| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,123.00 |
3,126.25 |
3.25 |
0.1% |
3,089.75 |
| High |
3,142.25 |
3,167.75 |
25.50 |
0.8% |
3,142.25 |
| Low |
3,089.75 |
3,119.75 |
30.00 |
1.0% |
3,070.00 |
| Close |
3,122.25 |
3,157.50 |
35.25 |
1.1% |
3,122.25 |
| Range |
52.50 |
48.00 |
-4.50 |
-8.6% |
72.25 |
| ATR |
33.31 |
34.36 |
1.05 |
3.2% |
0.00 |
| Volume |
1,775 |
4,801 |
3,026 |
170.5% |
4,719 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,292.25 |
3,273.00 |
3,184.00 |
|
| R3 |
3,244.25 |
3,225.00 |
3,170.75 |
|
| R2 |
3,196.25 |
3,196.25 |
3,166.25 |
|
| R1 |
3,177.00 |
3,177.00 |
3,162.00 |
3,186.50 |
| PP |
3,148.25 |
3,148.25 |
3,148.25 |
3,153.25 |
| S1 |
3,129.00 |
3,129.00 |
3,153.00 |
3,138.50 |
| S2 |
3,100.25 |
3,100.25 |
3,148.75 |
|
| S3 |
3,052.25 |
3,081.00 |
3,144.25 |
|
| S4 |
3,004.25 |
3,033.00 |
3,131.00 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,328.25 |
3,297.50 |
3,162.00 |
|
| R3 |
3,256.00 |
3,225.25 |
3,142.00 |
|
| R2 |
3,183.75 |
3,183.75 |
3,135.50 |
|
| R1 |
3,153.00 |
3,153.00 |
3,128.75 |
3,168.50 |
| PP |
3,111.50 |
3,111.50 |
3,111.50 |
3,119.25 |
| S1 |
3,080.75 |
3,080.75 |
3,115.75 |
3,096.00 |
| S2 |
3,039.25 |
3,039.25 |
3,109.00 |
|
| S3 |
2,967.00 |
3,008.50 |
3,102.50 |
|
| S4 |
2,894.75 |
2,936.25 |
3,082.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,167.75 |
3,070.00 |
97.75 |
3.1% |
39.50 |
1.3% |
90% |
True |
False |
1,904 |
| 10 |
3,167.75 |
3,050.00 |
117.75 |
3.7% |
39.50 |
1.2% |
91% |
True |
False |
1,231 |
| 20 |
3,167.75 |
3,049.25 |
118.50 |
3.8% |
35.00 |
1.1% |
91% |
True |
False |
768 |
| 40 |
3,167.75 |
3,016.75 |
151.00 |
4.8% |
25.75 |
0.8% |
93% |
True |
False |
448 |
| 60 |
3,167.75 |
2,813.00 |
354.75 |
11.2% |
23.75 |
0.7% |
97% |
True |
False |
302 |
| 80 |
3,167.75 |
2,813.00 |
354.75 |
11.2% |
20.00 |
0.6% |
97% |
True |
False |
227 |
| 100 |
3,167.75 |
2,726.75 |
441.00 |
14.0% |
17.00 |
0.5% |
98% |
True |
False |
182 |
| 120 |
3,167.75 |
2,726.75 |
441.00 |
14.0% |
14.25 |
0.4% |
98% |
True |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,371.75 |
|
2.618 |
3,293.50 |
|
1.618 |
3,245.50 |
|
1.000 |
3,215.75 |
|
0.618 |
3,197.50 |
|
HIGH |
3,167.75 |
|
0.618 |
3,149.50 |
|
0.500 |
3,143.75 |
|
0.382 |
3,138.00 |
|
LOW |
3,119.75 |
|
0.618 |
3,090.00 |
|
1.000 |
3,071.75 |
|
1.618 |
3,042.00 |
|
2.618 |
2,994.00 |
|
4.250 |
2,915.75 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,153.00 |
3,148.00 |
| PP |
3,148.25 |
3,138.25 |
| S1 |
3,143.75 |
3,128.75 |
|