| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,064.3 |
1,073.4 |
9.1 |
0.9% |
1,026.9 |
| High |
1,078.3 |
1,078.8 |
0.5 |
0.0% |
1,054.0 |
| Low |
1,054.3 |
1,068.4 |
14.1 |
1.3% |
1,026.9 |
| Close |
1,072.8 |
1,074.3 |
1.5 |
0.1% |
1,049.8 |
| Range |
24.0 |
10.4 |
-13.6 |
-56.7% |
27.1 |
| ATR |
12.2 |
12.1 |
-0.1 |
-1.1% |
0.0 |
| Volume |
148,930 |
109,553 |
-39,377 |
-26.4% |
264,347 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,105.0 |
1,100.0 |
1,080.0 |
|
| R3 |
1,094.8 |
1,089.8 |
1,077.3 |
|
| R2 |
1,084.3 |
1,084.3 |
1,076.3 |
|
| R1 |
1,079.3 |
1,079.3 |
1,075.3 |
1,081.8 |
| PP |
1,073.8 |
1,073.8 |
1,073.8 |
1,075.0 |
| S1 |
1,068.8 |
1,068.8 |
1,073.3 |
1,071.3 |
| S2 |
1,063.5 |
1,063.5 |
1,072.5 |
|
| S3 |
1,053.0 |
1,058.5 |
1,071.5 |
|
| S4 |
1,042.8 |
1,048.0 |
1,068.5 |
|
|
| 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 |
1,078.8 |
1,043.0 |
35.8 |
3.3% |
15.0 |
1.4% |
87% |
True |
False |
130,785 |
| 10 |
1,078.8 |
1,009.6 |
69.2 |
6.4% |
13.5 |
1.3% |
93% |
True |
False |
79,671 |
| 20 |
1,078.8 |
1,003.2 |
75.6 |
7.0% |
11.0 |
1.0% |
94% |
True |
False |
40,032 |
| 40 |
1,078.8 |
1,003.2 |
75.6 |
7.0% |
6.8 |
0.6% |
94% |
True |
False |
20,017 |
| 60 |
1,078.8 |
970.2 |
108.6 |
10.1% |
4.5 |
0.4% |
96% |
True |
False |
13,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,123.0 |
|
2.618 |
1,106.0 |
|
1.618 |
1,095.8 |
|
1.000 |
1,089.3 |
|
0.618 |
1,085.3 |
|
HIGH |
1,078.8 |
|
0.618 |
1,074.8 |
|
0.500 |
1,073.5 |
|
0.382 |
1,072.3 |
|
LOW |
1,068.5 |
|
0.618 |
1,062.0 |
|
1.000 |
1,058.0 |
|
1.618 |
1,051.5 |
|
2.618 |
1,041.3 |
|
4.250 |
1,024.3 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,074.0 |
1,071.0 |
| PP |
1,073.8 |
1,067.5 |
| S1 |
1,073.5 |
1,064.3 |
|