| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,856.0 |
2,841.0 |
-15.0 |
-0.5% |
2,794.0 |
| High |
2,857.0 |
2,859.0 |
2.0 |
0.1% |
2,859.0 |
| Low |
2,836.0 |
2,835.0 |
-1.0 |
0.0% |
2,774.0 |
| Close |
2,848.0 |
2,856.0 |
8.0 |
0.3% |
2,856.0 |
| Range |
21.0 |
24.0 |
3.0 |
14.3% |
85.0 |
| ATR |
37.2 |
36.2 |
-0.9 |
-2.5% |
0.0 |
| Volume |
339,685 |
732,088 |
392,403 |
115.5% |
1,694,187 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.0 |
2,913.0 |
2,869.2 |
|
| R3 |
2,898.0 |
2,889.0 |
2,862.6 |
|
| R2 |
2,874.0 |
2,874.0 |
2,860.4 |
|
| R1 |
2,865.0 |
2,865.0 |
2,858.2 |
2,869.5 |
| PP |
2,850.0 |
2,850.0 |
2,850.0 |
2,852.3 |
| S1 |
2,841.0 |
2,841.0 |
2,853.8 |
2,845.5 |
| S2 |
2,826.0 |
2,826.0 |
2,851.6 |
|
| S3 |
2,802.0 |
2,817.0 |
2,849.4 |
|
| S4 |
2,778.0 |
2,793.0 |
2,842.8 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.7 |
3,055.3 |
2,902.8 |
|
| R3 |
2,999.7 |
2,970.3 |
2,879.4 |
|
| R2 |
2,914.7 |
2,914.7 |
2,871.6 |
|
| R1 |
2,885.3 |
2,885.3 |
2,863.8 |
2,900.0 |
| PP |
2,829.7 |
2,829.7 |
2,829.7 |
2,837.0 |
| S1 |
2,800.3 |
2,800.3 |
2,848.2 |
2,815.0 |
| S2 |
2,744.7 |
2,744.7 |
2,840.4 |
|
| S3 |
2,659.7 |
2,715.3 |
2,832.6 |
|
| S4 |
2,574.7 |
2,630.3 |
2,809.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,859.0 |
2,774.0 |
85.0 |
3.0% |
27.2 |
1.0% |
96% |
True |
False |
338,837 |
| 10 |
2,859.0 |
2,699.0 |
160.0 |
5.6% |
34.6 |
1.2% |
98% |
True |
False |
177,354 |
| 20 |
2,859.0 |
2,699.0 |
160.0 |
5.6% |
36.8 |
1.3% |
98% |
True |
False |
89,264 |
| 40 |
2,859.0 |
2,686.0 |
173.0 |
6.1% |
31.7 |
1.1% |
98% |
True |
False |
44,809 |
| 60 |
2,859.0 |
2,481.0 |
378.0 |
13.2% |
35.1 |
1.2% |
99% |
True |
False |
30,074 |
| 80 |
2,859.0 |
2,481.0 |
378.0 |
13.2% |
35.5 |
1.2% |
99% |
True |
False |
22,593 |
| 100 |
2,859.0 |
2,481.0 |
378.0 |
13.2% |
33.3 |
1.2% |
99% |
True |
False |
18,093 |
| 120 |
2,859.0 |
2,477.0 |
382.0 |
13.4% |
32.7 |
1.1% |
99% |
True |
False |
15,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.0 |
|
2.618 |
2,921.8 |
|
1.618 |
2,897.8 |
|
1.000 |
2,883.0 |
|
0.618 |
2,873.8 |
|
HIGH |
2,859.0 |
|
0.618 |
2,849.8 |
|
0.500 |
2,847.0 |
|
0.382 |
2,844.2 |
|
LOW |
2,835.0 |
|
0.618 |
2,820.2 |
|
1.000 |
2,811.0 |
|
1.618 |
2,796.2 |
|
2.618 |
2,772.2 |
|
4.250 |
2,733.0 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,853.0 |
2,852.5 |
| PP |
2,850.0 |
2,849.0 |
| S1 |
2,847.0 |
2,845.5 |
|