| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,638.5 |
6,621.5 |
-17.0 |
-0.3% |
6,652.5 |
| High |
6,658.5 |
6,635.0 |
-23.5 |
-0.4% |
6,670.0 |
| Low |
6,608.5 |
6,603.0 |
-5.5 |
-0.1% |
6,531.0 |
| Close |
6,623.0 |
6,627.0 |
4.0 |
0.1% |
6,627.0 |
| Range |
50.0 |
32.0 |
-18.0 |
-36.0% |
139.0 |
| ATR |
80.7 |
77.2 |
-3.5 |
-4.3% |
0.0 |
| Volume |
15,931 |
15,931 |
0 |
0.0% |
773,750 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,717.5 |
6,704.5 |
6,644.5 |
|
| R3 |
6,685.5 |
6,672.5 |
6,636.0 |
|
| R2 |
6,653.5 |
6,653.5 |
6,633.0 |
|
| R1 |
6,640.5 |
6,640.5 |
6,630.0 |
6,647.0 |
| PP |
6,621.5 |
6,621.5 |
6,621.5 |
6,625.0 |
| S1 |
6,608.5 |
6,608.5 |
6,624.0 |
6,615.0 |
| S2 |
6,589.5 |
6,589.5 |
6,621.0 |
|
| S3 |
6,557.5 |
6,576.5 |
6,618.0 |
|
| S4 |
6,525.5 |
6,544.5 |
6,609.5 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,026.5 |
6,965.5 |
6,703.5 |
|
| R3 |
6,887.5 |
6,826.5 |
6,665.0 |
|
| R2 |
6,748.5 |
6,748.5 |
6,652.5 |
|
| R1 |
6,687.5 |
6,687.5 |
6,639.5 |
6,648.5 |
| PP |
6,609.5 |
6,609.5 |
6,609.5 |
6,590.0 |
| S1 |
6,548.5 |
6,548.5 |
6,614.5 |
6,509.5 |
| S2 |
6,470.5 |
6,470.5 |
6,601.5 |
|
| S3 |
6,331.5 |
6,409.5 |
6,589.0 |
|
| S4 |
6,192.5 |
6,270.5 |
6,550.5 |
|
|
| 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% |
61.0 |
0.9% |
69% |
False |
False |
154,750 |
| 10 |
6,670.0 |
6,506.5 |
163.5 |
2.5% |
55.0 |
0.8% |
74% |
False |
False |
137,792 |
| 20 |
6,670.0 |
6,385.5 |
284.5 |
4.3% |
71.5 |
1.1% |
85% |
False |
False |
110,780 |
| 40 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
78.5 |
1.2% |
87% |
False |
False |
95,919 |
| 60 |
6,670.0 |
6,130.0 |
540.0 |
8.1% |
81.0 |
1.2% |
92% |
False |
False |
93,496 |
| 80 |
6,670.0 |
5,955.5 |
714.5 |
10.8% |
87.0 |
1.3% |
94% |
False |
False |
91,402 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
80.5 |
1.2% |
78% |
False |
False |
73,220 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
73.0 |
1.1% |
78% |
False |
False |
61,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,771.0 |
|
2.618 |
6,719.0 |
|
1.618 |
6,687.0 |
|
1.000 |
6,667.0 |
|
0.618 |
6,655.0 |
|
HIGH |
6,635.0 |
|
0.618 |
6,623.0 |
|
0.500 |
6,619.0 |
|
0.382 |
6,615.0 |
|
LOW |
6,603.0 |
|
0.618 |
6,583.0 |
|
1.000 |
6,571.0 |
|
1.618 |
6,551.0 |
|
2.618 |
6,519.0 |
|
4.250 |
6,467.0 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,624.5 |
6,616.0 |
| PP |
6,621.5 |
6,605.5 |
| S1 |
6,619.0 |
6,595.0 |
|