| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,914.0 |
2,880.0 |
-34.0 |
-1.2% |
2,911.0 |
| High |
2,924.0 |
2,893.0 |
-31.0 |
-1.1% |
2,926.0 |
| Low |
2,893.0 |
2,863.0 |
-30.0 |
-1.0% |
2,884.0 |
| Close |
2,907.0 |
2,879.0 |
-28.0 |
-1.0% |
2,907.0 |
| Range |
31.0 |
30.0 |
-1.0 |
-3.2% |
42.0 |
| ATR |
35.7 |
36.3 |
0.6 |
1.7% |
0.0 |
| Volume |
1,178,095 |
1,003,440 |
-174,655 |
-14.8% |
4,179,514 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.3 |
2,953.7 |
2,895.5 |
|
| R3 |
2,938.3 |
2,923.7 |
2,887.3 |
|
| R2 |
2,908.3 |
2,908.3 |
2,884.5 |
|
| R1 |
2,893.7 |
2,893.7 |
2,881.8 |
2,886.0 |
| PP |
2,878.3 |
2,878.3 |
2,878.3 |
2,874.5 |
| S1 |
2,863.7 |
2,863.7 |
2,876.3 |
2,856.0 |
| S2 |
2,848.3 |
2,848.3 |
2,873.5 |
|
| S3 |
2,818.3 |
2,833.7 |
2,870.8 |
|
| S4 |
2,788.3 |
2,803.7 |
2,862.5 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.7 |
3,011.3 |
2,930.1 |
|
| R3 |
2,989.7 |
2,969.3 |
2,918.6 |
|
| R2 |
2,947.7 |
2,947.7 |
2,914.7 |
|
| R1 |
2,927.3 |
2,927.3 |
2,910.9 |
2,916.5 |
| PP |
2,905.7 |
2,905.7 |
2,905.7 |
2,900.3 |
| S1 |
2,885.3 |
2,885.3 |
2,903.2 |
2,874.5 |
| S2 |
2,863.7 |
2,863.7 |
2,899.3 |
|
| S3 |
2,821.7 |
2,843.3 |
2,895.5 |
|
| S4 |
2,779.7 |
2,801.3 |
2,883.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,926.0 |
2,863.0 |
63.0 |
2.2% |
27.6 |
1.0% |
25% |
False |
True |
896,333 |
| 10 |
2,945.0 |
2,863.0 |
82.0 |
2.8% |
33.6 |
1.2% |
20% |
False |
True |
923,172 |
| 20 |
2,945.0 |
2,712.0 |
233.0 |
8.1% |
33.1 |
1.1% |
72% |
False |
False |
613,708 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
33.7 |
1.2% |
73% |
False |
False |
307,423 |
| 60 |
2,945.0 |
2,600.0 |
345.0 |
12.0% |
31.7 |
1.1% |
81% |
False |
False |
205,106 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
16.1% |
34.7 |
1.2% |
86% |
False |
False |
153,900 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
16.1% |
34.3 |
1.2% |
86% |
False |
False |
123,150 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.3% |
33.5 |
1.2% |
86% |
False |
False |
102,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,020.5 |
|
2.618 |
2,971.5 |
|
1.618 |
2,941.5 |
|
1.000 |
2,923.0 |
|
0.618 |
2,911.5 |
|
HIGH |
2,893.0 |
|
0.618 |
2,881.5 |
|
0.500 |
2,878.0 |
|
0.382 |
2,874.5 |
|
LOW |
2,863.0 |
|
0.618 |
2,844.5 |
|
1.000 |
2,833.0 |
|
1.618 |
2,814.5 |
|
2.618 |
2,784.5 |
|
4.250 |
2,735.5 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,878.7 |
2,894.5 |
| PP |
2,878.3 |
2,889.3 |
| S1 |
2,878.0 |
2,884.2 |
|