| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,911.0 |
2,899.0 |
-12.0 |
-0.4% |
2,898.0 |
| High |
2,926.0 |
2,920.0 |
-6.0 |
-0.2% |
2,945.0 |
| Low |
2,884.0 |
2,895.0 |
11.0 |
0.4% |
2,863.0 |
| Close |
2,894.0 |
2,912.0 |
18.0 |
0.6% |
2,918.0 |
| Range |
42.0 |
25.0 |
-17.0 |
-40.5% |
82.0 |
| ATR |
38.5 |
37.6 |
-0.9 |
-2.3% |
0.0 |
| Volume |
701,288 |
853,722 |
152,434 |
21.7% |
5,324,039 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.0 |
2,973.0 |
2,925.8 |
|
| R3 |
2,959.0 |
2,948.0 |
2,918.9 |
|
| R2 |
2,934.0 |
2,934.0 |
2,916.6 |
|
| R1 |
2,923.0 |
2,923.0 |
2,914.3 |
2,928.5 |
| PP |
2,909.0 |
2,909.0 |
2,909.0 |
2,911.8 |
| S1 |
2,898.0 |
2,898.0 |
2,909.7 |
2,903.5 |
| S2 |
2,884.0 |
2,884.0 |
2,907.4 |
|
| S3 |
2,859.0 |
2,873.0 |
2,905.1 |
|
| S4 |
2,834.0 |
2,848.0 |
2,898.3 |
|
|
| 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 |
2,874.0 |
71.0 |
2.4% |
40.2 |
1.4% |
54% |
False |
False |
888,854 |
| 10 |
2,945.0 |
2,832.0 |
113.0 |
3.9% |
31.9 |
1.1% |
71% |
False |
False |
819,123 |
| 20 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
36.9 |
1.3% |
87% |
False |
False |
433,008 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
33.7 |
1.2% |
87% |
False |
False |
216,764 |
| 60 |
2,945.0 |
2,523.0 |
422.0 |
14.5% |
33.5 |
1.2% |
92% |
False |
False |
144,657 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
35.7 |
1.2% |
93% |
False |
False |
108,573 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
34.0 |
1.2% |
93% |
False |
False |
86,874 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.1% |
33.3 |
1.1% |
93% |
False |
False |
72,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,026.3 |
|
2.618 |
2,985.5 |
|
1.618 |
2,960.5 |
|
1.000 |
2,945.0 |
|
0.618 |
2,935.5 |
|
HIGH |
2,920.0 |
|
0.618 |
2,910.5 |
|
0.500 |
2,907.5 |
|
0.382 |
2,904.6 |
|
LOW |
2,895.0 |
|
0.618 |
2,879.6 |
|
1.000 |
2,870.0 |
|
1.618 |
2,854.6 |
|
2.618 |
2,829.6 |
|
4.250 |
2,788.8 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,910.5 |
2,910.2 |
| PP |
2,909.0 |
2,908.3 |
| S1 |
2,907.5 |
2,906.5 |
|