| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,321.5 |
1,323.5 |
2.0 |
0.2% |
1,333.5 |
| High |
1,329.4 |
1,338.3 |
8.9 |
0.7% |
1,375.4 |
| Low |
1,305.5 |
1,316.6 |
11.1 |
0.9% |
1,291.5 |
| Close |
1,316.3 |
1,336.2 |
19.9 |
1.5% |
1,332.5 |
| Range |
23.9 |
21.7 |
-2.2 |
-9.2% |
83.9 |
| ATR |
32.5 |
31.8 |
-0.8 |
-2.3% |
0.0 |
| Volume |
155,023 |
145,962 |
-9,061 |
-5.8% |
909,850 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.5 |
1,387.5 |
1,348.1 |
|
| R3 |
1,373.8 |
1,365.8 |
1,342.2 |
|
| R2 |
1,352.1 |
1,352.1 |
1,340.2 |
|
| R1 |
1,344.1 |
1,344.1 |
1,338.2 |
1,348.1 |
| PP |
1,330.4 |
1,330.4 |
1,330.4 |
1,332.4 |
| S1 |
1,322.4 |
1,322.4 |
1,334.2 |
1,326.4 |
| S2 |
1,308.7 |
1,308.7 |
1,332.2 |
|
| S3 |
1,287.0 |
1,300.7 |
1,330.2 |
|
| S4 |
1,265.3 |
1,279.0 |
1,324.3 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,584.8 |
1,542.6 |
1,378.6 |
|
| R3 |
1,500.9 |
1,458.7 |
1,355.6 |
|
| R2 |
1,417.0 |
1,417.0 |
1,347.9 |
|
| R1 |
1,374.8 |
1,374.8 |
1,340.2 |
1,354.0 |
| PP |
1,333.1 |
1,333.1 |
1,333.1 |
1,322.7 |
| S1 |
1,290.9 |
1,290.9 |
1,324.8 |
1,270.1 |
| S2 |
1,249.2 |
1,249.2 |
1,317.1 |
|
| S3 |
1,165.3 |
1,207.0 |
1,309.4 |
|
| S4 |
1,081.4 |
1,123.1 |
1,286.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,375.4 |
1,305.5 |
69.9 |
5.2% |
24.9 |
1.9% |
44% |
False |
False |
162,303 |
| 10 |
1,375.4 |
1,291.5 |
83.9 |
6.3% |
32.5 |
2.4% |
53% |
False |
False |
170,580 |
| 20 |
1,434.0 |
1,291.5 |
142.5 |
10.7% |
29.3 |
2.2% |
31% |
False |
False |
156,912 |
| 40 |
1,434.0 |
1,271.8 |
162.2 |
12.1% |
27.9 |
2.1% |
40% |
False |
False |
152,892 |
| 60 |
1,434.0 |
1,209.4 |
224.6 |
16.8% |
27.0 |
2.0% |
56% |
False |
False |
114,311 |
| 80 |
1,434.0 |
1,182.6 |
251.4 |
18.8% |
27.8 |
2.1% |
61% |
False |
False |
87,382 |
| 100 |
1,482.0 |
1,182.6 |
299.4 |
22.4% |
28.5 |
2.1% |
51% |
False |
False |
71,308 |
| 120 |
1,594.6 |
1,182.6 |
412.0 |
30.8% |
30.4 |
2.3% |
37% |
False |
False |
60,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,430.5 |
|
2.618 |
1,395.1 |
|
1.618 |
1,373.4 |
|
1.000 |
1,360.0 |
|
0.618 |
1,351.7 |
|
HIGH |
1,338.3 |
|
0.618 |
1,330.0 |
|
0.500 |
1,327.5 |
|
0.382 |
1,324.9 |
|
LOW |
1,316.6 |
|
0.618 |
1,303.2 |
|
1.000 |
1,294.9 |
|
1.618 |
1,281.5 |
|
2.618 |
1,259.8 |
|
4.250 |
1,224.4 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,333.3 |
1,331.4 |
| PP |
1,330.4 |
1,326.7 |
| S1 |
1,327.5 |
1,321.9 |
|