| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
8,292.5 |
8,335.0 |
42.5 |
0.5% |
8,190.0 |
| High |
8,325.0 |
8,484.5 |
159.5 |
1.9% |
8,305.0 |
| Low |
8,260.0 |
8,334.0 |
74.0 |
0.9% |
8,103.5 |
| Close |
8,286.5 |
8,464.5 |
178.0 |
2.1% |
8,269.5 |
| Range |
65.0 |
150.5 |
85.5 |
131.5% |
201.5 |
| ATR |
108.9 |
115.3 |
6.4 |
5.8% |
0.0 |
| Volume |
4,184 |
13,894 |
9,710 |
232.1% |
4,286 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,879.2 |
8,822.3 |
8,547.3 |
|
| R3 |
8,728.7 |
8,671.8 |
8,505.9 |
|
| R2 |
8,578.2 |
8,578.2 |
8,492.1 |
|
| R1 |
8,521.3 |
8,521.3 |
8,478.3 |
8,549.8 |
| PP |
8,427.7 |
8,427.7 |
8,427.7 |
8,441.9 |
| S1 |
8,370.8 |
8,370.8 |
8,450.7 |
8,399.3 |
| S2 |
8,277.2 |
8,277.2 |
8,436.9 |
|
| S3 |
8,126.7 |
8,220.3 |
8,423.1 |
|
| S4 |
7,976.2 |
8,069.8 |
8,381.7 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,830.5 |
8,751.5 |
8,380.3 |
|
| R3 |
8,629.0 |
8,550.0 |
8,324.9 |
|
| R2 |
8,427.5 |
8,427.5 |
8,306.4 |
|
| R1 |
8,348.5 |
8,348.5 |
8,288.0 |
8,388.0 |
| PP |
8,226.0 |
8,226.0 |
8,226.0 |
8,245.8 |
| S1 |
8,147.0 |
8,147.0 |
8,251.0 |
8,186.5 |
| S2 |
8,024.5 |
8,024.5 |
8,232.6 |
|
| S3 |
7,823.0 |
7,945.5 |
8,214.1 |
|
| S4 |
7,621.5 |
7,744.0 |
8,158.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,484.5 |
8,103.5 |
381.0 |
4.5% |
110.3 |
1.3% |
95% |
True |
False |
4,350 |
| 10 |
8,484.5 |
8,095.0 |
389.5 |
4.6% |
108.0 |
1.3% |
95% |
True |
False |
2,323 |
| 20 |
8,484.5 |
8,095.0 |
389.5 |
4.6% |
102.0 |
1.2% |
95% |
True |
False |
1,284 |
| 40 |
8,484.5 |
8,095.0 |
389.5 |
4.6% |
95.6 |
1.1% |
95% |
True |
False |
711 |
| 60 |
8,484.5 |
7,700.0 |
784.5 |
9.3% |
105.7 |
1.2% |
97% |
True |
False |
529 |
| 80 |
8,576.5 |
7,700.0 |
876.5 |
10.4% |
107.7 |
1.3% |
87% |
False |
False |
412 |
| 100 |
8,576.5 |
7,467.0 |
1,109.5 |
13.1% |
104.1 |
1.2% |
90% |
False |
False |
356 |
| 120 |
8,576.5 |
7,442.5 |
1,134.0 |
13.4% |
105.3 |
1.2% |
90% |
False |
False |
308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,124.1 |
|
2.618 |
8,878.5 |
|
1.618 |
8,728.0 |
|
1.000 |
8,635.0 |
|
0.618 |
8,577.5 |
|
HIGH |
8,484.5 |
|
0.618 |
8,427.0 |
|
0.500 |
8,409.3 |
|
0.382 |
8,391.5 |
|
LOW |
8,334.0 |
|
0.618 |
8,241.0 |
|
1.000 |
8,183.5 |
|
1.618 |
8,090.5 |
|
2.618 |
7,940.0 |
|
4.250 |
7,694.4 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,446.1 |
8,420.4 |
| PP |
8,427.7 |
8,376.3 |
| S1 |
8,409.3 |
8,332.3 |
|