| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,529.5 |
6,560.0 |
30.5 |
0.5% |
6,411.5 |
| High |
6,575.5 |
6,570.5 |
-5.0 |
-0.1% |
6,542.0 |
| Low |
6,523.0 |
6,533.0 |
10.0 |
0.2% |
6,400.0 |
| Close |
6,566.5 |
6,545.0 |
-21.5 |
-0.3% |
6,514.0 |
| Range |
52.5 |
37.5 |
-15.0 |
-28.6% |
142.0 |
| ATR |
70.1 |
67.7 |
-2.3 |
-3.3% |
0.0 |
| Volume |
26,454 |
13,174 |
-13,280 |
-50.2% |
8,594 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,662.0 |
6,641.0 |
6,565.5 |
|
| R3 |
6,624.5 |
6,603.5 |
6,555.5 |
|
| R2 |
6,587.0 |
6,587.0 |
6,552.0 |
|
| R1 |
6,566.0 |
6,566.0 |
6,548.5 |
6,558.0 |
| PP |
6,549.5 |
6,549.5 |
6,549.5 |
6,545.5 |
| S1 |
6,528.5 |
6,528.5 |
6,541.5 |
6,520.0 |
| S2 |
6,512.0 |
6,512.0 |
6,538.0 |
|
| S3 |
6,474.5 |
6,491.0 |
6,534.5 |
|
| S4 |
6,437.0 |
6,453.5 |
6,524.5 |
|
|
| 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 |
6,450.0 |
125.5 |
1.9% |
55.5 |
0.8% |
76% |
False |
False |
11,934 |
| 10 |
6,575.5 |
6,376.0 |
199.5 |
3.0% |
66.0 |
1.0% |
85% |
False |
False |
6,183 |
| 20 |
6,588.0 |
6,337.0 |
251.0 |
3.8% |
65.0 |
1.0% |
83% |
False |
False |
3,144 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.2% |
59.0 |
0.9% |
75% |
False |
False |
1,682 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.1% |
58.5 |
0.9% |
89% |
False |
False |
1,146 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
46.0 |
0.7% |
79% |
False |
False |
866 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
37.5 |
0.6% |
79% |
False |
False |
698 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
31.0 |
0.5% |
79% |
False |
False |
582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,730.0 |
|
2.618 |
6,668.5 |
|
1.618 |
6,631.0 |
|
1.000 |
6,608.0 |
|
0.618 |
6,593.5 |
|
HIGH |
6,570.5 |
|
0.618 |
6,556.0 |
|
0.500 |
6,552.0 |
|
0.382 |
6,547.5 |
|
LOW |
6,533.0 |
|
0.618 |
6,510.0 |
|
1.000 |
6,495.5 |
|
1.618 |
6,472.5 |
|
2.618 |
6,435.0 |
|
4.250 |
6,373.5 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,552.0 |
6,539.5 |
| PP |
6,549.5 |
6,534.0 |
| S1 |
6,547.0 |
6,529.0 |
|