| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,615.0 |
6,583.0 |
-32.0 |
-0.5% |
6,545.0 |
| High |
6,621.0 |
6,639.5 |
18.5 |
0.3% |
6,608.0 |
| Low |
6,567.5 |
6,531.0 |
-36.5 |
-0.6% |
6,506.5 |
| Close |
6,581.0 |
6,550.5 |
-30.5 |
-0.5% |
6,584.0 |
| Range |
53.5 |
108.5 |
55.0 |
102.8% |
101.5 |
| ATR |
76.3 |
78.6 |
2.3 |
3.0% |
0.0 |
| Volume |
273,590 |
145,335 |
-128,255 |
-46.9% |
604,171 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,899.0 |
6,833.5 |
6,610.0 |
|
| R3 |
6,790.5 |
6,725.0 |
6,580.5 |
|
| R2 |
6,682.0 |
6,682.0 |
6,570.5 |
|
| R1 |
6,616.5 |
6,616.5 |
6,560.5 |
6,595.0 |
| PP |
6,573.5 |
6,573.5 |
6,573.5 |
6,563.0 |
| S1 |
6,508.0 |
6,508.0 |
6,540.5 |
6,486.5 |
| S2 |
6,465.0 |
6,465.0 |
6,530.5 |
|
| S3 |
6,356.5 |
6,399.5 |
6,520.5 |
|
| S4 |
6,248.0 |
6,291.0 |
6,491.0 |
|
|
| 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 |
6,531.0 |
139.0 |
2.1% |
62.0 |
0.9% |
14% |
False |
True |
214,733 |
| 10 |
6,670.0 |
6,459.5 |
210.5 |
3.2% |
63.5 |
1.0% |
43% |
False |
False |
150,356 |
| 20 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
77.0 |
1.2% |
63% |
False |
False |
116,756 |
| 40 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
81.0 |
1.2% |
63% |
False |
False |
99,080 |
| 60 |
6,670.0 |
6,040.0 |
630.0 |
9.6% |
83.0 |
1.3% |
81% |
False |
False |
96,212 |
| 80 |
6,670.0 |
5,955.5 |
714.5 |
10.9% |
88.0 |
1.3% |
83% |
False |
False |
91,008 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
80.5 |
1.2% |
69% |
False |
False |
72,913 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
72.5 |
1.1% |
69% |
False |
False |
60,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,100.5 |
|
2.618 |
6,923.5 |
|
1.618 |
6,815.0 |
|
1.000 |
6,748.0 |
|
0.618 |
6,706.5 |
|
HIGH |
6,639.5 |
|
0.618 |
6,598.0 |
|
0.500 |
6,585.0 |
|
0.382 |
6,572.5 |
|
LOW |
6,531.0 |
|
0.618 |
6,464.0 |
|
1.000 |
6,422.5 |
|
1.618 |
6,355.5 |
|
2.618 |
6,247.0 |
|
4.250 |
6,070.0 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,585.0 |
6,600.5 |
| PP |
6,573.5 |
6,584.0 |
| S1 |
6,562.0 |
6,567.0 |
|