| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,554.5 |
6,605.0 |
50.5 |
0.8% |
6,517.5 |
| High |
6,610.5 |
6,630.5 |
20.0 |
0.3% |
6,579.0 |
| Low |
6,502.0 |
6,579.0 |
77.0 |
1.2% |
6,482.0 |
| Close |
6,521.5 |
6,594.0 |
72.5 |
1.1% |
6,556.5 |
| Range |
108.5 |
51.5 |
-57.0 |
-52.5% |
97.0 |
| ATR |
68.1 |
71.0 |
2.9 |
4.3% |
0.0 |
| Volume |
112,270 |
100,568 |
-11,702 |
-10.4% |
240,820 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,755.5 |
6,726.5 |
6,622.5 |
|
| R3 |
6,704.0 |
6,675.0 |
6,608.0 |
|
| R2 |
6,652.5 |
6,652.5 |
6,603.5 |
|
| R1 |
6,623.5 |
6,623.5 |
6,598.5 |
6,612.0 |
| PP |
6,601.0 |
6,601.0 |
6,601.0 |
6,595.5 |
| S1 |
6,572.0 |
6,572.0 |
6,589.5 |
6,561.0 |
| S2 |
6,549.5 |
6,549.5 |
6,584.5 |
|
| S3 |
6,498.0 |
6,520.5 |
6,580.0 |
|
| S4 |
6,446.5 |
6,469.0 |
6,565.5 |
|
|
| 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 |
6,502.0 |
141.0 |
2.1% |
61.5 |
0.9% |
65% |
False |
False |
166,756 |
| 10 |
6,643.0 |
6,464.5 |
178.5 |
2.7% |
57.0 |
0.9% |
73% |
False |
False |
92,501 |
| 20 |
6,643.0 |
6,337.0 |
306.0 |
4.6% |
65.5 |
1.0% |
84% |
False |
False |
46,399 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.6% |
60.5 |
0.9% |
84% |
False |
False |
23,285 |
| 60 |
6,643.0 |
6,095.0 |
548.0 |
8.3% |
58.0 |
0.9% |
91% |
False |
False |
15,561 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.5% |
50.5 |
0.8% |
93% |
False |
False |
11,685 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
40.5 |
0.6% |
85% |
False |
False |
9,353 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
34.0 |
0.5% |
85% |
False |
False |
7,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,849.5 |
|
2.618 |
6,765.5 |
|
1.618 |
6,714.0 |
|
1.000 |
6,682.0 |
|
0.618 |
6,662.5 |
|
HIGH |
6,630.5 |
|
0.618 |
6,611.0 |
|
0.500 |
6,605.0 |
|
0.382 |
6,598.5 |
|
LOW |
6,579.0 |
|
0.618 |
6,547.0 |
|
1.000 |
6,527.5 |
|
1.618 |
6,495.5 |
|
2.618 |
6,444.0 |
|
4.250 |
6,360.0 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,605.0 |
6,585.0 |
| PP |
6,601.0 |
6,575.5 |
| S1 |
6,597.5 |
6,566.0 |
|