| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,652.5 |
6,615.0 |
-37.5 |
-0.6% |
6,545.0 |
| High |
6,670.0 |
6,621.0 |
-49.0 |
-0.7% |
6,608.0 |
| Low |
6,610.0 |
6,567.5 |
-42.5 |
-0.6% |
6,506.5 |
| Close |
6,623.0 |
6,581.0 |
-42.0 |
-0.6% |
6,584.0 |
| Range |
60.0 |
53.5 |
-6.5 |
-10.8% |
101.5 |
| ATR |
77.9 |
76.3 |
-1.6 |
-2.1% |
0.0 |
| Volume |
322,963 |
273,590 |
-49,373 |
-15.3% |
604,171 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,750.5 |
6,719.0 |
6,610.5 |
|
| R3 |
6,697.0 |
6,665.5 |
6,595.5 |
|
| R2 |
6,643.5 |
6,643.5 |
6,591.0 |
|
| R1 |
6,612.0 |
6,612.0 |
6,586.0 |
6,601.0 |
| PP |
6,590.0 |
6,590.0 |
6,590.0 |
6,584.0 |
| S1 |
6,558.5 |
6,558.5 |
6,576.0 |
6,547.5 |
| S2 |
6,536.5 |
6,536.5 |
6,571.0 |
|
| S3 |
6,483.0 |
6,505.0 |
6,566.5 |
|
| S4 |
6,429.5 |
6,451.5 |
6,551.5 |
|
|
| 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 |
6,557.5 |
112.5 |
1.7% |
49.5 |
0.7% |
21% |
False |
False |
203,041 |
| 10 |
6,670.0 |
6,422.5 |
247.5 |
3.8% |
59.5 |
0.9% |
64% |
False |
False |
145,745 |
| 20 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
75.5 |
1.1% |
72% |
False |
False |
112,859 |
| 40 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
80.0 |
1.2% |
72% |
False |
False |
97,570 |
| 60 |
6,670.0 |
5,955.5 |
714.5 |
10.9% |
83.5 |
1.3% |
88% |
False |
False |
95,352 |
| 80 |
6,726.0 |
5,955.5 |
770.5 |
11.7% |
87.5 |
1.3% |
81% |
False |
False |
89,201 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
80.0 |
1.2% |
73% |
False |
False |
71,460 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
72.0 |
1.1% |
73% |
False |
False |
59,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,848.5 |
|
2.618 |
6,761.0 |
|
1.618 |
6,707.5 |
|
1.000 |
6,674.5 |
|
0.618 |
6,654.0 |
|
HIGH |
6,621.0 |
|
0.618 |
6,600.5 |
|
0.500 |
6,594.0 |
|
0.382 |
6,588.0 |
|
LOW |
6,567.5 |
|
0.618 |
6,534.5 |
|
1.000 |
6,514.0 |
|
1.618 |
6,481.0 |
|
2.618 |
6,427.5 |
|
4.250 |
6,340.0 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,594.0 |
6,616.0 |
| PP |
6,590.0 |
6,604.0 |
| S1 |
6,585.5 |
6,592.5 |
|