| 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 |
3,196.25 |
3,168.75 |
-27.50 |
-0.9% |
3,132.75 |
| High |
3,219.25 |
3,196.00 |
-23.25 |
-0.7% |
3,189.25 |
| Low |
3,163.00 |
3,163.00 |
0.00 |
0.0% |
3,130.50 |
| Close |
3,167.75 |
3,190.75 |
23.00 |
0.7% |
3,177.75 |
| Range |
56.25 |
33.00 |
-23.25 |
-41.3% |
58.75 |
| ATR |
35.82 |
35.62 |
-0.20 |
-0.6% |
0.00 |
| Volume |
128,600 |
92,803 |
-35,797 |
-27.8% |
997,463 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,282.25 |
3,269.50 |
3,209.00 |
|
| R3 |
3,249.25 |
3,236.50 |
3,199.75 |
|
| R2 |
3,216.25 |
3,216.25 |
3,196.75 |
|
| R1 |
3,203.50 |
3,203.50 |
3,193.75 |
3,210.00 |
| PP |
3,183.25 |
3,183.25 |
3,183.25 |
3,186.50 |
| S1 |
3,170.50 |
3,170.50 |
3,187.75 |
3,177.00 |
| S2 |
3,150.25 |
3,150.25 |
3,184.75 |
|
| S3 |
3,117.25 |
3,137.50 |
3,181.75 |
|
| S4 |
3,084.25 |
3,104.50 |
3,172.50 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,342.00 |
3,318.75 |
3,210.00 |
|
| R3 |
3,283.25 |
3,260.00 |
3,194.00 |
|
| R2 |
3,224.50 |
3,224.50 |
3,188.50 |
|
| R1 |
3,201.25 |
3,201.25 |
3,183.25 |
3,213.00 |
| PP |
3,165.75 |
3,165.75 |
3,165.75 |
3,171.75 |
| S1 |
3,142.50 |
3,142.50 |
3,172.25 |
3,154.00 |
| S2 |
3,107.00 |
3,107.00 |
3,167.00 |
|
| S3 |
3,048.25 |
3,083.75 |
3,161.50 |
|
| S4 |
2,989.50 |
3,025.00 |
3,145.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,219.25 |
3,160.00 |
59.25 |
1.9% |
31.00 |
1.0% |
52% |
False |
False |
158,371 |
| 10 |
3,219.25 |
3,083.25 |
136.00 |
4.3% |
33.75 |
1.1% |
79% |
False |
False |
186,966 |
| 20 |
3,219.25 |
3,052.50 |
166.75 |
5.2% |
37.50 |
1.2% |
83% |
False |
False |
213,332 |
| 40 |
3,219.25 |
3,023.50 |
195.75 |
6.1% |
34.25 |
1.1% |
85% |
False |
False |
210,496 |
| 60 |
3,219.25 |
2,817.75 |
401.50 |
12.6% |
34.25 |
1.1% |
93% |
False |
False |
205,176 |
| 80 |
3,219.25 |
2,817.75 |
401.50 |
12.6% |
36.75 |
1.2% |
93% |
False |
False |
179,995 |
| 100 |
3,219.25 |
2,817.75 |
401.50 |
12.6% |
34.50 |
1.1% |
93% |
False |
False |
144,047 |
| 120 |
3,219.25 |
2,733.00 |
486.25 |
15.2% |
33.50 |
1.0% |
94% |
False |
False |
120,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,336.25 |
|
2.618 |
3,282.50 |
|
1.618 |
3,249.50 |
|
1.000 |
3,229.00 |
|
0.618 |
3,216.50 |
|
HIGH |
3,196.00 |
|
0.618 |
3,183.50 |
|
0.500 |
3,179.50 |
|
0.382 |
3,175.50 |
|
LOW |
3,163.00 |
|
0.618 |
3,142.50 |
|
1.000 |
3,130.00 |
|
1.618 |
3,109.50 |
|
2.618 |
3,076.50 |
|
4.250 |
3,022.75 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,187.00 |
3,190.75 |
| PP |
3,183.25 |
3,190.50 |
| S1 |
3,179.50 |
3,190.50 |
|