| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,945.0 |
2,924.0 |
-21.0 |
-0.7% |
2,898.0 |
| High |
2,945.0 |
2,929.0 |
-16.0 |
-0.5% |
2,945.0 |
| Low |
2,907.0 |
2,903.0 |
-4.0 |
-0.1% |
2,863.0 |
| Close |
2,916.0 |
2,918.0 |
2.0 |
0.1% |
2,918.0 |
| Range |
38.0 |
26.0 |
-12.0 |
-31.6% |
82.0 |
| ATR |
39.2 |
38.2 |
-0.9 |
-2.4% |
0.0 |
| Volume |
1,100,052 |
899,460 |
-200,592 |
-18.2% |
5,324,039 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.7 |
2,982.3 |
2,932.3 |
|
| R3 |
2,968.7 |
2,956.3 |
2,925.2 |
|
| R2 |
2,942.7 |
2,942.7 |
2,922.8 |
|
| R1 |
2,930.3 |
2,930.3 |
2,920.4 |
2,923.5 |
| PP |
2,916.7 |
2,916.7 |
2,916.7 |
2,913.3 |
| S1 |
2,904.3 |
2,904.3 |
2,915.6 |
2,897.5 |
| S2 |
2,890.7 |
2,890.7 |
2,913.2 |
|
| S3 |
2,864.7 |
2,878.3 |
2,910.9 |
|
| S4 |
2,838.7 |
2,852.3 |
2,903.7 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,154.7 |
3,118.3 |
2,963.1 |
|
| R3 |
3,072.7 |
3,036.3 |
2,940.6 |
|
| R2 |
2,990.7 |
2,990.7 |
2,933.0 |
|
| R1 |
2,954.3 |
2,954.3 |
2,925.5 |
2,972.5 |
| PP |
2,908.7 |
2,908.7 |
2,908.7 |
2,917.8 |
| S1 |
2,872.3 |
2,872.3 |
2,910.5 |
2,890.5 |
| S2 |
2,826.7 |
2,826.7 |
2,903.0 |
|
| S3 |
2,744.7 |
2,790.3 |
2,895.5 |
|
| S4 |
2,662.7 |
2,708.3 |
2,872.9 |
|
|
| 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 |
2,863.0 |
82.0 |
2.8% |
36.6 |
1.3% |
67% |
False |
False |
1,064,807 |
| 10 |
2,945.0 |
2,774.0 |
171.0 |
5.9% |
31.9 |
1.1% |
84% |
False |
False |
701,822 |
| 20 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
36.9 |
1.3% |
89% |
False |
False |
355,271 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
33.3 |
1.1% |
89% |
False |
False |
177,902 |
| 60 |
2,945.0 |
2,523.0 |
422.0 |
14.5% |
33.9 |
1.2% |
94% |
False |
False |
118,764 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
35.9 |
1.2% |
94% |
False |
False |
89,140 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
33.9 |
1.2% |
94% |
False |
False |
71,325 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.0% |
32.8 |
1.1% |
94% |
False |
False |
59,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,039.5 |
|
2.618 |
2,997.1 |
|
1.618 |
2,971.1 |
|
1.000 |
2,955.0 |
|
0.618 |
2,945.1 |
|
HIGH |
2,929.0 |
|
0.618 |
2,919.1 |
|
0.500 |
2,916.0 |
|
0.382 |
2,912.9 |
|
LOW |
2,903.0 |
|
0.618 |
2,886.9 |
|
1.000 |
2,877.0 |
|
1.618 |
2,860.9 |
|
2.618 |
2,834.9 |
|
4.250 |
2,792.5 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,917.3 |
2,915.2 |
| PP |
2,916.7 |
2,912.3 |
| S1 |
2,916.0 |
2,909.5 |
|