| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,192.75 |
3,232.00 |
39.25 |
1.2% |
3,132.75 |
| High |
3,236.25 |
3,245.00 |
8.75 |
0.3% |
3,189.25 |
| Low |
3,189.75 |
3,232.00 |
42.25 |
1.3% |
3,130.50 |
| Close |
3,228.75 |
3,239.25 |
10.50 |
0.3% |
3,177.75 |
| Range |
46.50 |
13.00 |
-33.50 |
-72.0% |
58.75 |
| ATR |
36.39 |
34.96 |
-1.44 |
-4.0% |
0.00 |
| Volume |
56,730 |
46,234 |
-10,496 |
-18.5% |
997,463 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,277.75 |
3,271.50 |
3,246.50 |
|
| R3 |
3,264.75 |
3,258.50 |
3,242.75 |
|
| R2 |
3,251.75 |
3,251.75 |
3,241.75 |
|
| R1 |
3,245.50 |
3,245.50 |
3,240.50 |
3,248.50 |
| PP |
3,238.75 |
3,238.75 |
3,238.75 |
3,240.25 |
| S1 |
3,232.50 |
3,232.50 |
3,238.00 |
3,235.50 |
| S2 |
3,225.75 |
3,225.75 |
3,236.75 |
|
| S3 |
3,212.75 |
3,219.50 |
3,235.75 |
|
| S4 |
3,199.75 |
3,206.50 |
3,232.00 |
|
|
| 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 |
3,245.00 |
3,161.75 |
83.25 |
2.6% |
34.00 |
1.0% |
93% |
True |
False |
89,291 |
| 10 |
3,245.00 |
3,096.50 |
148.50 |
4.6% |
33.50 |
1.0% |
96% |
True |
False |
160,296 |
| 20 |
3,245.00 |
3,052.50 |
192.50 |
5.9% |
36.75 |
1.1% |
97% |
True |
False |
195,497 |
| 40 |
3,245.00 |
3,027.50 |
217.50 |
6.7% |
34.00 |
1.0% |
97% |
True |
False |
201,160 |
| 60 |
3,245.00 |
2,845.75 |
399.25 |
12.3% |
33.75 |
1.0% |
99% |
True |
False |
196,615 |
| 80 |
3,245.00 |
2,817.75 |
427.25 |
13.2% |
36.50 |
1.1% |
99% |
True |
False |
181,268 |
| 100 |
3,245.00 |
2,817.75 |
427.25 |
13.2% |
34.50 |
1.1% |
99% |
True |
False |
145,076 |
| 120 |
3,245.00 |
2,733.00 |
512.00 |
15.8% |
33.50 |
1.0% |
99% |
True |
False |
120,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,300.25 |
|
2.618 |
3,279.00 |
|
1.618 |
3,266.00 |
|
1.000 |
3,258.00 |
|
0.618 |
3,253.00 |
|
HIGH |
3,245.00 |
|
0.618 |
3,240.00 |
|
0.500 |
3,238.50 |
|
0.382 |
3,237.00 |
|
LOW |
3,232.00 |
|
0.618 |
3,224.00 |
|
1.000 |
3,219.00 |
|
1.618 |
3,211.00 |
|
2.618 |
3,198.00 |
|
4.250 |
3,176.75 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,239.00 |
3,227.50 |
| PP |
3,238.75 |
3,215.75 |
| S1 |
3,238.50 |
3,204.00 |
|