| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,485.0 |
6,517.5 |
32.5 |
0.5% |
6,411.5 |
| High |
6,542.0 |
6,532.0 |
-10.0 |
-0.2% |
6,542.0 |
| Low |
6,464.5 |
6,482.0 |
17.5 |
0.3% |
6,400.0 |
| Close |
6,514.0 |
6,502.0 |
-12.0 |
-0.2% |
6,514.0 |
| Range |
77.5 |
50.0 |
-27.5 |
-35.5% |
142.0 |
| ATR |
71.3 |
69.8 |
-1.5 |
-2.1% |
0.0 |
| Volume |
6,625 |
13,163 |
6,538 |
98.7% |
8,594 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,655.5 |
6,628.5 |
6,529.5 |
|
| R3 |
6,605.5 |
6,578.5 |
6,516.0 |
|
| R2 |
6,555.5 |
6,555.5 |
6,511.0 |
|
| R1 |
6,528.5 |
6,528.5 |
6,506.5 |
6,517.0 |
| PP |
6,505.5 |
6,505.5 |
6,505.5 |
6,499.5 |
| S1 |
6,478.5 |
6,478.5 |
6,497.5 |
6,467.0 |
| S2 |
6,455.5 |
6,455.5 |
6,493.0 |
|
| S3 |
6,405.5 |
6,428.5 |
6,488.0 |
|
| S4 |
6,355.5 |
6,378.5 |
6,474.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,911.5 |
6,854.5 |
6,592.0 |
|
| R3 |
6,769.5 |
6,712.5 |
6,553.0 |
|
| R2 |
6,627.5 |
6,627.5 |
6,540.0 |
|
| R1 |
6,570.5 |
6,570.5 |
6,527.0 |
6,599.0 |
| PP |
6,485.5 |
6,485.5 |
6,485.5 |
6,499.5 |
| S1 |
6,428.5 |
6,428.5 |
6,501.0 |
6,457.0 |
| S2 |
6,343.5 |
6,343.5 |
6,488.0 |
|
| S3 |
6,201.5 |
6,286.5 |
6,475.0 |
|
| S4 |
6,059.5 |
6,144.5 |
6,436.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,542.0 |
6,400.0 |
142.0 |
2.2% |
64.5 |
1.0% |
72% |
False |
False |
4,333 |
| 10 |
6,542.0 |
6,364.0 |
178.0 |
2.7% |
69.0 |
1.1% |
78% |
False |
False |
2,265 |
| 20 |
6,588.0 |
6,337.0 |
251.0 |
3.9% |
64.5 |
1.0% |
66% |
False |
False |
1,165 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.3% |
58.5 |
0.9% |
59% |
False |
False |
693 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.2% |
58.0 |
0.9% |
83% |
False |
False |
487 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
45.0 |
0.7% |
73% |
False |
False |
371 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
36.5 |
0.6% |
73% |
False |
False |
301 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
30.5 |
0.5% |
73% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,744.5 |
|
2.618 |
6,663.0 |
|
1.618 |
6,613.0 |
|
1.000 |
6,582.0 |
|
0.618 |
6,563.0 |
|
HIGH |
6,532.0 |
|
0.618 |
6,513.0 |
|
0.500 |
6,507.0 |
|
0.382 |
6,501.0 |
|
LOW |
6,482.0 |
|
0.618 |
6,451.0 |
|
1.000 |
6,432.0 |
|
1.618 |
6,401.0 |
|
2.618 |
6,351.0 |
|
4.250 |
6,269.5 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,507.0 |
6,500.0 |
| PP |
6,505.5 |
6,498.0 |
| S1 |
6,503.5 |
6,496.0 |
|