| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,592.0 |
6,590.0 |
-2.0 |
0.0% |
6,545.0 |
| High |
6,608.0 |
6,600.0 |
-8.0 |
-0.1% |
6,608.0 |
| Low |
6,557.5 |
6,561.5 |
4.0 |
0.1% |
6,506.5 |
| Close |
6,587.0 |
6,584.0 |
-3.0 |
0.0% |
6,584.0 |
| Range |
50.5 |
38.5 |
-12.0 |
-23.8% |
101.5 |
| ATR |
80.2 |
77.3 |
-3.0 |
-3.7% |
0.0 |
| Volume |
94,280 |
237,501 |
143,221 |
151.9% |
604,171 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,697.5 |
6,679.0 |
6,605.0 |
|
| R3 |
6,659.0 |
6,640.5 |
6,594.5 |
|
| R2 |
6,620.5 |
6,620.5 |
6,591.0 |
|
| R1 |
6,602.0 |
6,602.0 |
6,587.5 |
6,592.0 |
| PP |
6,582.0 |
6,582.0 |
6,582.0 |
6,577.0 |
| S1 |
6,563.5 |
6,563.5 |
6,580.5 |
6,553.5 |
| S2 |
6,543.5 |
6,543.5 |
6,577.0 |
|
| S3 |
6,505.0 |
6,525.0 |
6,573.5 |
|
| S4 |
6,466.5 |
6,486.5 |
6,563.0 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,870.5 |
6,829.0 |
6,640.0 |
|
| R3 |
6,769.0 |
6,727.5 |
6,612.0 |
|
| R2 |
6,667.5 |
6,667.5 |
6,602.5 |
|
| R1 |
6,626.0 |
6,626.0 |
6,593.5 |
6,647.0 |
| PP |
6,566.0 |
6,566.0 |
6,566.0 |
6,576.5 |
| S1 |
6,524.5 |
6,524.5 |
6,574.5 |
6,545.0 |
| S2 |
6,464.5 |
6,464.5 |
6,565.5 |
|
| S3 |
6,363.0 |
6,423.0 |
6,556.0 |
|
| S4 |
6,261.5 |
6,321.5 |
6,528.0 |
|
|
| 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 |
6,506.5 |
101.5 |
1.5% |
49.0 |
0.7% |
76% |
False |
False |
120,834 |
| 10 |
6,608.0 |
6,422.5 |
185.5 |
2.8% |
66.5 |
1.0% |
87% |
False |
False |
102,920 |
| 20 |
6,608.0 |
6,346.5 |
261.5 |
4.0% |
76.5 |
1.2% |
91% |
False |
False |
90,244 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
4.9% |
79.5 |
1.2% |
74% |
False |
False |
86,898 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
10.8% |
86.0 |
1.3% |
88% |
False |
False |
89,322 |
| 80 |
6,726.0 |
5,955.5 |
770.5 |
11.7% |
88.0 |
1.3% |
82% |
False |
False |
81,773 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
79.5 |
1.2% |
73% |
False |
False |
65,496 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
71.5 |
1.1% |
73% |
False |
False |
54,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,763.5 |
|
2.618 |
6,701.0 |
|
1.618 |
6,662.5 |
|
1.000 |
6,638.5 |
|
0.618 |
6,624.0 |
|
HIGH |
6,600.0 |
|
0.618 |
6,585.5 |
|
0.500 |
6,581.0 |
|
0.382 |
6,576.0 |
|
LOW |
6,561.5 |
|
0.618 |
6,537.5 |
|
1.000 |
6,523.0 |
|
1.618 |
6,499.0 |
|
2.618 |
6,460.5 |
|
4.250 |
6,398.0 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,583.0 |
6,583.5 |
| PP |
6,582.0 |
6,583.0 |
| S1 |
6,581.0 |
6,583.0 |
|