| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,128.50 |
3,132.75 |
4.25 |
0.1% |
3,088.75 |
| High |
3,150.25 |
3,175.25 |
25.00 |
0.8% |
3,150.25 |
| Low |
3,096.50 |
3,130.50 |
34.00 |
1.1% |
3,076.00 |
| Close |
3,129.50 |
3,165.00 |
35.50 |
1.1% |
3,129.50 |
| Range |
53.75 |
44.75 |
-9.00 |
-16.7% |
74.25 |
| ATR |
37.78 |
38.35 |
0.57 |
1.5% |
0.00 |
| Volume |
281,130 |
196,240 |
-84,890 |
-30.2% |
965,179 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,291.25 |
3,272.75 |
3,189.50 |
|
| R3 |
3,246.50 |
3,228.00 |
3,177.25 |
|
| R2 |
3,201.75 |
3,201.75 |
3,173.25 |
|
| R1 |
3,183.25 |
3,183.25 |
3,169.00 |
3,192.50 |
| PP |
3,157.00 |
3,157.00 |
3,157.00 |
3,161.50 |
| S1 |
3,138.50 |
3,138.50 |
3,161.00 |
3,147.75 |
| S2 |
3,112.25 |
3,112.25 |
3,156.75 |
|
| S3 |
3,067.50 |
3,093.75 |
3,152.75 |
|
| S4 |
3,022.75 |
3,049.00 |
3,140.50 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,341.25 |
3,309.75 |
3,170.25 |
|
| R3 |
3,267.00 |
3,235.50 |
3,150.00 |
|
| R2 |
3,192.75 |
3,192.75 |
3,143.00 |
|
| R1 |
3,161.25 |
3,161.25 |
3,136.25 |
3,177.00 |
| PP |
3,118.50 |
3,118.50 |
3,118.50 |
3,126.50 |
| S1 |
3,087.00 |
3,087.00 |
3,122.75 |
3,102.75 |
| S2 |
3,044.25 |
3,044.25 |
3,116.00 |
|
| S3 |
2,970.00 |
3,012.75 |
3,109.00 |
|
| S4 |
2,895.75 |
2,938.50 |
3,088.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,175.25 |
3,076.00 |
99.25 |
3.1% |
39.75 |
1.3% |
90% |
True |
False |
232,283 |
| 10 |
3,175.25 |
3,052.50 |
122.75 |
3.9% |
41.50 |
1.3% |
92% |
True |
False |
239,943 |
| 20 |
3,175.25 |
3,052.50 |
122.75 |
3.9% |
39.50 |
1.2% |
92% |
True |
False |
229,768 |
| 40 |
3,175.25 |
3,023.50 |
151.75 |
4.8% |
33.00 |
1.0% |
93% |
True |
False |
209,170 |
| 60 |
3,175.25 |
2,817.75 |
357.50 |
11.3% |
36.25 |
1.1% |
97% |
True |
False |
220,439 |
| 80 |
3,175.25 |
2,817.75 |
357.50 |
11.3% |
37.00 |
1.2% |
97% |
True |
False |
167,243 |
| 100 |
3,175.25 |
2,733.00 |
442.25 |
14.0% |
34.25 |
1.1% |
98% |
True |
False |
133,826 |
| 120 |
3,175.25 |
2,733.00 |
442.25 |
14.0% |
33.00 |
1.0% |
98% |
True |
False |
111,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,365.50 |
|
2.618 |
3,292.50 |
|
1.618 |
3,247.75 |
|
1.000 |
3,220.00 |
|
0.618 |
3,203.00 |
|
HIGH |
3,175.25 |
|
0.618 |
3,158.25 |
|
0.500 |
3,153.00 |
|
0.382 |
3,147.50 |
|
LOW |
3,130.50 |
|
0.618 |
3,102.75 |
|
1.000 |
3,085.75 |
|
1.618 |
3,058.00 |
|
2.618 |
3,013.25 |
|
4.250 |
2,940.25 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,161.00 |
3,155.25 |
| PP |
3,157.00 |
3,145.50 |
| S1 |
3,153.00 |
3,136.00 |
|