| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,158.50 |
3,186.50 |
28.00 |
0.9% |
3,126.25 |
| High |
3,189.00 |
3,229.75 |
40.75 |
1.3% |
3,183.00 |
| Low |
3,156.25 |
3,183.25 |
27.00 |
0.9% |
3,119.75 |
| Close |
3,184.00 |
3,221.75 |
37.75 |
1.2% |
3,171.50 |
| Range |
32.75 |
46.50 |
13.75 |
42.0% |
63.25 |
| ATR |
33.23 |
34.18 |
0.95 |
2.9% |
0.00 |
| Volume |
225,570 |
254,999 |
29,429 |
13.0% |
362,080 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,351.00 |
3,333.00 |
3,247.25 |
|
| R3 |
3,304.50 |
3,286.50 |
3,234.50 |
|
| R2 |
3,258.00 |
3,258.00 |
3,230.25 |
|
| R1 |
3,240.00 |
3,240.00 |
3,226.00 |
3,249.00 |
| PP |
3,211.50 |
3,211.50 |
3,211.50 |
3,216.00 |
| S1 |
3,193.50 |
3,193.50 |
3,217.50 |
3,202.50 |
| S2 |
3,165.00 |
3,165.00 |
3,213.25 |
|
| S3 |
3,118.50 |
3,147.00 |
3,209.00 |
|
| S4 |
3,072.00 |
3,100.50 |
3,196.25 |
|
|
| 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 |
3,229.75 |
3,155.25 |
74.50 |
2.3% |
35.25 |
1.1% |
89% |
True |
False |
219,776 |
| 10 |
3,229.75 |
3,089.75 |
140.00 |
4.3% |
34.00 |
1.1% |
94% |
True |
False |
114,614 |
| 20 |
3,229.75 |
3,049.25 |
180.50 |
5.6% |
36.50 |
1.1% |
96% |
True |
False |
57,638 |
| 40 |
3,229.75 |
3,025.75 |
204.00 |
6.3% |
29.00 |
0.9% |
96% |
True |
False |
28,912 |
| 60 |
3,229.75 |
2,825.00 |
404.75 |
12.6% |
25.00 |
0.8% |
98% |
True |
False |
19,281 |
| 80 |
3,229.75 |
2,813.00 |
416.75 |
12.9% |
22.25 |
0.7% |
98% |
True |
False |
14,462 |
| 100 |
3,229.75 |
2,813.00 |
416.75 |
12.9% |
19.25 |
0.6% |
98% |
True |
False |
11,569 |
| 120 |
3,229.75 |
2,726.75 |
503.00 |
15.6% |
16.00 |
0.5% |
98% |
True |
False |
9,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,427.50 |
|
2.618 |
3,351.50 |
|
1.618 |
3,305.00 |
|
1.000 |
3,276.25 |
|
0.618 |
3,258.50 |
|
HIGH |
3,229.75 |
|
0.618 |
3,212.00 |
|
0.500 |
3,206.50 |
|
0.382 |
3,201.00 |
|
LOW |
3,183.25 |
|
0.618 |
3,154.50 |
|
1.000 |
3,136.75 |
|
1.618 |
3,108.00 |
|
2.618 |
3,061.50 |
|
4.250 |
2,985.50 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,216.75 |
3,212.25 |
| PP |
3,211.50 |
3,202.50 |
| S1 |
3,206.50 |
3,193.00 |
|