
6,482.0 |
| S2 |
6,363.5 |
6,363.5 |
6,515.0 |
|
| S3 |
6,215.0 |
6,304.0 |
6,501.0 |
|
| S4 |
6,066.5 |
6,155.5 |
6,460.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,571.0 |
6,422.5 |
148.5 |
2.3% |
76.0 |
1.2% |
72% |
False |
False |
86,006 |
| 10 |
6,571.0 |
6,385.5 |
185.5 |
2.8% |
83.5 |
1.3% |
78% |
False |
False |
83,295 |
| 20 |
6,635.0 |
6,346.5 |
288.5 |
4.4% |
84.5 |
1.3% |
63% |
False |
False |
82,183 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
4.9% |
82.0 |
1.3% |
57% |
False |
False |
83,264 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
10.9% |
90.0 |
1.4% |
80% |
False |
False |
93,267 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
89.5 |
1.4% |
67% |
False |
False |
75,412 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
78.5 |
1.2% |
67% |
False |
False |
60,385 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
71.0 |
1.1% |
67% |
False |
False |
50,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,792.5 |
|
2.618 |
6,703.5 |
|
1.618 |
6,649.0 |
|
1.000 |
6,615.5 |
|
0.618 |
6,594.5 |
|
HIGH |
6,561.0 |
|
0.618 |
6,540.0 |
|
0.500 |
6,534.0 |
|
0.382 |
6,527.5 |
|
LOW |
6,506.5 |
|
0.618 |
6,473.0 |
|
1.000 |
6,452.0 |
|
1.618 |
6,418.5 |
|
2.618 |
6,364.0 |
|
4.250 |
6,275.0 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,534.0 |
6,525.0 |
| PP |
6,532.5 |
6,520.0 |
| S1 |
6,531.0 |
6,515.0 |
|