| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,171.75 |
3,200.50 |
28.75 |
0.9% |
3,126.25 |
| High |
3,176.25 |
3,213.25 |
37.00 |
1.2% |
3,183.00 |
| Low |
3,155.25 |
3,156.25 |
1.00 |
0.0% |
3,119.75 |
| Close |
3,171.50 |
3,161.00 |
-10.50 |
-0.3% |
3,171.50 |
| Range |
21.00 |
57.00 |
36.00 |
171.4% |
63.25 |
| ATR |
31.45 |
33.27 |
1.83 |
5.8% |
0.00 |
| Volume |
204,396 |
300,932 |
96,536 |
47.2% |
362,080 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.75 |
3,311.50 |
3,192.25 |
|
| R3 |
3,290.75 |
3,254.50 |
3,176.75 |
|
| R2 |
3,233.75 |
3,233.75 |
3,171.50 |
|
| R1 |
3,197.50 |
3,197.50 |
3,166.25 |
3,187.00 |
| PP |
3,176.75 |
3,176.75 |
3,176.75 |
3,171.75 |
| S1 |
3,140.50 |
3,140.50 |
3,155.75 |
3,130.00 |
| S2 |
3,119.75 |
3,119.75 |
3,150.50 |
|
| S3 |
3,062.75 |
3,083.50 |
3,145.25 |
|
| S4 |
3,005.75 |
3,026.50 |
3,129.75 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.75 |
3,323.00 |
3,206.25 |
|
| R3 |
3,284.50 |
3,259.75 |
3,189.00 |
|
| R2 |
3,221.25 |
3,221.25 |
3,183.00 |
|
| R1 |
3,196.50 |
3,196.50 |
3,177.25 |
3,209.00 |
| PP |
3,158.00 |
3,158.00 |
3,158.00 |
3,164.25 |
| S1 |
3,133.25 |
3,133.25 |
3,165.75 |
3,145.50 |
| S2 |
3,094.75 |
3,094.75 |
3,160.00 |
|
| S3 |
3,031.50 |
3,070.00 |
3,154.00 |
|
| S4 |
2,968.25 |
3,006.75 |
3,136.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,213.25 |
3,153.00 |
60.25 |
1.9% |
29.25 |
0.9% |
13% |
True |
False |
131,642 |
| 10 |
3,213.25 |
3,070.00 |
143.25 |
4.5% |
34.50 |
1.1% |
64% |
True |
False |
66,773 |
| 20 |
3,213.25 |
3,049.25 |
164.00 |
5.2% |
35.50 |
1.1% |
68% |
True |
False |
33,624 |
| 40 |
3,213.25 |
3,016.75 |
196.50 |
6.2% |
28.00 |
0.9% |
73% |
True |
False |
16,898 |
| 60 |
3,213.25 |
2,813.00 |
400.25 |
12.7% |
25.00 |
0.8% |
87% |
True |
False |
11,272 |
| 80 |
3,213.25 |
2,813.00 |
400.25 |
12.7% |
21.25 |
0.7% |
87% |
True |
False |
8,454 |
| 100 |
3,213.25 |
2,813.00 |
400.25 |
12.7% |
18.50 |
0.6% |
87% |
True |
False |
6,764 |
| 120 |
3,213.25 |
2,726.75 |
486.50 |
15.4% |
15.50 |
0.5% |
89% |
True |
False |
5,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,455.50 |
|
2.618 |
3,362.50 |
|
1.618 |
3,305.50 |
|
1.000 |
3,270.25 |
|
0.618 |
3,248.50 |
|
HIGH |
3,213.25 |
|
0.618 |
3,191.50 |
|
0.500 |
3,184.75 |
|
0.382 |
3,178.00 |
|
LOW |
3,156.25 |
|
0.618 |
3,121.00 |
|
1.000 |
3,099.25 |
|
1.618 |
3,064.00 |
|
2.618 |
3,007.00 |
|
4.250 |
2,914.00 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,184.75 |
3,184.25 |
| PP |
3,176.75 |
3,176.50 |
| S1 |
3,169.00 |
3,168.75 |
|