| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,522.0 |
6,530.0 |
8.0 |
0.1% |
6,625.0 |
| High |
6,557.5 |
6,562.5 |
5.0 |
0.1% |
6,643.0 |
| Low |
6,515.0 |
6,496.5 |
-18.5 |
-0.3% |
6,502.0 |
| Close |
6,542.5 |
6,527.0 |
-15.5 |
-0.2% |
6,567.5 |
| Range |
42.5 |
66.0 |
23.5 |
55.3% |
141.0 |
| ATR |
67.6 |
67.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
100,464 |
64,490 |
-35,974 |
-35.8% |
752,842 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,726.5 |
6,693.0 |
6,563.5 |
|
| R3 |
6,660.5 |
6,627.0 |
6,545.0 |
|
| R2 |
6,594.5 |
6,594.5 |
6,539.0 |
|
| R1 |
6,561.0 |
6,561.0 |
6,533.0 |
6,545.0 |
| PP |
6,528.5 |
6,528.5 |
6,528.5 |
6,520.5 |
| S1 |
6,495.0 |
6,495.0 |
6,521.0 |
6,479.0 |
| S2 |
6,462.5 |
6,462.5 |
6,515.0 |
|
| S3 |
6,396.5 |
6,429.0 |
6,509.0 |
|
| S4 |
6,330.5 |
6,363.0 |
6,490.5 |
|
|
| 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 |
6,496.5 |
134.0 |
2.1% |
56.0 |
0.9% |
23% |
False |
True |
82,783 |
| 10 |
6,643.0 |
6,496.5 |
146.5 |
2.2% |
58.0 |
0.9% |
21% |
False |
True |
117,894 |
| 20 |
6,643.0 |
6,376.0 |
267.0 |
4.1% |
62.0 |
0.9% |
57% |
False |
False |
62,038 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
62.5 |
1.0% |
62% |
False |
False |
31,117 |
| 60 |
6,643.0 |
6,126.0 |
517.0 |
7.9% |
58.5 |
0.9% |
78% |
False |
False |
20,780 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.6% |
53.0 |
0.8% |
83% |
False |
False |
15,600 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
43.0 |
0.7% |
76% |
False |
False |
12,484 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
36.0 |
0.6% |
76% |
False |
False |
10,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,843.0 |
|
2.618 |
6,735.5 |
|
1.618 |
6,669.5 |
|
1.000 |
6,628.5 |
|
0.618 |
6,603.5 |
|
HIGH |
6,562.5 |
|
0.618 |
6,537.5 |
|
0.500 |
6,529.5 |
|
0.382 |
6,521.5 |
|
LOW |
6,496.5 |
|
0.618 |
6,455.5 |
|
1.000 |
6,430.5 |
|
1.618 |
6,389.5 |
|
2.618 |
6,323.5 |
|
4.250 |
6,216.0 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,529.5 |
6,534.0 |
| PP |
6,528.5 |
6,531.5 |
| S1 |
6,528.0 |
6,529.5 |
|