| 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 |
1,366.7 |
1,391.1 |
24.4 |
1.8% |
1,394.0 |
| High |
1,393.6 |
1,395.0 |
1.4 |
0.1% |
1,416.4 |
| Low |
1,358.8 |
1,381.9 |
23.1 |
1.7% |
1,358.8 |
| Close |
1,386.5 |
1,386.7 |
0.2 |
0.0% |
1,386.5 |
| Range |
34.8 |
13.1 |
-21.7 |
-62.4% |
57.6 |
| ATR |
27.9 |
26.9 |
-1.1 |
-3.8% |
0.0 |
| Volume |
161,533 |
80,509 |
-81,024 |
-50.2% |
681,172 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,427.2 |
1,420.0 |
1,393.9 |
|
| R3 |
1,414.1 |
1,406.9 |
1,390.3 |
|
| R2 |
1,401.0 |
1,401.0 |
1,389.1 |
|
| R1 |
1,393.8 |
1,393.8 |
1,387.9 |
1,390.9 |
| PP |
1,387.9 |
1,387.9 |
1,387.9 |
1,386.4 |
| S1 |
1,380.7 |
1,380.7 |
1,385.5 |
1,377.8 |
| S2 |
1,374.8 |
1,374.8 |
1,384.3 |
|
| S3 |
1,361.7 |
1,367.6 |
1,383.1 |
|
| S4 |
1,348.6 |
1,354.5 |
1,379.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,560.0 |
1,530.9 |
1,418.2 |
|
| R3 |
1,502.4 |
1,473.3 |
1,402.3 |
|
| R2 |
1,444.8 |
1,444.8 |
1,397.1 |
|
| R1 |
1,415.7 |
1,415.7 |
1,391.8 |
1,401.5 |
| PP |
1,387.2 |
1,387.2 |
1,387.2 |
1,380.1 |
| S1 |
1,358.1 |
1,358.1 |
1,381.2 |
1,343.9 |
| S2 |
1,329.6 |
1,329.6 |
1,375.9 |
|
| S3 |
1,272.0 |
1,300.5 |
1,370.7 |
|
| S4 |
1,214.4 |
1,242.9 |
1,354.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,416.4 |
1,358.8 |
57.6 |
4.2% |
31.3 |
2.3% |
48% |
False |
False |
152,336 |
| 10 |
1,434.0 |
1,358.8 |
75.2 |
5.4% |
26.1 |
1.9% |
37% |
False |
False |
146,388 |
| 20 |
1,434.0 |
1,313.5 |
120.5 |
8.7% |
26.8 |
1.9% |
61% |
False |
False |
149,849 |
| 40 |
1,434.0 |
1,270.6 |
163.4 |
11.8% |
25.7 |
1.9% |
71% |
False |
False |
118,942 |
| 60 |
1,434.0 |
1,182.6 |
251.4 |
18.1% |
27.8 |
2.0% |
81% |
False |
False |
83,701 |
| 80 |
1,434.0 |
1,182.6 |
251.4 |
18.1% |
28.4 |
2.0% |
81% |
False |
False |
64,257 |
| 100 |
1,490.5 |
1,182.6 |
307.9 |
22.2% |
28.5 |
2.1% |
66% |
False |
False |
52,362 |
| 120 |
1,621.8 |
1,182.6 |
439.2 |
31.7% |
29.0 |
2.1% |
46% |
False |
False |
44,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,450.7 |
|
2.618 |
1,429.3 |
|
1.618 |
1,416.2 |
|
1.000 |
1,408.1 |
|
0.618 |
1,403.1 |
|
HIGH |
1,395.0 |
|
0.618 |
1,390.0 |
|
0.500 |
1,388.5 |
|
0.382 |
1,386.9 |
|
LOW |
1,381.9 |
|
0.618 |
1,373.8 |
|
1.000 |
1,368.8 |
|
1.618 |
1,360.7 |
|
2.618 |
1,347.6 |
|
4.250 |
1,326.2 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,388.5 |
1,384.3 |
| PP |
1,387.9 |
1,381.8 |
| S1 |
1,387.3 |
1,379.4 |
|