| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,550.0 |
6,625.0 |
75.0 |
1.1% |
6,517.5 |
| High |
6,571.0 |
6,643.0 |
72.0 |
1.1% |
6,579.0 |
| Low |
6,534.5 |
6,583.5 |
49.0 |
0.7% |
6,482.0 |
| Close |
6,556.5 |
6,596.0 |
39.5 |
0.6% |
6,556.5 |
| Range |
36.5 |
59.5 |
23.0 |
63.0% |
97.0 |
| ATR |
64.0 |
65.6 |
1.6 |
2.5% |
0.0 |
| Volume |
156,217 |
254,974 |
98,757 |
63.2% |
240,820 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,786.0 |
6,750.5 |
6,628.5 |
|
| R3 |
6,726.5 |
6,691.0 |
6,612.5 |
|
| R2 |
6,667.0 |
6,667.0 |
6,607.0 |
|
| R1 |
6,631.5 |
6,631.5 |
6,601.5 |
6,619.5 |
| PP |
6,607.5 |
6,607.5 |
6,607.5 |
6,601.5 |
| S1 |
6,572.0 |
6,572.0 |
6,590.5 |
6,560.0 |
| S2 |
6,548.0 |
6,548.0 |
6,585.0 |
|
| S3 |
6,488.5 |
6,512.5 |
6,579.5 |
|
| S4 |
6,429.0 |
6,453.0 |
6,563.5 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,830.0 |
6,790.5 |
6,610.0 |
|
| R3 |
6,733.0 |
6,693.5 |
6,583.0 |
|
| R2 |
6,636.0 |
6,636.0 |
6,574.5 |
|
| R1 |
6,596.5 |
6,596.5 |
6,565.5 |
6,616.0 |
| PP |
6,539.0 |
6,539.0 |
6,539.0 |
6,549.0 |
| S1 |
6,499.5 |
6,499.5 |
6,547.5 |
6,519.0 |
| S2 |
6,442.0 |
6,442.0 |
6,538.5 |
|
| S3 |
6,345.0 |
6,402.5 |
6,530.0 |
|
| S4 |
6,248.0 |
6,305.5 |
6,503.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,643.0 |
6,523.0 |
120.0 |
1.8% |
46.0 |
0.7% |
61% |
True |
False |
96,526 |
| 10 |
6,643.0 |
6,400.0 |
243.0 |
3.7% |
55.5 |
0.8% |
81% |
True |
False |
50,429 |
| 20 |
6,643.0 |
6,337.0 |
306.0 |
4.6% |
62.5 |
0.9% |
85% |
True |
False |
25,277 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.6% |
58.5 |
0.9% |
85% |
True |
False |
12,738 |
| 60 |
6,643.0 |
5,951.5 |
691.5 |
10.5% |
57.0 |
0.9% |
93% |
True |
False |
8,520 |
| 80 |
6,687.0 |
5,951.5 |
735.5 |
11.2% |
48.0 |
0.7% |
88% |
False |
False |
6,403 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
38.5 |
0.6% |
85% |
False |
False |
5,127 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
32.5 |
0.5% |
85% |
False |
False |
4,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,896.0 |
|
2.618 |
6,799.0 |
|
1.618 |
6,739.5 |
|
1.000 |
6,702.5 |
|
0.618 |
6,680.0 |
|
HIGH |
6,643.0 |
|
0.618 |
6,620.5 |
|
0.500 |
6,613.0 |
|
0.382 |
6,606.0 |
|
LOW |
6,583.5 |
|
0.618 |
6,546.5 |
|
1.000 |
6,524.0 |
|
1.618 |
6,487.0 |
|
2.618 |
6,427.5 |
|
4.250 |
6,330.5 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,613.0 |
6,593.5 |
| PP |
6,607.5 |
6,591.0 |
| S1 |
6,602.0 |
6,589.0 |
|