| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
8,516.5 |
8,481.5 |
-35.0 |
-0.4% |
8,292.5 |
| High |
8,521.5 |
8,526.0 |
4.5 |
0.1% |
8,526.0 |
| Low |
8,480.5 |
8,463.5 |
-17.0 |
-0.2% |
8,260.0 |
| Close |
8,497.0 |
8,520.0 |
23.0 |
0.3% |
8,520.0 |
| Range |
41.0 |
62.5 |
21.5 |
52.4% |
266.0 |
| ATR |
106.3 |
103.2 |
-3.1 |
-2.9% |
0.0 |
| Volume |
15,025 |
39,201 |
24,176 |
160.9% |
78,048 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,690.7 |
8,667.8 |
8,554.4 |
|
| R3 |
8,628.2 |
8,605.3 |
8,537.2 |
|
| R2 |
8,565.7 |
8,565.7 |
8,531.5 |
|
| R1 |
8,542.8 |
8,542.8 |
8,525.7 |
8,554.3 |
| PP |
8,503.2 |
8,503.2 |
8,503.2 |
8,508.9 |
| S1 |
8,480.3 |
8,480.3 |
8,514.3 |
8,491.8 |
| S2 |
8,440.7 |
8,440.7 |
8,508.5 |
|
| S3 |
8,378.2 |
8,417.8 |
8,502.8 |
|
| S4 |
8,315.7 |
8,355.3 |
8,485.6 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,233.3 |
9,142.7 |
8,666.3 |
|
| R3 |
8,967.3 |
8,876.7 |
8,593.2 |
|
| R2 |
8,701.3 |
8,701.3 |
8,568.8 |
|
| R1 |
8,610.7 |
8,610.7 |
8,544.4 |
8,656.0 |
| PP |
8,435.3 |
8,435.3 |
8,435.3 |
8,458.0 |
| S1 |
8,344.7 |
8,344.7 |
8,495.6 |
8,390.0 |
| S2 |
8,169.3 |
8,169.3 |
8,471.2 |
|
| S3 |
7,903.3 |
8,078.7 |
8,446.9 |
|
| S4 |
7,637.3 |
7,812.7 |
8,373.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,526.0 |
8,260.0 |
266.0 |
3.1% |
75.7 |
0.9% |
98% |
True |
False |
15,609 |
| 10 |
8,526.0 |
8,103.5 |
422.5 |
5.0% |
92.3 |
1.1% |
99% |
True |
False |
8,233 |
| 20 |
8,526.0 |
8,095.0 |
431.0 |
5.1% |
98.3 |
1.2% |
99% |
True |
False |
4,250 |
| 40 |
8,526.0 |
8,095.0 |
431.0 |
5.1% |
92.6 |
1.1% |
99% |
True |
False |
2,203 |
| 60 |
8,526.0 |
7,700.0 |
826.0 |
9.7% |
99.2 |
1.2% |
99% |
True |
False |
1,523 |
| 80 |
8,535.5 |
7,700.0 |
835.5 |
9.8% |
105.4 |
1.2% |
98% |
False |
False |
1,158 |
| 100 |
8,576.5 |
7,700.0 |
876.5 |
10.3% |
101.5 |
1.2% |
94% |
False |
False |
952 |
| 120 |
8,576.5 |
7,442.5 |
1,134.0 |
13.3% |
104.4 |
1.2% |
95% |
False |
False |
807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,791.6 |
|
2.618 |
8,689.6 |
|
1.618 |
8,627.1 |
|
1.000 |
8,588.5 |
|
0.618 |
8,564.6 |
|
HIGH |
8,526.0 |
|
0.618 |
8,502.1 |
|
0.500 |
8,494.8 |
|
0.382 |
8,487.4 |
|
LOW |
8,463.5 |
|
0.618 |
8,424.9 |
|
1.000 |
8,401.0 |
|
1.618 |
8,362.4 |
|
2.618 |
8,299.9 |
|
4.250 |
8,197.9 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,511.6 |
8,510.5 |
| PP |
8,503.2 |
8,501.0 |
| S1 |
8,494.8 |
8,491.5 |
|