| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,545.0 |
6,522.0 |
-23.0 |
-0.4% |
6,625.0 |
| High |
6,571.5 |
6,557.5 |
-14.0 |
-0.2% |
6,643.0 |
| Low |
6,512.0 |
6,515.0 |
3.0 |
0.0% |
6,502.0 |
| Close |
6,523.5 |
6,542.5 |
19.0 |
0.3% |
6,567.5 |
| Range |
59.5 |
42.5 |
-17.0 |
-28.6% |
141.0 |
| ATR |
69.5 |
67.6 |
-1.9 |
-2.8% |
0.0 |
| Volume |
73,120 |
100,464 |
27,344 |
37.4% |
752,842 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,666.0 |
6,646.5 |
6,566.0 |
|
| R3 |
6,623.5 |
6,604.0 |
6,554.0 |
|
| R2 |
6,581.0 |
6,581.0 |
6,550.5 |
|
| R1 |
6,561.5 |
6,561.5 |
6,546.5 |
6,571.0 |
| PP |
6,538.5 |
6,538.5 |
6,538.5 |
6,543.0 |
| S1 |
6,519.0 |
6,519.0 |
6,538.5 |
6,529.0 |
| S2 |
6,496.0 |
6,496.0 |
6,534.5 |
|
| S3 |
6,453.5 |
6,476.5 |
6,531.0 |
|
| S4 |
6,411.0 |
6,434.0 |
6,519.0 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,994.0 |
6,921.5 |
6,645.0 |
|
| R3 |
6,853.0 |
6,780.5 |
6,606.5 |
|
| R2 |
6,712.0 |
6,712.0 |
6,593.5 |
|
| R1 |
6,639.5 |
6,639.5 |
6,580.5 |
6,605.0 |
| PP |
6,571.0 |
6,571.0 |
6,571.0 |
6,553.5 |
| S1 |
6,498.5 |
6,498.5 |
6,554.5 |
6,464.0 |
| S2 |
6,430.0 |
6,430.0 |
6,541.5 |
|
| S3 |
6,289.0 |
6,357.5 |
6,528.5 |
|
| S4 |
6,148.0 |
6,216.5 |
6,490.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,630.5 |
6,502.0 |
128.5 |
2.0% |
64.5 |
1.0% |
32% |
False |
False |
92,339 |
| 10 |
6,643.0 |
6,502.0 |
141.0 |
2.2% |
55.5 |
0.8% |
29% |
False |
False |
112,762 |
| 20 |
6,643.0 |
6,364.0 |
279.0 |
4.3% |
60.5 |
0.9% |
64% |
False |
False |
58,824 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
61.0 |
0.9% |
67% |
False |
False |
29,505 |
| 60 |
6,643.0 |
6,126.0 |
517.0 |
7.9% |
58.0 |
0.9% |
81% |
False |
False |
19,706 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.6% |
52.5 |
0.8% |
85% |
False |
False |
14,795 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
42.5 |
0.6% |
78% |
False |
False |
11,840 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
35.5 |
0.5% |
78% |
False |
False |
9,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,738.0 |
|
2.618 |
6,669.0 |
|
1.618 |
6,626.5 |
|
1.000 |
6,600.0 |
|
0.618 |
6,584.0 |
|
HIGH |
6,557.5 |
|
0.618 |
6,541.5 |
|
0.500 |
6,536.0 |
|
0.382 |
6,531.0 |
|
LOW |
6,515.0 |
|
0.618 |
6,488.5 |
|
1.000 |
6,472.5 |
|
1.618 |
6,446.0 |
|
2.618 |
6,403.5 |
|
4.250 |
6,334.5 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,540.5 |
6,559.0 |
| PP |
6,538.5 |
6,553.5 |
| S1 |
6,536.0 |
6,548.0 |
|