| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,590.0 |
6,652.5 |
62.5 |
0.9% |
6,545.0 |
| High |
6,600.0 |
6,670.0 |
70.0 |
1.1% |
6,608.0 |
| Low |
6,561.5 |
6,610.0 |
48.5 |
0.7% |
6,506.5 |
| Close |
6,584.0 |
6,623.0 |
39.0 |
0.6% |
6,584.0 |
| Range |
38.5 |
60.0 |
21.5 |
55.8% |
101.5 |
| ATR |
77.3 |
77.9 |
0.6 |
0.8% |
0.0 |
| Volume |
237,501 |
322,963 |
85,462 |
36.0% |
604,171 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,814.5 |
6,778.5 |
6,656.0 |
|
| R3 |
6,754.5 |
6,718.5 |
6,639.5 |
|
| R2 |
6,694.5 |
6,694.5 |
6,634.0 |
|
| R1 |
6,658.5 |
6,658.5 |
6,628.5 |
6,646.5 |
| PP |
6,634.5 |
6,634.5 |
6,634.5 |
6,628.0 |
| S1 |
6,598.5 |
6,598.5 |
6,617.5 |
6,586.5 |
| S2 |
6,574.5 |
6,574.5 |
6,612.0 |
|
| S3 |
6,514.5 |
6,538.5 |
6,606.5 |
|
| S4 |
6,454.5 |
6,478.5 |
6,590.0 |
|
|
| 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 |
6,670.0 |
6,548.0 |
122.0 |
1.8% |
50.0 |
0.8% |
61% |
True |
False |
166,841 |
| 10 |
6,670.0 |
6,422.5 |
247.5 |
3.7% |
63.0 |
1.0% |
81% |
True |
False |
126,424 |
| 20 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
76.5 |
1.2% |
85% |
True |
False |
103,089 |
| 40 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
79.5 |
1.2% |
85% |
True |
False |
93,112 |
| 60 |
6,670.0 |
5,955.5 |
714.5 |
10.8% |
84.5 |
1.3% |
93% |
True |
False |
92,498 |
| 80 |
6,726.0 |
5,955.5 |
770.5 |
11.6% |
87.5 |
1.3% |
87% |
False |
False |
85,794 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
79.5 |
1.2% |
78% |
False |
False |
68,724 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
72.0 |
1.1% |
78% |
False |
False |
57,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,925.0 |
|
2.618 |
6,827.0 |
|
1.618 |
6,767.0 |
|
1.000 |
6,730.0 |
|
0.618 |
6,707.0 |
|
HIGH |
6,670.0 |
|
0.618 |
6,647.0 |
|
0.500 |
6,640.0 |
|
0.382 |
6,633.0 |
|
LOW |
6,610.0 |
|
0.618 |
6,573.0 |
|
1.000 |
6,550.0 |
|
1.618 |
6,513.0 |
|
2.618 |
6,453.0 |
|
4.250 |
6,355.0 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,640.0 |
6,620.0 |
| PP |
6,634.5 |
6,617.0 |
| S1 |
6,628.5 |
6,614.0 |
|