| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,365.9 |
1,324.5 |
-41.4 |
-3.0% |
1,388.7 |
| High |
1,365.9 |
1,331.2 |
-34.7 |
-2.5% |
1,391.5 |
| Low |
1,322.0 |
1,306.9 |
-15.1 |
-1.1% |
1,306.9 |
| Close |
1,331.5 |
1,309.5 |
-22.0 |
-1.7% |
1,309.5 |
| Range |
43.9 |
24.3 |
-19.6 |
-44.6% |
84.6 |
| ATR |
24.4 |
24.4 |
0.0 |
0.0% |
0.0 |
| Volume |
1,932 |
2,413 |
481 |
24.9% |
10,563 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,388.8 |
1,373.4 |
1,322.9 |
|
| R3 |
1,364.5 |
1,349.1 |
1,316.2 |
|
| R2 |
1,340.2 |
1,340.2 |
1,314.0 |
|
| R1 |
1,324.8 |
1,324.8 |
1,311.7 |
1,320.4 |
| PP |
1,315.9 |
1,315.9 |
1,315.9 |
1,313.6 |
| S1 |
1,300.5 |
1,300.5 |
1,307.3 |
1,296.1 |
| S2 |
1,291.6 |
1,291.6 |
1,305.0 |
|
| S3 |
1,267.3 |
1,276.2 |
1,302.8 |
|
| S4 |
1,243.0 |
1,251.9 |
1,296.1 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,589.8 |
1,534.2 |
1,356.0 |
|
| R3 |
1,505.2 |
1,449.6 |
1,332.8 |
|
| R2 |
1,420.6 |
1,420.6 |
1,325.0 |
|
| R1 |
1,365.0 |
1,365.0 |
1,317.3 |
1,350.5 |
| PP |
1,336.0 |
1,336.0 |
1,336.0 |
1,328.7 |
| S1 |
1,280.4 |
1,280.4 |
1,301.7 |
1,265.9 |
| S2 |
1,251.4 |
1,251.4 |
1,294.0 |
|
| S3 |
1,166.8 |
1,195.8 |
1,286.2 |
|
| S4 |
1,082.2 |
1,111.2 |
1,263.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,391.5 |
1,306.9 |
84.6 |
6.5% |
22.0 |
1.7% |
3% |
False |
True |
2,112 |
| 10 |
1,416.7 |
1,306.9 |
109.8 |
8.4% |
25.6 |
2.0% |
2% |
False |
True |
2,049 |
| 20 |
1,433.7 |
1,306.9 |
126.8 |
9.7% |
23.0 |
1.8% |
2% |
False |
True |
1,846 |
| 40 |
1,433.7 |
1,274.0 |
159.7 |
12.2% |
22.5 |
1.7% |
22% |
False |
False |
1,801 |
| 60 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
23.5 |
1.8% |
49% |
False |
False |
1,758 |
| 80 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
22.3 |
1.7% |
49% |
False |
False |
1,436 |
| 100 |
1,482.1 |
1,187.9 |
294.2 |
22.5% |
21.5 |
1.6% |
41% |
False |
False |
1,361 |
| 120 |
1,613.6 |
1,187.9 |
425.7 |
32.5% |
22.2 |
1.7% |
29% |
False |
False |
1,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,434.5 |
|
2.618 |
1,394.8 |
|
1.618 |
1,370.5 |
|
1.000 |
1,355.5 |
|
0.618 |
1,346.2 |
|
HIGH |
1,331.2 |
|
0.618 |
1,321.9 |
|
0.500 |
1,319.1 |
|
0.382 |
1,316.2 |
|
LOW |
1,306.9 |
|
0.618 |
1,291.9 |
|
1.000 |
1,282.6 |
|
1.618 |
1,267.6 |
|
2.618 |
1,243.3 |
|
4.250 |
1,203.6 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.1 |
1,337.8 |
| PP |
1,315.9 |
1,328.4 |
| S1 |
1,312.7 |
1,318.9 |
|