| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
8,614.0 |
8,634.0 |
20.0 |
0.2% |
8,292.5 |
| High |
8,633.0 |
8,765.0 |
132.0 |
1.5% |
8,526.0 |
| Low |
8,593.0 |
8,601.5 |
8.5 |
0.1% |
8,260.0 |
| Close |
8,608.0 |
8,633.5 |
25.5 |
0.3% |
8,520.0 |
| Range |
40.0 |
163.5 |
123.5 |
308.8% |
266.0 |
| ATR |
99.4 |
104.0 |
4.6 |
4.6% |
0.0 |
| Volume |
71,608 |
57,216 |
-14,392 |
-20.1% |
78,048 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,157.2 |
9,058.8 |
8,723.4 |
|
| R3 |
8,993.7 |
8,895.3 |
8,678.5 |
|
| R2 |
8,830.2 |
8,830.2 |
8,663.5 |
|
| R1 |
8,731.8 |
8,731.8 |
8,648.5 |
8,699.3 |
| PP |
8,666.7 |
8,666.7 |
8,666.7 |
8,650.4 |
| S1 |
8,568.3 |
8,568.3 |
8,618.5 |
8,535.8 |
| S2 |
8,503.2 |
8,503.2 |
8,603.5 |
|
| S3 |
8,339.7 |
8,404.8 |
8,588.5 |
|
| S4 |
8,176.2 |
8,241.3 |
8,543.6 |
|
|
| 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 |
8,765.0 |
8,463.5 |
301.5 |
3.5% |
71.5 |
0.8% |
56% |
True |
False |
50,805 |
| 10 |
8,765.0 |
8,171.0 |
594.0 |
6.9% |
85.1 |
1.0% |
78% |
True |
False |
28,108 |
| 20 |
8,765.0 |
8,095.0 |
670.0 |
7.8% |
100.3 |
1.2% |
80% |
True |
False |
14,205 |
| 40 |
8,765.0 |
8,095.0 |
670.0 |
7.8% |
93.9 |
1.1% |
80% |
True |
False |
7,190 |
| 60 |
8,765.0 |
7,748.5 |
1,016.5 |
11.8% |
96.5 |
1.1% |
87% |
True |
False |
4,844 |
| 80 |
8,765.0 |
7,700.0 |
1,065.0 |
12.3% |
105.1 |
1.2% |
88% |
True |
False |
3,653 |
| 100 |
8,765.0 |
7,700.0 |
1,065.0 |
12.3% |
101.8 |
1.2% |
88% |
True |
False |
2,943 |
| 120 |
8,765.0 |
7,442.5 |
1,322.5 |
15.3% |
103.5 |
1.2% |
90% |
True |
False |
2,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,459.9 |
|
2.618 |
9,193.0 |
|
1.618 |
9,029.5 |
|
1.000 |
8,928.5 |
|
0.618 |
8,866.0 |
|
HIGH |
8,765.0 |
|
0.618 |
8,702.5 |
|
0.500 |
8,683.3 |
|
0.382 |
8,664.0 |
|
LOW |
8,601.5 |
|
0.618 |
8,500.5 |
|
1.000 |
8,438.0 |
|
1.618 |
8,337.0 |
|
2.618 |
8,173.5 |
|
4.250 |
7,906.6 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,683.3 |
8,674.8 |
| PP |
8,666.7 |
8,661.0 |
| S1 |
8,650.1 |
8,647.3 |
|