| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,603.5 |
6,592.0 |
-11.5 |
-0.2% |
6,435.0 |
| High |
6,603.5 |
6,608.0 |
4.5 |
0.1% |
6,571.0 |
| Low |
6,559.5 |
6,557.5 |
-2.0 |
0.0% |
6,422.5 |
| Close |
6,572.5 |
6,587.0 |
14.5 |
0.2% |
6,542.0 |
| Range |
44.0 |
50.5 |
6.5 |
14.8% |
148.5 |
| ATR |
82.5 |
80.2 |
-2.3 |
-2.8% |
0.0 |
| Volume |
86,873 |
94,280 |
7,407 |
8.5% |
425,029 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,735.5 |
6,712.0 |
6,615.0 |
|
| R3 |
6,685.0 |
6,661.5 |
6,601.0 |
|
| R2 |
6,634.5 |
6,634.5 |
6,596.5 |
|
| R1 |
6,611.0 |
6,611.0 |
6,591.5 |
6,597.5 |
| PP |
6,584.0 |
6,584.0 |
6,584.0 |
6,577.5 |
| S1 |
6,560.5 |
6,560.5 |
6,582.5 |
6,547.0 |
| S2 |
6,533.5 |
6,533.5 |
6,577.5 |
|
| S3 |
6,483.0 |
6,510.0 |
6,573.0 |
|
| S4 |
6,432.5 |
6,459.5 |
6,559.0 |
|
|
| 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 |
6,608.0 |
6,490.5 |
117.5 |
1.8% |
57.5 |
0.9% |
82% |
True |
False |
87,062 |
| 10 |
6,608.0 |
6,385.5 |
222.5 |
3.4% |
74.5 |
1.1% |
91% |
True |
False |
85,658 |
| 20 |
6,608.0 |
6,346.5 |
261.5 |
4.0% |
81.0 |
1.2% |
92% |
True |
False |
82,344 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
4.9% |
81.0 |
1.2% |
74% |
False |
False |
82,988 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
10.8% |
88.5 |
1.3% |
88% |
False |
False |
88,082 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
89.0 |
1.4% |
73% |
False |
False |
78,809 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
79.0 |
1.2% |
73% |
False |
False |
63,122 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
71.5 |
1.1% |
73% |
False |
False |
52,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,822.5 |
|
2.618 |
6,740.0 |
|
1.618 |
6,689.5 |
|
1.000 |
6,658.5 |
|
0.618 |
6,639.0 |
|
HIGH |
6,608.0 |
|
0.618 |
6,588.5 |
|
0.500 |
6,583.0 |
|
0.382 |
6,577.0 |
|
LOW |
6,557.5 |
|
0.618 |
6,526.5 |
|
1.000 |
6,507.0 |
|
1.618 |
6,476.0 |
|
2.618 |
6,425.5 |
|
4.250 |
6,343.0 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,585.5 |
6,584.0 |
| PP |
6,584.0 |
6,581.0 |
| S1 |
6,583.0 |
6,578.0 |
|