| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,899.0 |
2,910.0 |
11.0 |
0.4% |
2,898.0 |
| High |
2,920.0 |
2,920.0 |
0.0 |
0.0% |
2,945.0 |
| Low |
2,895.0 |
2,896.0 |
1.0 |
0.0% |
2,863.0 |
| Close |
2,912.0 |
2,915.0 |
3.0 |
0.1% |
2,918.0 |
| Range |
25.0 |
24.0 |
-1.0 |
-4.0% |
82.0 |
| ATR |
37.6 |
36.6 |
-1.0 |
-2.6% |
0.0 |
| Volume |
853,722 |
692,889 |
-160,833 |
-18.8% |
5,324,039 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.3 |
2,972.7 |
2,928.2 |
|
| R3 |
2,958.3 |
2,948.7 |
2,921.6 |
|
| R2 |
2,934.3 |
2,934.3 |
2,919.4 |
|
| R1 |
2,924.7 |
2,924.7 |
2,917.2 |
2,929.5 |
| PP |
2,910.3 |
2,910.3 |
2,910.3 |
2,912.8 |
| S1 |
2,900.7 |
2,900.7 |
2,912.8 |
2,905.5 |
| S2 |
2,886.3 |
2,886.3 |
2,910.6 |
|
| S3 |
2,862.3 |
2,876.7 |
2,908.4 |
|
| S4 |
2,838.3 |
2,852.7 |
2,901.8 |
|
|
| 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 |
2,884.0 |
61.0 |
2.1% |
31.0 |
1.1% |
51% |
False |
False |
849,482 |
| 10 |
2,945.0 |
2,835.0 |
110.0 |
3.8% |
31.9 |
1.1% |
73% |
False |
False |
864,371 |
| 20 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
33.9 |
1.2% |
88% |
False |
False |
467,461 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
33.8 |
1.2% |
88% |
False |
False |
234,085 |
| 60 |
2,945.0 |
2,523.0 |
422.0 |
14.5% |
33.1 |
1.1% |
93% |
False |
False |
156,200 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
35.7 |
1.2% |
94% |
False |
False |
117,218 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
34.0 |
1.2% |
94% |
False |
False |
93,802 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.1% |
33.3 |
1.1% |
94% |
False |
False |
78,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,022.0 |
|
2.618 |
2,982.8 |
|
1.618 |
2,958.8 |
|
1.000 |
2,944.0 |
|
0.618 |
2,934.8 |
|
HIGH |
2,920.0 |
|
0.618 |
2,910.8 |
|
0.500 |
2,908.0 |
|
0.382 |
2,905.2 |
|
LOW |
2,896.0 |
|
0.618 |
2,881.2 |
|
1.000 |
2,872.0 |
|
1.618 |
2,857.2 |
|
2.618 |
2,833.2 |
|
4.250 |
2,794.0 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.7 |
2,911.7 |
| PP |
2,910.3 |
2,908.3 |
| S1 |
2,908.0 |
2,905.0 |
|