| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,924.0 |
2,911.0 |
-13.0 |
-0.4% |
2,898.0 |
| High |
2,929.0 |
2,926.0 |
-3.0 |
-0.1% |
2,945.0 |
| Low |
2,903.0 |
2,884.0 |
-19.0 |
-0.7% |
2,863.0 |
| Close |
2,918.0 |
2,894.0 |
-24.0 |
-0.8% |
2,918.0 |
| Range |
26.0 |
42.0 |
16.0 |
61.5% |
82.0 |
| ATR |
38.2 |
38.5 |
0.3 |
0.7% |
0.0 |
| Volume |
899,460 |
701,288 |
-198,172 |
-22.0% |
5,324,039 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.3 |
3,002.7 |
2,917.1 |
|
| R3 |
2,985.3 |
2,960.7 |
2,905.6 |
|
| R2 |
2,943.3 |
2,943.3 |
2,901.7 |
|
| R1 |
2,918.7 |
2,918.7 |
2,897.9 |
2,910.0 |
| PP |
2,901.3 |
2,901.3 |
2,901.3 |
2,897.0 |
| S1 |
2,876.7 |
2,876.7 |
2,890.2 |
2,868.0 |
| S2 |
2,859.3 |
2,859.3 |
2,886.3 |
|
| S3 |
2,817.3 |
2,834.7 |
2,882.5 |
|
| S4 |
2,775.3 |
2,792.7 |
2,870.9 |
|
|
| 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% |
39.6 |
1.4% |
38% |
False |
False |
950,010 |
| 10 |
2,945.0 |
2,800.0 |
145.0 |
5.0% |
33.5 |
1.2% |
65% |
False |
False |
760,138 |
| 20 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
37.0 |
1.3% |
79% |
False |
False |
390,329 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
33.7 |
1.2% |
79% |
False |
False |
195,424 |
| 60 |
2,945.0 |
2,523.0 |
422.0 |
14.6% |
33.9 |
1.2% |
88% |
False |
False |
130,448 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
35.9 |
1.2% |
89% |
False |
False |
97,903 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
33.8 |
1.2% |
89% |
False |
False |
78,337 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.2% |
33.2 |
1.1% |
89% |
False |
False |
65,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,104.5 |
|
2.618 |
3,036.0 |
|
1.618 |
2,994.0 |
|
1.000 |
2,968.0 |
|
0.618 |
2,952.0 |
|
HIGH |
2,926.0 |
|
0.618 |
2,910.0 |
|
0.500 |
2,905.0 |
|
0.382 |
2,900.0 |
|
LOW |
2,884.0 |
|
0.618 |
2,858.0 |
|
1.000 |
2,842.0 |
|
1.618 |
2,816.0 |
|
2.618 |
2,774.0 |
|
4.250 |
2,705.5 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,905.0 |
2,914.5 |
| PP |
2,901.3 |
2,907.7 |
| S1 |
2,897.7 |
2,900.8 |
|