| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,841.0 |
2,856.0 |
15.0 |
0.5% |
2,773.0 |
| High |
2,856.0 |
2,857.0 |
1.0 |
0.0% |
2,792.0 |
| Low |
2,832.0 |
2,836.0 |
4.0 |
0.1% |
2,712.0 |
| Close |
2,845.0 |
2,848.0 |
3.0 |
0.1% |
2,786.0 |
| Range |
24.0 |
21.0 |
-3.0 |
-12.5% |
80.0 |
| ATR |
38.4 |
37.2 |
-1.2 |
-3.2% |
0.0 |
| Volume |
240,413 |
339,685 |
99,272 |
41.3% |
72,982 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.0 |
2,900.0 |
2,859.6 |
|
| R3 |
2,889.0 |
2,879.0 |
2,853.8 |
|
| R2 |
2,868.0 |
2,868.0 |
2,851.9 |
|
| R1 |
2,858.0 |
2,858.0 |
2,849.9 |
2,852.5 |
| PP |
2,847.0 |
2,847.0 |
2,847.0 |
2,844.3 |
| S1 |
2,837.0 |
2,837.0 |
2,846.1 |
2,831.5 |
| S2 |
2,826.0 |
2,826.0 |
2,844.2 |
|
| S3 |
2,805.0 |
2,816.0 |
2,842.2 |
|
| S4 |
2,784.0 |
2,795.0 |
2,836.5 |
|
|
| 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 |
2,857.0 |
2,748.0 |
109.0 |
3.8% |
31.2 |
1.1% |
92% |
True |
False |
197,645 |
| 10 |
2,857.0 |
2,699.0 |
158.0 |
5.5% |
34.8 |
1.2% |
94% |
True |
False |
104,317 |
| 20 |
2,857.0 |
2,699.0 |
158.0 |
5.5% |
37.6 |
1.3% |
94% |
True |
False |
52,718 |
| 40 |
2,857.0 |
2,658.0 |
199.0 |
7.0% |
32.3 |
1.1% |
95% |
True |
False |
26,508 |
| 60 |
2,857.0 |
2,481.0 |
376.0 |
13.2% |
35.8 |
1.3% |
98% |
True |
False |
17,874 |
| 80 |
2,857.0 |
2,481.0 |
376.0 |
13.2% |
35.6 |
1.2% |
98% |
True |
False |
13,442 |
| 100 |
2,857.0 |
2,481.0 |
376.0 |
13.2% |
33.5 |
1.2% |
98% |
True |
False |
10,772 |
| 120 |
2,857.0 |
2,477.0 |
380.0 |
13.3% |
33.1 |
1.2% |
98% |
True |
False |
8,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.3 |
|
2.618 |
2,912.0 |
|
1.618 |
2,891.0 |
|
1.000 |
2,878.0 |
|
0.618 |
2,870.0 |
|
HIGH |
2,857.0 |
|
0.618 |
2,849.0 |
|
0.500 |
2,846.5 |
|
0.382 |
2,844.0 |
|
LOW |
2,836.0 |
|
0.618 |
2,823.0 |
|
1.000 |
2,815.0 |
|
1.618 |
2,802.0 |
|
2.618 |
2,781.0 |
|
4.250 |
2,746.8 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,847.5 |
2,841.5 |
| PP |
2,847.0 |
2,835.0 |
| S1 |
2,846.5 |
2,828.5 |
|