| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,200.50 |
3,158.50 |
-42.00 |
-1.3% |
3,126.25 |
| High |
3,213.25 |
3,189.00 |
-24.25 |
-0.8% |
3,183.00 |
| Low |
3,156.25 |
3,156.25 |
0.00 |
0.0% |
3,119.75 |
| Close |
3,161.00 |
3,184.00 |
23.00 |
0.7% |
3,171.50 |
| Range |
57.00 |
32.75 |
-24.25 |
-42.5% |
63.25 |
| ATR |
33.27 |
33.23 |
-0.04 |
-0.1% |
0.00 |
| Volume |
300,932 |
225,570 |
-75,362 |
-25.0% |
362,080 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,274.75 |
3,262.00 |
3,202.00 |
|
| R3 |
3,242.00 |
3,229.25 |
3,193.00 |
|
| R2 |
3,209.25 |
3,209.25 |
3,190.00 |
|
| R1 |
3,196.50 |
3,196.50 |
3,187.00 |
3,203.00 |
| PP |
3,176.50 |
3,176.50 |
3,176.50 |
3,179.50 |
| S1 |
3,163.75 |
3,163.75 |
3,181.00 |
3,170.00 |
| S2 |
3,143.75 |
3,143.75 |
3,178.00 |
|
| S3 |
3,111.00 |
3,131.00 |
3,175.00 |
|
| S4 |
3,078.25 |
3,098.25 |
3,166.00 |
|
|
| 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% |
31.50 |
1.0% |
51% |
False |
False |
174,942 |
| 10 |
3,213.25 |
3,076.75 |
136.50 |
4.3% |
34.25 |
1.1% |
79% |
False |
False |
89,281 |
| 20 |
3,213.25 |
3,049.25 |
164.00 |
5.2% |
35.75 |
1.1% |
82% |
False |
False |
44,898 |
| 40 |
3,213.25 |
3,016.75 |
196.50 |
6.2% |
28.75 |
0.9% |
85% |
False |
False |
22,537 |
| 60 |
3,213.25 |
2,813.00 |
400.25 |
12.6% |
25.00 |
0.8% |
93% |
False |
False |
15,032 |
| 80 |
3,213.25 |
2,813.00 |
400.25 |
12.6% |
21.50 |
0.7% |
93% |
False |
False |
11,274 |
| 100 |
3,213.25 |
2,813.00 |
400.25 |
12.6% |
18.75 |
0.6% |
93% |
False |
False |
9,019 |
| 120 |
3,213.25 |
2,726.75 |
486.50 |
15.3% |
15.75 |
0.5% |
94% |
False |
False |
7,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,328.25 |
|
2.618 |
3,274.75 |
|
1.618 |
3,242.00 |
|
1.000 |
3,221.75 |
|
0.618 |
3,209.25 |
|
HIGH |
3,189.00 |
|
0.618 |
3,176.50 |
|
0.500 |
3,172.50 |
|
0.382 |
3,168.75 |
|
LOW |
3,156.25 |
|
0.618 |
3,136.00 |
|
1.000 |
3,123.50 |
|
1.618 |
3,103.25 |
|
2.618 |
3,070.50 |
|
4.250 |
3,017.00 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,180.25 |
3,184.25 |
| PP |
3,176.50 |
3,184.25 |
| S1 |
3,172.50 |
3,184.00 |
|