| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,554.5 |
6,603.5 |
49.0 |
0.7% |
6,435.0 |
| High |
6,606.0 |
6,603.5 |
-2.5 |
0.0% |
6,571.0 |
| Low |
6,548.0 |
6,559.5 |
11.5 |
0.2% |
6,422.5 |
| Close |
6,594.0 |
6,572.5 |
-21.5 |
-0.3% |
6,542.0 |
| Range |
58.0 |
44.0 |
-14.0 |
-24.1% |
148.5 |
| ATR |
85.5 |
82.5 |
-3.0 |
-3.5% |
0.0 |
| Volume |
92,591 |
86,873 |
-5,718 |
-6.2% |
425,029 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,710.5 |
6,685.5 |
6,596.5 |
|
| R3 |
6,666.5 |
6,641.5 |
6,584.5 |
|
| R2 |
6,622.5 |
6,622.5 |
6,580.5 |
|
| R1 |
6,597.5 |
6,597.5 |
6,576.5 |
6,588.0 |
| PP |
6,578.5 |
6,578.5 |
6,578.5 |
6,574.0 |
| S1 |
6,553.5 |
6,553.5 |
6,568.5 |
6,544.0 |
| S2 |
6,534.5 |
6,534.5 |
6,564.5 |
|
| S3 |
6,490.5 |
6,509.5 |
6,560.5 |
|
| S4 |
6,446.5 |
6,465.5 |
6,548.5 |
|
|
| 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 |
6,606.0 |
6,459.5 |
146.5 |
2.2% |
64.5 |
1.0% |
77% |
False |
False |
85,978 |
| 10 |
6,606.0 |
6,385.5 |
220.5 |
3.4% |
78.5 |
1.2% |
85% |
False |
False |
85,831 |
| 20 |
6,635.0 |
6,346.5 |
288.5 |
4.4% |
82.0 |
1.2% |
78% |
False |
False |
83,616 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
4.9% |
82.0 |
1.2% |
70% |
False |
False |
83,206 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
10.9% |
89.0 |
1.4% |
86% |
False |
False |
88,749 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
89.0 |
1.4% |
72% |
False |
False |
77,632 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
79.0 |
1.2% |
72% |
False |
False |
62,179 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
71.5 |
1.1% |
72% |
False |
False |
51,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,790.5 |
|
2.618 |
6,718.5 |
|
1.618 |
6,674.5 |
|
1.000 |
6,647.5 |
|
0.618 |
6,630.5 |
|
HIGH |
6,603.5 |
|
0.618 |
6,586.5 |
|
0.500 |
6,581.5 |
|
0.382 |
6,576.5 |
|
LOW |
6,559.5 |
|
0.618 |
6,532.5 |
|
1.000 |
6,515.5 |
|
1.618 |
6,488.5 |
|
2.618 |
6,444.5 |
|
4.250 |
6,372.5 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,581.5 |
6,567.0 |
| PP |
6,578.5 |
6,561.5 |
| S1 |
6,575.5 |
6,556.0 |
|