| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,873.0 |
2,889.0 |
16.0 |
0.6% |
2,794.0 |
| High |
2,885.0 |
2,944.0 |
59.0 |
2.0% |
2,859.0 |
| Low |
2,863.0 |
2,874.0 |
11.0 |
0.4% |
2,774.0 |
| Close |
2,879.0 |
2,891.0 |
12.0 |
0.4% |
2,856.0 |
| Range |
22.0 |
70.0 |
48.0 |
218.2% |
85.0 |
| ATR |
35.6 |
38.0 |
2.5 |
6.9% |
0.0 |
| Volume |
1,159,506 |
889,748 |
-269,758 |
-23.3% |
1,694,187 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,113.0 |
3,072.0 |
2,929.5 |
|
| R3 |
3,043.0 |
3,002.0 |
2,910.3 |
|
| R2 |
2,973.0 |
2,973.0 |
2,903.8 |
|
| R1 |
2,932.0 |
2,932.0 |
2,897.4 |
2,952.5 |
| PP |
2,903.0 |
2,903.0 |
2,903.0 |
2,913.3 |
| S1 |
2,862.0 |
2,862.0 |
2,884.6 |
2,882.5 |
| S2 |
2,833.0 |
2,833.0 |
2,878.2 |
|
| S3 |
2,763.0 |
2,792.0 |
2,871.8 |
|
| S4 |
2,693.0 |
2,722.0 |
2,852.5 |
|
|
| 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 |
2,944.0 |
2,835.0 |
109.0 |
3.8% |
32.8 |
1.1% |
51% |
True |
False |
879,260 |
| 10 |
2,944.0 |
2,736.0 |
208.0 |
7.2% |
32.7 |
1.1% |
75% |
True |
False |
505,047 |
| 20 |
2,944.0 |
2,699.0 |
245.0 |
8.5% |
37.5 |
1.3% |
78% |
True |
False |
255,434 |
| 40 |
2,944.0 |
2,699.0 |
245.0 |
8.5% |
33.3 |
1.2% |
78% |
True |
False |
127,919 |
| 60 |
2,944.0 |
2,523.0 |
421.0 |
14.6% |
34.7 |
1.2% |
87% |
True |
False |
85,444 |
| 80 |
2,944.0 |
2,481.0 |
463.0 |
16.0% |
36.0 |
1.2% |
89% |
True |
False |
64,147 |
| 100 |
2,944.0 |
2,481.0 |
463.0 |
16.0% |
33.8 |
1.2% |
89% |
True |
False |
51,331 |
| 120 |
2,944.0 |
2,477.0 |
467.0 |
16.2% |
33.0 |
1.1% |
89% |
True |
False |
42,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,241.5 |
|
2.618 |
3,127.3 |
|
1.618 |
3,057.3 |
|
1.000 |
3,014.0 |
|
0.618 |
2,987.3 |
|
HIGH |
2,944.0 |
|
0.618 |
2,917.3 |
|
0.500 |
2,909.0 |
|
0.382 |
2,900.7 |
|
LOW |
2,874.0 |
|
0.618 |
2,830.7 |
|
1.000 |
2,804.0 |
|
1.618 |
2,760.7 |
|
2.618 |
2,690.7 |
|
4.250 |
2,576.5 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,909.0 |
2,903.5 |
| PP |
2,903.0 |
2,899.3 |
| S1 |
2,897.0 |
2,895.2 |
|