| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,841.0 |
2,898.0 |
57.0 |
2.0% |
2,794.0 |
| High |
2,859.0 |
2,898.0 |
39.0 |
1.4% |
2,859.0 |
| Low |
2,835.0 |
2,871.0 |
36.0 |
1.3% |
2,774.0 |
| Close |
2,856.0 |
2,881.0 |
25.0 |
0.9% |
2,856.0 |
| Range |
24.0 |
27.0 |
3.0 |
12.5% |
85.0 |
| ATR |
36.2 |
36.6 |
0.4 |
1.1% |
0.0 |
| Volume |
732,088 |
1,275,273 |
543,185 |
74.2% |
1,694,187 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.3 |
2,949.7 |
2,895.9 |
|
| R3 |
2,937.3 |
2,922.7 |
2,888.4 |
|
| R2 |
2,910.3 |
2,910.3 |
2,886.0 |
|
| R1 |
2,895.7 |
2,895.7 |
2,883.5 |
2,889.5 |
| PP |
2,883.3 |
2,883.3 |
2,883.3 |
2,880.3 |
| S1 |
2,868.7 |
2,868.7 |
2,878.5 |
2,862.5 |
| S2 |
2,856.3 |
2,856.3 |
2,876.1 |
|
| S3 |
2,829.3 |
2,841.7 |
2,873.6 |
|
| S4 |
2,802.3 |
2,814.7 |
2,866.2 |
|
|
| 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 |
2,898.0 |
2,800.0 |
98.0 |
3.4% |
27.4 |
1.0% |
83% |
True |
False |
570,266 |
| 10 |
2,898.0 |
2,712.0 |
186.0 |
6.5% |
32.5 |
1.1% |
91% |
True |
False |
304,244 |
| 20 |
2,898.0 |
2,699.0 |
199.0 |
6.9% |
36.5 |
1.3% |
91% |
True |
False |
153,002 |
| 40 |
2,898.0 |
2,699.0 |
199.0 |
6.9% |
31.9 |
1.1% |
91% |
True |
False |
76,690 |
| 60 |
2,898.0 |
2,481.0 |
417.0 |
14.5% |
34.4 |
1.2% |
96% |
True |
False |
51,318 |
| 80 |
2,898.0 |
2,481.0 |
417.0 |
14.5% |
35.5 |
1.2% |
96% |
True |
False |
38,533 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.5% |
33.4 |
1.2% |
96% |
True |
False |
30,845 |
| 120 |
2,898.0 |
2,477.0 |
421.0 |
14.6% |
32.8 |
1.1% |
96% |
True |
False |
25,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.8 |
|
2.618 |
2,968.7 |
|
1.618 |
2,941.7 |
|
1.000 |
2,925.0 |
|
0.618 |
2,914.7 |
|
HIGH |
2,898.0 |
|
0.618 |
2,887.7 |
|
0.500 |
2,884.5 |
|
0.382 |
2,881.3 |
|
LOW |
2,871.0 |
|
0.618 |
2,854.3 |
|
1.000 |
2,844.0 |
|
1.618 |
2,827.3 |
|
2.618 |
2,800.3 |
|
4.250 |
2,756.3 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,884.5 |
2,876.2 |
| PP |
2,883.3 |
2,871.3 |
| S1 |
2,882.2 |
2,866.5 |
|