| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,889.0 |
2,945.0 |
56.0 |
1.9% |
2,794.0 |
| High |
2,944.0 |
2,945.0 |
1.0 |
0.0% |
2,859.0 |
| Low |
2,874.0 |
2,907.0 |
33.0 |
1.1% |
2,774.0 |
| Close |
2,891.0 |
2,916.0 |
25.0 |
0.9% |
2,856.0 |
| Range |
70.0 |
38.0 |
-32.0 |
-45.7% |
85.0 |
| ATR |
38.0 |
39.2 |
1.1 |
3.0% |
0.0 |
| Volume |
889,748 |
1,100,052 |
210,304 |
23.6% |
1,694,187 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.7 |
3,014.3 |
2,936.9 |
|
| R3 |
2,998.7 |
2,976.3 |
2,926.5 |
|
| R2 |
2,960.7 |
2,960.7 |
2,923.0 |
|
| R1 |
2,938.3 |
2,938.3 |
2,919.5 |
2,930.5 |
| PP |
2,922.7 |
2,922.7 |
2,922.7 |
2,918.8 |
| S1 |
2,900.3 |
2,900.3 |
2,912.5 |
2,892.5 |
| S2 |
2,884.7 |
2,884.7 |
2,909.0 |
|
| S3 |
2,846.7 |
2,862.3 |
2,905.6 |
|
| S4 |
2,808.7 |
2,824.3 |
2,895.1 |
|
|
| 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 |
2,945.0 |
2,835.0 |
110.0 |
3.8% |
36.2 |
1.2% |
74% |
True |
False |
1,031,333 |
| 10 |
2,945.0 |
2,748.0 |
197.0 |
6.8% |
33.7 |
1.2% |
85% |
True |
False |
614,489 |
| 20 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
38.2 |
1.3% |
88% |
True |
False |
310,321 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
33.5 |
1.1% |
88% |
True |
False |
155,418 |
| 60 |
2,945.0 |
2,523.0 |
422.0 |
14.5% |
34.2 |
1.2% |
93% |
True |
False |
103,774 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
36.0 |
1.2% |
94% |
True |
False |
77,897 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
33.9 |
1.2% |
94% |
True |
False |
62,331 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.0% |
32.9 |
1.1% |
94% |
True |
False |
51,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,106.5 |
|
2.618 |
3,044.5 |
|
1.618 |
3,006.5 |
|
1.000 |
2,983.0 |
|
0.618 |
2,968.5 |
|
HIGH |
2,945.0 |
|
0.618 |
2,930.5 |
|
0.500 |
2,926.0 |
|
0.382 |
2,921.5 |
|
LOW |
2,907.0 |
|
0.618 |
2,883.5 |
|
1.000 |
2,869.0 |
|
1.618 |
2,845.5 |
|
2.618 |
2,807.5 |
|
4.250 |
2,745.5 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,926.0 |
2,912.0 |
| PP |
2,922.7 |
2,908.0 |
| S1 |
2,919.3 |
2,904.0 |
|