| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,126.25 |
3,162.50 |
36.25 |
1.2% |
3,089.75 |
| High |
3,167.75 |
3,182.00 |
14.25 |
0.4% |
3,142.25 |
| Low |
3,119.75 |
3,160.50 |
40.75 |
1.3% |
3,070.00 |
| Close |
3,157.50 |
3,175.75 |
18.25 |
0.6% |
3,122.25 |
| Range |
48.00 |
21.50 |
-26.50 |
-55.2% |
72.25 |
| ATR |
34.36 |
33.65 |
-0.70 |
-2.0% |
0.00 |
| Volume |
4,801 |
9,068 |
4,267 |
88.9% |
4,719 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,237.25 |
3,228.00 |
3,187.50 |
|
| R3 |
3,215.75 |
3,206.50 |
3,181.75 |
|
| R2 |
3,194.25 |
3,194.25 |
3,179.75 |
|
| R1 |
3,185.00 |
3,185.00 |
3,177.75 |
3,189.50 |
| PP |
3,172.75 |
3,172.75 |
3,172.75 |
3,175.00 |
| S1 |
3,163.50 |
3,163.50 |
3,173.75 |
3,168.00 |
| S2 |
3,151.25 |
3,151.25 |
3,171.75 |
|
| S3 |
3,129.75 |
3,142.00 |
3,169.75 |
|
| S4 |
3,108.25 |
3,120.50 |
3,164.00 |
|
|
| 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 |
3,182.00 |
3,076.75 |
105.25 |
3.3% |
36.75 |
1.2% |
94% |
True |
False |
3,620 |
| 10 |
3,182.00 |
3,050.00 |
132.00 |
4.2% |
39.00 |
1.2% |
95% |
True |
False |
2,131 |
| 20 |
3,182.00 |
3,049.25 |
132.75 |
4.2% |
34.75 |
1.1% |
95% |
True |
False |
1,220 |
| 40 |
3,182.00 |
3,016.75 |
165.25 |
5.2% |
26.25 |
0.8% |
96% |
True |
False |
674 |
| 60 |
3,182.00 |
2,813.00 |
369.00 |
11.6% |
23.25 |
0.7% |
98% |
True |
False |
453 |
| 80 |
3,182.00 |
2,813.00 |
369.00 |
11.6% |
20.00 |
0.6% |
98% |
True |
False |
340 |
| 100 |
3,182.00 |
2,755.50 |
426.50 |
13.4% |
17.25 |
0.5% |
99% |
True |
False |
272 |
| 120 |
3,182.00 |
2,726.75 |
455.25 |
14.3% |
14.50 |
0.5% |
99% |
True |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,273.50 |
|
2.618 |
3,238.25 |
|
1.618 |
3,216.75 |
|
1.000 |
3,203.50 |
|
0.618 |
3,195.25 |
|
HIGH |
3,182.00 |
|
0.618 |
3,173.75 |
|
0.500 |
3,171.25 |
|
0.382 |
3,168.75 |
|
LOW |
3,160.50 |
|
0.618 |
3,147.25 |
|
1.000 |
3,139.00 |
|
1.618 |
3,125.75 |
|
2.618 |
3,104.25 |
|
4.250 |
3,069.00 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,174.25 |
3,162.50 |
| PP |
3,172.75 |
3,149.25 |
| S1 |
3,171.25 |
3,136.00 |
|