| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,071.2 |
1,067.8 |
-3.4 |
-0.3% |
1,055.2 |
| High |
1,073.1 |
1,079.8 |
6.7 |
0.6% |
1,078.8 |
| Low |
1,060.7 |
1,063.3 |
2.6 |
0.2% |
1,049.5 |
| Close |
1,068.0 |
1,072.5 |
4.5 |
0.4% |
1,069.4 |
| Range |
12.4 |
16.5 |
4.1 |
33.1% |
29.3 |
| ATR |
11.8 |
12.1 |
0.3 |
2.9% |
0.0 |
| Volume |
110,874 |
103,956 |
-6,918 |
-6.2% |
655,139 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.3 |
1,113.5 |
1,081.5 |
|
| R3 |
1,104.8 |
1,097.0 |
1,077.0 |
|
| R2 |
1,088.3 |
1,088.3 |
1,075.5 |
|
| R1 |
1,080.5 |
1,080.5 |
1,074.0 |
1,084.5 |
| PP |
1,071.8 |
1,071.8 |
1,071.8 |
1,073.8 |
| S1 |
1,064.0 |
1,064.0 |
1,071.0 |
1,068.0 |
| S2 |
1,055.3 |
1,055.3 |
1,069.5 |
|
| S3 |
1,038.8 |
1,047.5 |
1,068.0 |
|
| S4 |
1,022.3 |
1,031.0 |
1,063.5 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,153.8 |
1,141.0 |
1,085.5 |
|
| R3 |
1,124.5 |
1,111.5 |
1,077.5 |
|
| R2 |
1,095.3 |
1,095.3 |
1,074.8 |
|
| R1 |
1,082.3 |
1,082.3 |
1,072.0 |
1,088.8 |
| PP |
1,066.0 |
1,066.0 |
1,066.0 |
1,069.0 |
| S1 |
1,053.0 |
1,053.0 |
1,066.8 |
1,059.5 |
| S2 |
1,036.5 |
1,036.5 |
1,064.0 |
|
| S3 |
1,007.3 |
1,023.8 |
1,061.3 |
|
| S4 |
978.0 |
994.5 |
1,053.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,079.8 |
1,054.3 |
25.5 |
2.4% |
14.3 |
1.3% |
71% |
True |
False |
119,840 |
| 10 |
1,079.8 |
1,043.0 |
36.8 |
3.4% |
12.5 |
1.2% |
80% |
True |
False |
111,751 |
| 20 |
1,079.8 |
1,003.2 |
76.6 |
7.1% |
11.5 |
1.1% |
90% |
True |
False |
57,067 |
| 40 |
1,079.8 |
1,003.2 |
76.6 |
7.1% |
7.8 |
0.7% |
90% |
True |
False |
28,535 |
| 60 |
1,079.8 |
986.2 |
93.6 |
8.7% |
5.3 |
0.5% |
92% |
True |
False |
19,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,150.0 |
|
2.618 |
1,123.0 |
|
1.618 |
1,106.5 |
|
1.000 |
1,096.3 |
|
0.618 |
1,090.0 |
|
HIGH |
1,079.8 |
|
0.618 |
1,073.5 |
|
0.500 |
1,071.5 |
|
0.382 |
1,069.5 |
|
LOW |
1,063.3 |
|
0.618 |
1,053.0 |
|
1.000 |
1,046.8 |
|
1.618 |
1,036.5 |
|
2.618 |
1,020.0 |
|
4.250 |
993.3 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,072.3 |
1,071.8 |
| PP |
1,071.8 |
1,071.0 |
| S1 |
1,071.5 |
1,070.3 |
|