| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,560.0 |
6,564.0 |
4.0 |
0.1% |
6,411.5 |
| High |
6,570.5 |
6,579.0 |
8.5 |
0.1% |
6,542.0 |
| Low |
6,533.0 |
6,534.5 |
1.5 |
0.0% |
6,400.0 |
| Close |
6,545.0 |
6,559.5 |
14.5 |
0.2% |
6,514.0 |
| Range |
37.5 |
44.5 |
7.0 |
18.7% |
142.0 |
| ATR |
67.7 |
66.1 |
-1.7 |
-2.5% |
0.0 |
| Volume |
13,174 |
31,812 |
18,638 |
141.5% |
8,594 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,691.0 |
6,670.0 |
6,584.0 |
|
| R3 |
6,646.5 |
6,625.5 |
6,571.5 |
|
| R2 |
6,602.0 |
6,602.0 |
6,567.5 |
|
| R1 |
6,581.0 |
6,581.0 |
6,563.5 |
6,569.0 |
| PP |
6,557.5 |
6,557.5 |
6,557.5 |
6,552.0 |
| S1 |
6,536.5 |
6,536.5 |
6,555.5 |
6,525.0 |
| S2 |
6,513.0 |
6,513.0 |
6,551.5 |
|
| S3 |
6,468.5 |
6,492.0 |
6,547.5 |
|
| S4 |
6,424.0 |
6,447.5 |
6,535.0 |
|
|
| 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 |
6,579.0 |
6,464.5 |
114.5 |
1.7% |
52.5 |
0.8% |
83% |
True |
False |
18,245 |
| 10 |
6,579.0 |
6,376.0 |
203.0 |
3.1% |
64.0 |
1.0% |
90% |
True |
False |
9,358 |
| 20 |
6,579.0 |
6,337.0 |
242.0 |
3.7% |
65.0 |
1.0% |
92% |
True |
False |
4,720 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.2% |
59.0 |
0.9% |
80% |
False |
False |
2,477 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.1% |
59.0 |
0.9% |
92% |
False |
False |
1,676 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
47.0 |
0.7% |
80% |
False |
False |
1,263 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
37.5 |
0.6% |
80% |
False |
False |
1,016 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
31.5 |
0.5% |
80% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,768.0 |
|
2.618 |
6,695.5 |
|
1.618 |
6,651.0 |
|
1.000 |
6,623.5 |
|
0.618 |
6,606.5 |
|
HIGH |
6,579.0 |
|
0.618 |
6,562.0 |
|
0.500 |
6,557.0 |
|
0.382 |
6,551.5 |
|
LOW |
6,534.5 |
|
0.618 |
6,507.0 |
|
1.000 |
6,490.0 |
|
1.618 |
6,462.5 |
|
2.618 |
6,418.0 |
|
4.250 |
6,345.5 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,558.5 |
6,556.5 |
| PP |
6,557.5 |
6,554.0 |
| S1 |
6,557.0 |
6,551.0 |
|