| 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 |
6,517.5 |
6,529.5 |
12.0 |
0.2% |
6,411.5 |
| High |
6,532.0 |
6,575.5 |
43.5 |
0.7% |
6,542.0 |
| Low |
6,482.0 |
6,523.0 |
41.0 |
0.6% |
6,400.0 |
| Close |
6,502.0 |
6,566.5 |
64.5 |
1.0% |
6,514.0 |
| Range |
50.0 |
52.5 |
2.5 |
5.0% |
142.0 |
| ATR |
69.8 |
70.1 |
0.3 |
0.4% |
0.0 |
| Volume |
13,163 |
26,454 |
13,291 |
101.0% |
8,594 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,712.5 |
6,692.0 |
6,595.5 |
|
| R3 |
6,660.0 |
6,639.5 |
6,581.0 |
|
| R2 |
6,607.5 |
6,607.5 |
6,576.0 |
|
| R1 |
6,587.0 |
6,587.0 |
6,571.5 |
6,597.0 |
| PP |
6,555.0 |
6,555.0 |
6,555.0 |
6,560.0 |
| S1 |
6,534.5 |
6,534.5 |
6,561.5 |
6,545.0 |
| S2 |
6,502.5 |
6,502.5 |
6,557.0 |
|
| S3 |
6,450.0 |
6,482.0 |
6,552.0 |
|
| S4 |
6,397.5 |
6,429.5 |
6,537.5 |
|
|
| 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 |
6,575.5 |
6,400.0 |
175.5 |
2.7% |
60.0 |
0.9% |
95% |
True |
False |
9,526 |
| 10 |
6,575.5 |
6,364.0 |
211.5 |
3.2% |
66.0 |
1.0% |
96% |
True |
False |
4,886 |
| 20 |
6,588.0 |
6,337.0 |
251.0 |
3.8% |
66.0 |
1.0% |
91% |
False |
False |
2,486 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.2% |
59.0 |
0.9% |
83% |
False |
False |
1,354 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.1% |
58.5 |
0.9% |
93% |
False |
False |
927 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
46.0 |
0.7% |
81% |
False |
False |
701 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
37.0 |
0.6% |
81% |
False |
False |
566 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
31.0 |
0.5% |
81% |
False |
False |
472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,798.5 |
|
2.618 |
6,713.0 |
|
1.618 |
6,660.5 |
|
1.000 |
6,628.0 |
|
0.618 |
6,608.0 |
|
HIGH |
6,575.5 |
|
0.618 |
6,555.5 |
|
0.500 |
6,549.0 |
|
0.382 |
6,543.0 |
|
LOW |
6,523.0 |
|
0.618 |
6,490.5 |
|
1.000 |
6,470.5 |
|
1.618 |
6,438.0 |
|
2.618 |
6,385.5 |
|
4.250 |
6,300.0 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,561.0 |
6,551.0 |
| PP |
6,555.0 |
6,535.5 |
| S1 |
6,549.0 |
6,520.0 |
|