| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,800.0 |
2,841.0 |
41.0 |
1.5% |
2,773.0 |
| High |
2,841.0 |
2,856.0 |
15.0 |
0.5% |
2,792.0 |
| Low |
2,800.0 |
2,832.0 |
32.0 |
1.1% |
2,712.0 |
| Close |
2,839.0 |
2,845.0 |
6.0 |
0.2% |
2,786.0 |
| Range |
41.0 |
24.0 |
-17.0 |
-41.5% |
80.0 |
| ATR |
39.5 |
38.4 |
-1.1 |
-2.8% |
0.0 |
| Volume |
263,874 |
240,413 |
-23,461 |
-8.9% |
72,982 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.3 |
2,904.7 |
2,858.2 |
|
| R3 |
2,892.3 |
2,880.7 |
2,851.6 |
|
| R2 |
2,868.3 |
2,868.3 |
2,849.4 |
|
| R1 |
2,856.7 |
2,856.7 |
2,847.2 |
2,862.5 |
| PP |
2,844.3 |
2,844.3 |
2,844.3 |
2,847.3 |
| S1 |
2,832.7 |
2,832.7 |
2,842.8 |
2,838.5 |
| S2 |
2,820.3 |
2,820.3 |
2,840.6 |
|
| S3 |
2,796.3 |
2,808.7 |
2,838.4 |
|
| S4 |
2,772.3 |
2,784.7 |
2,831.8 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.3 |
2,974.7 |
2,830.0 |
|
| R3 |
2,923.3 |
2,894.7 |
2,808.0 |
|
| R2 |
2,843.3 |
2,843.3 |
2,800.7 |
|
| R1 |
2,814.7 |
2,814.7 |
2,793.3 |
2,829.0 |
| PP |
2,763.3 |
2,763.3 |
2,763.3 |
2,770.5 |
| S1 |
2,734.7 |
2,734.7 |
2,778.7 |
2,749.0 |
| S2 |
2,683.3 |
2,683.3 |
2,771.3 |
|
| S3 |
2,603.3 |
2,654.7 |
2,764.0 |
|
| S4 |
2,523.3 |
2,574.7 |
2,742.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,856.0 |
2,736.0 |
120.0 |
4.2% |
32.6 |
1.1% |
91% |
True |
False |
130,835 |
| 10 |
2,856.0 |
2,699.0 |
157.0 |
5.5% |
35.9 |
1.3% |
93% |
True |
False |
70,550 |
| 20 |
2,856.0 |
2,699.0 |
157.0 |
5.5% |
37.4 |
1.3% |
93% |
True |
False |
35,738 |
| 40 |
2,856.0 |
2,634.0 |
222.0 |
7.8% |
32.8 |
1.2% |
95% |
True |
False |
18,017 |
| 60 |
2,856.0 |
2,481.0 |
375.0 |
13.2% |
36.0 |
1.3% |
97% |
True |
False |
12,213 |
| 80 |
2,856.0 |
2,481.0 |
375.0 |
13.2% |
35.9 |
1.3% |
97% |
True |
False |
9,197 |
| 100 |
2,856.0 |
2,481.0 |
375.0 |
13.2% |
34.1 |
1.2% |
97% |
True |
False |
7,376 |
| 120 |
2,856.0 |
2,477.0 |
379.0 |
13.3% |
33.0 |
1.2% |
97% |
True |
False |
6,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.0 |
|
2.618 |
2,918.8 |
|
1.618 |
2,894.8 |
|
1.000 |
2,880.0 |
|
0.618 |
2,870.8 |
|
HIGH |
2,856.0 |
|
0.618 |
2,846.8 |
|
0.500 |
2,844.0 |
|
0.382 |
2,841.2 |
|
LOW |
2,832.0 |
|
0.618 |
2,817.2 |
|
1.000 |
2,808.0 |
|
1.618 |
2,793.2 |
|
2.618 |
2,769.2 |
|
4.250 |
2,730.0 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,844.7 |
2,835.0 |
| PP |
2,844.3 |
2,825.0 |
| S1 |
2,844.0 |
2,815.0 |
|