| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,545.0 |
6,554.5 |
9.5 |
0.1% |
6,435.0 |
| High |
6,561.0 |
6,606.0 |
45.0 |
0.7% |
6,571.0 |
| Low |
6,506.5 |
6,548.0 |
41.5 |
0.6% |
6,422.5 |
| Close |
6,529.5 |
6,594.0 |
64.5 |
1.0% |
6,542.0 |
| Range |
54.5 |
58.0 |
3.5 |
6.4% |
148.5 |
| ATR |
86.2 |
85.5 |
-0.7 |
-0.8% |
0.0 |
| Volume |
92,926 |
92,591 |
-335 |
-0.4% |
425,029 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,756.5 |
6,733.5 |
6,626.0 |
|
| R3 |
6,698.5 |
6,675.5 |
6,610.0 |
|
| R2 |
6,640.5 |
6,640.5 |
6,604.5 |
|
| R1 |
6,617.5 |
6,617.5 |
6,599.5 |
6,629.0 |
| PP |
6,582.5 |
6,582.5 |
6,582.5 |
6,588.5 |
| S1 |
6,559.5 |
6,559.5 |
6,588.5 |
6,571.0 |
| S2 |
6,524.5 |
6,524.5 |
6,583.5 |
|
| S3 |
6,466.5 |
6,501.5 |
6,578.0 |
|
| S4 |
6,408.5 |
6,443.5 |
6,562.0 |
|
|
| 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 |
6,606.0 |
6,422.5 |
183.5 |
2.8% |
69.5 |
1.1% |
93% |
True |
False |
88,448 |
| 10 |
6,606.0 |
6,385.5 |
220.5 |
3.3% |
79.5 |
1.2% |
95% |
True |
False |
85,011 |
| 20 |
6,635.0 |
6,346.5 |
288.5 |
4.4% |
83.5 |
1.3% |
86% |
False |
False |
82,855 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
4.9% |
82.0 |
1.2% |
77% |
False |
False |
83,472 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
10.8% |
89.5 |
1.4% |
89% |
False |
False |
90,006 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
89.0 |
1.4% |
74% |
False |
False |
76,559 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
79.0 |
1.2% |
74% |
False |
False |
61,310 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
71.0 |
1.1% |
74% |
False |
False |
51,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,852.5 |
|
2.618 |
6,758.0 |
|
1.618 |
6,700.0 |
|
1.000 |
6,664.0 |
|
0.618 |
6,642.0 |
|
HIGH |
6,606.0 |
|
0.618 |
6,584.0 |
|
0.500 |
6,577.0 |
|
0.382 |
6,570.0 |
|
LOW |
6,548.0 |
|
0.618 |
6,512.0 |
|
1.000 |
6,490.0 |
|
1.618 |
6,454.0 |
|
2.618 |
6,396.0 |
|
4.250 |
6,301.5 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,588.5 |
6,579.0 |
| PP |
6,582.5 |
6,563.5 |
| S1 |
6,577.0 |
6,548.0 |
|