| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,323.5 |
1,333.1 |
9.6 |
0.7% |
1,333.5 |
| High |
1,338.3 |
1,340.0 |
1.7 |
0.1% |
1,375.4 |
| Low |
1,316.6 |
1,319.2 |
2.6 |
0.2% |
1,291.5 |
| Close |
1,336.2 |
1,324.1 |
-12.1 |
-0.9% |
1,332.5 |
| Range |
21.7 |
20.8 |
-0.9 |
-4.1% |
83.9 |
| ATR |
31.8 |
31.0 |
-0.8 |
-2.5% |
0.0 |
| Volume |
145,962 |
159,097 |
13,135 |
9.0% |
909,850 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,390.2 |
1,377.9 |
1,335.5 |
|
| R3 |
1,369.4 |
1,357.1 |
1,329.8 |
|
| R2 |
1,348.6 |
1,348.6 |
1,327.9 |
|
| R1 |
1,336.3 |
1,336.3 |
1,326.0 |
1,332.1 |
| PP |
1,327.8 |
1,327.8 |
1,327.8 |
1,325.6 |
| S1 |
1,315.5 |
1,315.5 |
1,322.2 |
1,311.3 |
| S2 |
1,307.0 |
1,307.0 |
1,320.3 |
|
| S3 |
1,286.2 |
1,294.7 |
1,318.4 |
|
| S4 |
1,265.4 |
1,273.9 |
1,312.7 |
|
|
| 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 |
1,368.4 |
1,305.5 |
62.9 |
4.8% |
25.7 |
1.9% |
30% |
False |
False |
158,116 |
| 10 |
1,375.4 |
1,291.5 |
83.9 |
6.3% |
30.0 |
2.3% |
39% |
False |
False |
167,982 |
| 20 |
1,418.6 |
1,291.5 |
127.1 |
9.6% |
29.3 |
2.2% |
26% |
False |
False |
156,516 |
| 40 |
1,434.0 |
1,271.8 |
162.2 |
12.2% |
27.5 |
2.1% |
32% |
False |
False |
151,399 |
| 60 |
1,434.0 |
1,209.4 |
224.6 |
17.0% |
26.9 |
2.0% |
51% |
False |
False |
116,698 |
| 80 |
1,434.0 |
1,182.6 |
251.4 |
19.0% |
27.8 |
2.1% |
56% |
False |
False |
89,318 |
| 100 |
1,478.9 |
1,182.6 |
296.3 |
22.4% |
28.6 |
2.2% |
48% |
False |
False |
72,861 |
| 120 |
1,594.6 |
1,182.6 |
412.0 |
31.1% |
30.5 |
2.3% |
34% |
False |
False |
61,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,428.4 |
|
2.618 |
1,394.5 |
|
1.618 |
1,373.7 |
|
1.000 |
1,360.8 |
|
0.618 |
1,352.9 |
|
HIGH |
1,340.0 |
|
0.618 |
1,332.1 |
|
0.500 |
1,329.6 |
|
0.382 |
1,327.1 |
|
LOW |
1,319.2 |
|
0.618 |
1,306.3 |
|
1.000 |
1,298.4 |
|
1.618 |
1,285.5 |
|
2.618 |
1,264.7 |
|
4.250 |
1,230.8 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.6 |
1,323.7 |
| PP |
1,327.8 |
1,323.2 |
| S1 |
1,325.9 |
1,322.8 |
|