| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,175.25 |
3,178.25 |
3.00 |
0.1% |
3,089.75 |
| High |
3,181.00 |
3,183.00 |
2.00 |
0.1% |
3,142.25 |
| Low |
3,153.00 |
3,163.75 |
10.75 |
0.3% |
3,070.00 |
| Close |
3,171.75 |
3,169.50 |
-2.25 |
-0.1% |
3,122.25 |
| Range |
28.00 |
19.25 |
-8.75 |
-31.3% |
72.25 |
| ATR |
33.25 |
32.25 |
-1.00 |
-3.0% |
0.00 |
| Volume |
30,830 |
112,985 |
82,155 |
266.5% |
4,719 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,229.75 |
3,219.00 |
3,180.00 |
|
| R3 |
3,210.50 |
3,199.75 |
3,174.75 |
|
| R2 |
3,191.25 |
3,191.25 |
3,173.00 |
|
| R1 |
3,180.50 |
3,180.50 |
3,171.25 |
3,176.25 |
| PP |
3,172.00 |
3,172.00 |
3,172.00 |
3,170.00 |
| S1 |
3,161.25 |
3,161.25 |
3,167.75 |
3,157.00 |
| S2 |
3,152.75 |
3,152.75 |
3,166.00 |
|
| S3 |
3,133.50 |
3,142.00 |
3,164.25 |
|
| S4 |
3,114.25 |
3,122.75 |
3,159.00 |
|
|
| 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 |
3,183.00 |
3,089.75 |
93.25 |
2.9% |
33.75 |
1.1% |
86% |
True |
False |
31,891 |
| 10 |
3,183.00 |
3,060.00 |
123.00 |
3.9% |
34.50 |
1.1% |
89% |
True |
False |
16,391 |
| 20 |
3,183.00 |
3,049.25 |
133.75 |
4.2% |
34.50 |
1.1% |
90% |
True |
False |
8,391 |
| 40 |
3,183.00 |
3,016.75 |
166.25 |
5.2% |
26.75 |
0.8% |
92% |
True |
False |
4,267 |
| 60 |
3,183.00 |
2,813.00 |
370.00 |
11.7% |
23.75 |
0.8% |
96% |
True |
False |
2,850 |
| 80 |
3,183.00 |
2,813.00 |
370.00 |
11.7% |
20.75 |
0.7% |
96% |
True |
False |
2,138 |
| 100 |
3,183.00 |
2,810.50 |
372.50 |
11.8% |
17.75 |
0.6% |
96% |
True |
False |
1,711 |
| 120 |
3,183.00 |
2,726.75 |
456.25 |
14.4% |
14.75 |
0.5% |
97% |
True |
False |
1,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,264.75 |
|
2.618 |
3,233.50 |
|
1.618 |
3,214.25 |
|
1.000 |
3,202.25 |
|
0.618 |
3,195.00 |
|
HIGH |
3,183.00 |
|
0.618 |
3,175.75 |
|
0.500 |
3,173.50 |
|
0.382 |
3,171.00 |
|
LOW |
3,163.75 |
|
0.618 |
3,151.75 |
|
1.000 |
3,144.50 |
|
1.618 |
3,132.50 |
|
2.618 |
3,113.25 |
|
4.250 |
3,082.00 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,173.50 |
3,169.00 |
| PP |
3,172.00 |
3,168.50 |
| S1 |
3,170.75 |
3,168.00 |
|