| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,546.5 |
6,440.0 |
-106.5 |
-1.6% |
6,545.0 |
| High |
6,548.0 |
6,447.5 |
-100.5 |
-1.5% |
6,571.5 |
| Low |
6,457.0 |
6,402.5 |
-54.5 |
-0.8% |
6,457.0 |
| Close |
6,480.5 |
6,429.5 |
-51.0 |
-0.8% |
6,480.5 |
| Range |
91.0 |
45.0 |
-46.0 |
-50.5% |
114.5 |
| ATR |
68.0 |
68.7 |
0.7 |
1.1% |
0.0 |
| Volume |
123,718 |
102,669 |
-21,049 |
-17.0% |
451,306 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,561.5 |
6,540.5 |
6,454.0 |
|
| R3 |
6,516.5 |
6,495.5 |
6,442.0 |
|
| R2 |
6,471.5 |
6,471.5 |
6,438.0 |
|
| R1 |
6,450.5 |
6,450.5 |
6,433.5 |
6,438.5 |
| PP |
6,426.5 |
6,426.5 |
6,426.5 |
6,420.5 |
| S1 |
6,405.5 |
6,405.5 |
6,425.5 |
6,393.5 |
| S2 |
6,381.5 |
6,381.5 |
6,421.0 |
|
| S3 |
6,336.5 |
6,360.5 |
6,417.0 |
|
| S4 |
6,291.5 |
6,315.5 |
6,405.0 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,846.5 |
6,778.0 |
6,543.5 |
|
| R3 |
6,732.0 |
6,663.5 |
6,512.0 |
|
| R2 |
6,617.5 |
6,617.5 |
6,501.5 |
|
| R1 |
6,549.0 |
6,549.0 |
6,491.0 |
6,526.0 |
| PP |
6,503.0 |
6,503.0 |
6,503.0 |
6,491.5 |
| S1 |
6,434.5 |
6,434.5 |
6,470.0 |
6,411.5 |
| S2 |
6,388.5 |
6,388.5 |
6,459.5 |
|
| S3 |
6,274.0 |
6,320.0 |
6,449.0 |
|
| S4 |
6,159.5 |
6,205.5 |
6,417.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,562.5 |
6,402.5 |
160.0 |
2.5% |
59.0 |
0.9% |
17% |
False |
True |
96,171 |
| 10 |
6,630.5 |
6,402.5 |
228.0 |
3.5% |
63.0 |
1.0% |
12% |
False |
True |
105,184 |
| 20 |
6,643.0 |
6,400.0 |
243.0 |
3.8% |
59.0 |
0.9% |
12% |
False |
False |
77,807 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
62.0 |
1.0% |
30% |
False |
False |
39,012 |
| 60 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
56.5 |
0.9% |
30% |
False |
False |
26,039 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.8% |
55.5 |
0.9% |
69% |
False |
False |
19,547 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
45.0 |
0.7% |
63% |
False |
False |
15,642 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
37.5 |
0.6% |
63% |
False |
False |
13,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,639.0 |
|
2.618 |
6,565.5 |
|
1.618 |
6,520.5 |
|
1.000 |
6,492.5 |
|
0.618 |
6,475.5 |
|
HIGH |
6,447.5 |
|
0.618 |
6,430.5 |
|
0.500 |
6,425.0 |
|
0.382 |
6,419.5 |
|
LOW |
6,402.5 |
|
0.618 |
6,374.5 |
|
1.000 |
6,357.5 |
|
1.618 |
6,329.5 |
|
2.618 |
6,284.5 |
|
4.250 |
6,211.0 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,428.0 |
6,479.0 |
| PP |
6,426.5 |
6,462.5 |
| S1 |
6,425.0 |
6,446.0 |
|