| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,587.5 |
6,554.5 |
-33.0 |
-0.5% |
6,517.5 |
| High |
6,591.5 |
6,610.5 |
19.0 |
0.3% |
6,579.0 |
| Low |
6,539.0 |
6,502.0 |
-37.0 |
-0.6% |
6,482.0 |
| Close |
6,552.5 |
6,521.5 |
-31.0 |
-0.5% |
6,556.5 |
| Range |
52.5 |
108.5 |
56.0 |
106.7% |
97.0 |
| ATR |
65.0 |
68.1 |
3.1 |
4.8% |
0.0 |
| Volume |
209,754 |
112,270 |
-97,484 |
-46.5% |
240,820 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,870.0 |
6,804.5 |
6,581.0 |
|
| R3 |
6,761.5 |
6,696.0 |
6,551.5 |
|
| R2 |
6,653.0 |
6,653.0 |
6,541.5 |
|
| R1 |
6,587.5 |
6,587.5 |
6,531.5 |
6,566.0 |
| PP |
6,544.5 |
6,544.5 |
6,544.5 |
6,534.0 |
| S1 |
6,479.0 |
6,479.0 |
6,511.5 |
6,457.5 |
| S2 |
6,436.0 |
6,436.0 |
6,501.5 |
|
| S3 |
6,327.5 |
6,370.5 |
6,491.5 |
|
| S4 |
6,219.0 |
6,262.0 |
6,462.0 |
|
|
| 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 |
6,502.0 |
141.0 |
2.2% |
60.5 |
0.9% |
14% |
False |
True |
153,005 |
| 10 |
6,643.0 |
6,450.0 |
193.0 |
3.0% |
58.0 |
0.9% |
37% |
False |
False |
82,470 |
| 20 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
66.0 |
1.0% |
60% |
False |
False |
41,372 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
60.5 |
0.9% |
60% |
False |
False |
20,788 |
| 60 |
6,643.0 |
6,085.0 |
558.0 |
8.6% |
57.5 |
0.9% |
78% |
False |
False |
13,885 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.6% |
50.0 |
0.8% |
82% |
False |
False |
10,428 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
40.0 |
0.6% |
75% |
False |
False |
8,347 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
33.5 |
0.5% |
75% |
False |
False |
6,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,071.5 |
|
2.618 |
6,894.5 |
|
1.618 |
6,786.0 |
|
1.000 |
6,719.0 |
|
0.618 |
6,677.5 |
|
HIGH |
6,610.5 |
|
0.618 |
6,569.0 |
|
0.500 |
6,556.0 |
|
0.382 |
6,543.5 |
|
LOW |
6,502.0 |
|
0.618 |
6,435.0 |
|
1.000 |
6,393.5 |
|
1.618 |
6,326.5 |
|
2.618 |
6,218.0 |
|
4.250 |
6,041.0 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,556.0 |
6,572.5 |
| PP |
6,544.5 |
6,555.5 |
| S1 |
6,533.0 |
6,538.5 |
|