| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,234.00 |
3,222.75 |
-11.25 |
-0.3% |
3,200.50 |
| High |
3,241.50 |
3,237.00 |
-4.50 |
-0.1% |
3,241.50 |
| Low |
3,216.50 |
3,198.00 |
-18.50 |
-0.6% |
3,156.25 |
| Close |
3,216.50 |
3,209.00 |
-7.50 |
-0.2% |
3,216.50 |
| Range |
25.00 |
39.00 |
14.00 |
56.0% |
85.25 |
| ATR |
32.32 |
32.80 |
0.48 |
1.5% |
0.00 |
| Volume |
208,460 |
237,538 |
29,078 |
13.9% |
1,202,386 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,331.75 |
3,309.25 |
3,230.50 |
|
| R3 |
3,292.75 |
3,270.25 |
3,219.75 |
|
| R2 |
3,253.75 |
3,253.75 |
3,216.25 |
|
| R1 |
3,231.25 |
3,231.25 |
3,212.50 |
3,223.00 |
| PP |
3,214.75 |
3,214.75 |
3,214.75 |
3,210.50 |
| S1 |
3,192.25 |
3,192.25 |
3,205.50 |
3,184.00 |
| S2 |
3,175.75 |
3,175.75 |
3,201.75 |
|
| S3 |
3,136.75 |
3,153.25 |
3,198.25 |
|
| S4 |
3,097.75 |
3,114.25 |
3,187.50 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,460.50 |
3,423.75 |
3,263.50 |
|
| R3 |
3,375.25 |
3,338.50 |
3,240.00 |
|
| R2 |
3,290.00 |
3,290.00 |
3,232.25 |
|
| R1 |
3,253.25 |
3,253.25 |
3,224.25 |
3,271.50 |
| PP |
3,204.75 |
3,204.75 |
3,204.75 |
3,214.00 |
| S1 |
3,168.00 |
3,168.00 |
3,208.75 |
3,186.50 |
| S2 |
3,119.50 |
3,119.50 |
3,200.75 |
|
| S3 |
3,034.25 |
3,082.75 |
3,193.00 |
|
| S4 |
2,949.00 |
2,997.50 |
3,169.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,241.50 |
3,156.25 |
85.25 |
2.7% |
31.25 |
1.0% |
62% |
False |
False |
227,798 |
| 10 |
3,241.50 |
3,153.00 |
88.50 |
2.8% |
30.25 |
0.9% |
63% |
False |
False |
179,720 |
| 20 |
3,241.50 |
3,050.00 |
191.50 |
6.0% |
35.00 |
1.1% |
83% |
False |
False |
90,475 |
| 40 |
3,241.50 |
3,049.25 |
192.25 |
6.0% |
29.50 |
0.9% |
83% |
False |
False |
45,364 |
| 60 |
3,241.50 |
2,887.00 |
354.50 |
11.0% |
25.50 |
0.8% |
91% |
False |
False |
30,255 |
| 80 |
3,241.50 |
2,813.00 |
428.50 |
13.4% |
23.00 |
0.7% |
92% |
False |
False |
22,692 |
| 100 |
3,241.50 |
2,813.00 |
428.50 |
13.4% |
20.00 |
0.6% |
92% |
False |
False |
18,154 |
| 120 |
3,241.50 |
2,726.75 |
514.75 |
16.0% |
16.75 |
0.5% |
94% |
False |
False |
15,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,402.75 |
|
2.618 |
3,339.00 |
|
1.618 |
3,300.00 |
|
1.000 |
3,276.00 |
|
0.618 |
3,261.00 |
|
HIGH |
3,237.00 |
|
0.618 |
3,222.00 |
|
0.500 |
3,217.50 |
|
0.382 |
3,213.00 |
|
LOW |
3,198.00 |
|
0.618 |
3,174.00 |
|
1.000 |
3,159.00 |
|
1.618 |
3,135.00 |
|
2.618 |
3,096.00 |
|
4.250 |
3,032.25 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,217.50 |
3,219.75 |
| PP |
3,214.75 |
3,216.25 |
| S1 |
3,211.75 |
3,212.50 |
|