| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,898.0 |
2,873.0 |
-25.0 |
-0.9% |
2,794.0 |
| High |
2,898.0 |
2,885.0 |
-13.0 |
-0.4% |
2,859.0 |
| Low |
2,871.0 |
2,863.0 |
-8.0 |
-0.3% |
2,774.0 |
| Close |
2,881.0 |
2,879.0 |
-2.0 |
-0.1% |
2,856.0 |
| Range |
27.0 |
22.0 |
-5.0 |
-18.5% |
85.0 |
| ATR |
36.6 |
35.6 |
-1.0 |
-2.9% |
0.0 |
| Volume |
1,275,273 |
1,159,506 |
-115,767 |
-9.1% |
1,694,187 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.7 |
2,932.3 |
2,891.1 |
|
| R3 |
2,919.7 |
2,910.3 |
2,885.1 |
|
| R2 |
2,897.7 |
2,897.7 |
2,883.0 |
|
| R1 |
2,888.3 |
2,888.3 |
2,881.0 |
2,893.0 |
| PP |
2,875.7 |
2,875.7 |
2,875.7 |
2,878.0 |
| S1 |
2,866.3 |
2,866.3 |
2,877.0 |
2,871.0 |
| S2 |
2,853.7 |
2,853.7 |
2,875.0 |
|
| S3 |
2,831.7 |
2,844.3 |
2,873.0 |
|
| S4 |
2,809.7 |
2,822.3 |
2,866.9 |
|
|
| 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 |
2,832.0 |
66.0 |
2.3% |
23.6 |
0.8% |
71% |
False |
False |
749,393 |
| 10 |
2,898.0 |
2,712.0 |
186.0 |
6.5% |
29.7 |
1.0% |
90% |
False |
False |
418,195 |
| 20 |
2,898.0 |
2,699.0 |
199.0 |
6.9% |
35.9 |
1.2% |
90% |
False |
False |
210,960 |
| 40 |
2,898.0 |
2,699.0 |
199.0 |
6.9% |
32.0 |
1.1% |
90% |
False |
False |
105,677 |
| 60 |
2,898.0 |
2,514.0 |
384.0 |
13.3% |
33.9 |
1.2% |
95% |
False |
False |
70,622 |
| 80 |
2,898.0 |
2,481.0 |
417.0 |
14.5% |
35.6 |
1.2% |
95% |
False |
False |
53,026 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.5% |
33.5 |
1.2% |
95% |
False |
False |
42,438 |
| 120 |
2,898.0 |
2,477.0 |
421.0 |
14.6% |
32.7 |
1.1% |
95% |
False |
False |
35,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.5 |
|
2.618 |
2,942.6 |
|
1.618 |
2,920.6 |
|
1.000 |
2,907.0 |
|
0.618 |
2,898.6 |
|
HIGH |
2,885.0 |
|
0.618 |
2,876.6 |
|
0.500 |
2,874.0 |
|
0.382 |
2,871.4 |
|
LOW |
2,863.0 |
|
0.618 |
2,849.4 |
|
1.000 |
2,841.0 |
|
1.618 |
2,827.4 |
|
2.618 |
2,805.4 |
|
4.250 |
2,769.5 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,877.3 |
2,874.8 |
| PP |
2,875.7 |
2,870.7 |
| S1 |
2,874.0 |
2,866.5 |
|