| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,910.0 |
2,921.0 |
11.0 |
0.4% |
2,898.0 |
| High |
2,920.0 |
2,926.0 |
6.0 |
0.2% |
2,945.0 |
| Low |
2,896.0 |
2,898.0 |
2.0 |
0.1% |
2,863.0 |
| Close |
2,915.0 |
2,910.0 |
-5.0 |
-0.2% |
2,918.0 |
| Range |
24.0 |
28.0 |
4.0 |
16.7% |
82.0 |
| ATR |
36.6 |
36.0 |
-0.6 |
-1.7% |
0.0 |
| Volume |
692,889 |
753,520 |
60,631 |
8.8% |
5,324,039 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,995.3 |
2,980.7 |
2,925.4 |
|
| R3 |
2,967.3 |
2,952.7 |
2,917.7 |
|
| R2 |
2,939.3 |
2,939.3 |
2,915.1 |
|
| R1 |
2,924.7 |
2,924.7 |
2,912.6 |
2,918.0 |
| PP |
2,911.3 |
2,911.3 |
2,911.3 |
2,908.0 |
| S1 |
2,896.7 |
2,896.7 |
2,907.4 |
2,890.0 |
| S2 |
2,883.3 |
2,883.3 |
2,904.9 |
|
| S3 |
2,855.3 |
2,868.7 |
2,902.3 |
|
| S4 |
2,827.3 |
2,840.7 |
2,894.6 |
|
|
| 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 |
2,929.0 |
2,884.0 |
45.0 |
1.5% |
29.0 |
1.0% |
58% |
False |
False |
780,175 |
| 10 |
2,945.0 |
2,835.0 |
110.0 |
3.8% |
32.6 |
1.1% |
68% |
False |
False |
905,754 |
| 20 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
33.7 |
1.2% |
86% |
False |
False |
505,036 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
34.0 |
1.2% |
86% |
False |
False |
252,898 |
| 60 |
2,945.0 |
2,565.0 |
380.0 |
13.1% |
32.8 |
1.1% |
91% |
False |
False |
168,754 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
35.5 |
1.2% |
92% |
False |
False |
126,637 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
34.1 |
1.2% |
92% |
False |
False |
101,337 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.1% |
33.4 |
1.1% |
93% |
False |
False |
84,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,045.0 |
|
2.618 |
2,999.3 |
|
1.618 |
2,971.3 |
|
1.000 |
2,954.0 |
|
0.618 |
2,943.3 |
|
HIGH |
2,926.0 |
|
0.618 |
2,915.3 |
|
0.500 |
2,912.0 |
|
0.382 |
2,908.7 |
|
LOW |
2,898.0 |
|
0.618 |
2,880.7 |
|
1.000 |
2,870.0 |
|
1.618 |
2,852.7 |
|
2.618 |
2,824.7 |
|
4.250 |
2,779.0 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.0 |
2,910.5 |
| PP |
2,911.3 |
2,910.3 |
| S1 |
2,910.7 |
2,910.2 |
|