| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,530.0 |
6,516.0 |
-14.0 |
-0.2% |
6,625.0 |
| High |
6,562.5 |
6,555.0 |
-7.5 |
-0.1% |
6,643.0 |
| Low |
6,496.5 |
6,504.5 |
8.0 |
0.1% |
6,502.0 |
| Close |
6,527.0 |
6,530.5 |
3.5 |
0.1% |
6,567.5 |
| Range |
66.0 |
50.5 |
-15.5 |
-23.5% |
141.0 |
| ATR |
67.4 |
66.2 |
-1.2 |
-1.8% |
0.0 |
| Volume |
64,490 |
89,514 |
25,024 |
38.8% |
752,842 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,681.5 |
6,656.5 |
6,558.5 |
|
| R3 |
6,631.0 |
6,606.0 |
6,544.5 |
|
| R2 |
6,580.5 |
6,580.5 |
6,540.0 |
|
| R1 |
6,555.5 |
6,555.5 |
6,535.0 |
6,568.0 |
| PP |
6,530.0 |
6,530.0 |
6,530.0 |
6,536.0 |
| S1 |
6,505.0 |
6,505.0 |
6,526.0 |
6,517.5 |
| S2 |
6,479.5 |
6,479.5 |
6,521.0 |
|
| S3 |
6,429.0 |
6,454.5 |
6,516.5 |
|
| S4 |
6,378.5 |
6,404.0 |
6,502.5 |
|
|
| 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 |
6,605.5 |
6,496.5 |
109.0 |
1.7% |
56.0 |
0.9% |
31% |
False |
False |
80,572 |
| 10 |
6,643.0 |
6,496.5 |
146.5 |
2.2% |
59.0 |
0.9% |
23% |
False |
False |
123,664 |
| 20 |
6,643.0 |
6,376.0 |
267.0 |
4.1% |
61.5 |
0.9% |
58% |
False |
False |
66,511 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.7% |
61.0 |
0.9% |
63% |
False |
False |
33,355 |
| 60 |
6,643.0 |
6,169.0 |
474.0 |
7.3% |
58.5 |
0.9% |
76% |
False |
False |
22,267 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.6% |
54.0 |
0.8% |
84% |
False |
False |
16,719 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
43.5 |
0.7% |
77% |
False |
False |
13,378 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
36.5 |
0.6% |
77% |
False |
False |
11,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,769.5 |
|
2.618 |
6,687.0 |
|
1.618 |
6,636.5 |
|
1.000 |
6,605.5 |
|
0.618 |
6,586.0 |
|
HIGH |
6,555.0 |
|
0.618 |
6,535.5 |
|
0.500 |
6,530.0 |
|
0.382 |
6,524.0 |
|
LOW |
6,504.5 |
|
0.618 |
6,473.5 |
|
1.000 |
6,454.0 |
|
1.618 |
6,423.0 |
|
2.618 |
6,372.5 |
|
4.250 |
6,290.0 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.0 |
6,530.0 |
| PP |
6,530.0 |
6,530.0 |
| S1 |
6,530.0 |
6,529.5 |
|