| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,184.25 |
3,184.25 |
0.00 |
0.0% |
3,088.75 |
| High |
3,188.75 |
3,186.75 |
-2.00 |
-0.1% |
3,150.25 |
| Low |
3,160.00 |
3,170.25 |
10.25 |
0.3% |
3,076.00 |
| Close |
3,178.50 |
3,176.00 |
-2.50 |
-0.1% |
3,129.50 |
| Range |
28.75 |
16.50 |
-12.25 |
-42.6% |
74.25 |
| ATR |
36.73 |
35.28 |
-1.44 |
-3.9% |
0.00 |
| Volume |
220,768 |
227,594 |
6,826 |
3.1% |
965,179 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.25 |
3,218.00 |
3,185.00 |
|
| R3 |
3,210.75 |
3,201.50 |
3,180.50 |
|
| R2 |
3,194.25 |
3,194.25 |
3,179.00 |
|
| R1 |
3,185.00 |
3,185.00 |
3,177.50 |
3,181.50 |
| PP |
3,177.75 |
3,177.75 |
3,177.75 |
3,175.75 |
| S1 |
3,168.50 |
3,168.50 |
3,174.50 |
3,165.00 |
| S2 |
3,161.25 |
3,161.25 |
3,173.00 |
|
| S3 |
3,144.75 |
3,152.00 |
3,171.50 |
|
| S4 |
3,128.25 |
3,135.50 |
3,167.00 |
|
|
| 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 |
3,189.25 |
3,096.50 |
92.75 |
2.9% |
33.25 |
1.0% |
86% |
False |
False |
231,300 |
| 10 |
3,189.25 |
3,062.00 |
127.25 |
4.0% |
35.25 |
1.1% |
90% |
False |
False |
234,067 |
| 20 |
3,189.25 |
3,052.50 |
136.75 |
4.3% |
37.50 |
1.2% |
90% |
False |
False |
231,500 |
| 40 |
3,189.25 |
3,023.50 |
165.75 |
5.2% |
33.25 |
1.0% |
92% |
False |
False |
215,001 |
| 60 |
3,189.25 |
2,817.75 |
371.50 |
11.7% |
35.50 |
1.1% |
96% |
False |
False |
218,892 |
| 80 |
3,189.25 |
2,817.75 |
371.50 |
11.7% |
37.00 |
1.2% |
96% |
False |
False |
175,723 |
| 100 |
3,189.25 |
2,799.00 |
390.25 |
12.3% |
34.00 |
1.1% |
97% |
False |
False |
140,615 |
| 120 |
3,189.25 |
2,733.00 |
456.25 |
14.4% |
33.25 |
1.0% |
97% |
False |
False |
117,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,257.00 |
|
2.618 |
3,230.00 |
|
1.618 |
3,213.50 |
|
1.000 |
3,203.25 |
|
0.618 |
3,197.00 |
|
HIGH |
3,186.75 |
|
0.618 |
3,180.50 |
|
0.500 |
3,178.50 |
|
0.382 |
3,176.50 |
|
LOW |
3,170.25 |
|
0.618 |
3,160.00 |
|
1.000 |
3,153.75 |
|
1.618 |
3,143.50 |
|
2.618 |
3,127.00 |
|
4.250 |
3,100.00 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,178.50 |
3,175.50 |
| PP |
3,177.75 |
3,175.00 |
| S1 |
3,176.75 |
3,174.50 |
|