| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,050.2 |
1,064.3 |
14.1 |
1.3% |
1,026.9 |
| High |
1,065.1 |
1,078.3 |
13.2 |
1.2% |
1,054.0 |
| Low |
1,049.5 |
1,054.3 |
4.8 |
0.5% |
1,026.9 |
| Close |
1,063.7 |
1,072.8 |
9.1 |
0.9% |
1,049.8 |
| Range |
15.6 |
24.0 |
8.4 |
53.8% |
27.1 |
| ATR |
11.3 |
12.2 |
0.9 |
8.0% |
0.0 |
| Volume |
118,618 |
148,930 |
30,312 |
25.6% |
264,347 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.5 |
1,130.8 |
1,086.0 |
|
| R3 |
1,116.5 |
1,106.8 |
1,079.5 |
|
| R2 |
1,092.5 |
1,092.5 |
1,077.3 |
|
| R1 |
1,082.8 |
1,082.8 |
1,075.0 |
1,087.5 |
| PP |
1,068.5 |
1,068.5 |
1,068.5 |
1,071.0 |
| S1 |
1,058.8 |
1,058.8 |
1,070.5 |
1,063.5 |
| S2 |
1,044.5 |
1,044.5 |
1,068.5 |
|
| S3 |
1,020.5 |
1,034.8 |
1,066.3 |
|
| S4 |
996.5 |
1,010.8 |
1,059.5 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,124.8 |
1,114.5 |
1,064.8 |
|
| R3 |
1,097.8 |
1,087.3 |
1,057.3 |
|
| R2 |
1,070.8 |
1,070.8 |
1,054.8 |
|
| R1 |
1,060.3 |
1,060.3 |
1,052.3 |
1,065.5 |
| PP |
1,043.5 |
1,043.5 |
1,043.5 |
1,046.3 |
| S1 |
1,033.3 |
1,033.3 |
1,047.3 |
1,038.3 |
| S2 |
1,016.5 |
1,016.5 |
1,044.8 |
|
| S3 |
989.3 |
1,006.0 |
1,042.3 |
|
| S4 |
962.3 |
979.0 |
1,035.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,078.3 |
1,043.0 |
35.3 |
3.3% |
14.5 |
1.4% |
84% |
True |
False |
128,951 |
| 10 |
1,078.3 |
1,009.6 |
68.7 |
6.4% |
12.8 |
1.2% |
92% |
True |
False |
68,820 |
| 20 |
1,078.3 |
1,003.2 |
75.1 |
7.0% |
10.8 |
1.0% |
93% |
True |
False |
34,554 |
| 40 |
1,078.3 |
1,003.2 |
75.1 |
7.0% |
6.5 |
0.6% |
93% |
True |
False |
17,278 |
| 60 |
1,078.3 |
961.0 |
117.3 |
10.9% |
4.5 |
0.4% |
95% |
True |
False |
11,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,180.3 |
|
2.618 |
1,141.3 |
|
1.618 |
1,117.3 |
|
1.000 |
1,102.3 |
|
0.618 |
1,093.3 |
|
HIGH |
1,078.3 |
|
0.618 |
1,069.3 |
|
0.500 |
1,066.3 |
|
0.382 |
1,063.5 |
|
LOW |
1,054.3 |
|
0.618 |
1,039.5 |
|
1.000 |
1,030.3 |
|
1.618 |
1,015.5 |
|
2.618 |
991.5 |
|
4.250 |
952.3 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,070.8 |
1,069.8 |
| PP |
1,068.5 |
1,066.8 |
| S1 |
1,066.3 |
1,064.0 |
|