| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,854.0 |
2,869.0 |
15.0 |
0.5% |
2,772.0 |
| High |
2,870.0 |
2,871.0 |
1.0 |
0.0% |
2,805.0 |
| Low |
2,844.0 |
2,848.0 |
4.0 |
0.1% |
2,725.0 |
| Close |
2,858.0 |
2,861.0 |
3.0 |
0.1% |
2,800.0 |
| Range |
26.0 |
23.0 |
-3.0 |
-11.5% |
80.0 |
| ATR |
41.3 |
40.0 |
-1.3 |
-3.2% |
0.0 |
| Volume |
1,028,848 |
967,130 |
-61,718 |
-6.0% |
3,728,873 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.0 |
2,918.0 |
2,873.7 |
|
| R3 |
2,906.0 |
2,895.0 |
2,867.3 |
|
| R2 |
2,883.0 |
2,883.0 |
2,865.2 |
|
| R1 |
2,872.0 |
2,872.0 |
2,863.1 |
2,866.0 |
| PP |
2,860.0 |
2,860.0 |
2,860.0 |
2,857.0 |
| S1 |
2,849.0 |
2,849.0 |
2,858.9 |
2,843.0 |
| S2 |
2,837.0 |
2,837.0 |
2,856.8 |
|
| S3 |
2,814.0 |
2,826.0 |
2,854.7 |
|
| S4 |
2,791.0 |
2,803.0 |
2,848.4 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,988.3 |
2,844.0 |
|
| R3 |
2,936.7 |
2,908.3 |
2,822.0 |
|
| R2 |
2,856.7 |
2,856.7 |
2,814.7 |
|
| R1 |
2,828.3 |
2,828.3 |
2,807.3 |
2,842.5 |
| PP |
2,776.7 |
2,776.7 |
2,776.7 |
2,783.8 |
| S1 |
2,748.3 |
2,748.3 |
2,792.7 |
2,762.5 |
| S2 |
2,696.7 |
2,696.7 |
2,785.3 |
|
| S3 |
2,616.7 |
2,668.3 |
2,778.0 |
|
| S4 |
2,536.7 |
2,588.3 |
2,756.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,871.0 |
2,761.0 |
110.0 |
3.8% |
32.4 |
1.1% |
91% |
True |
False |
979,818 |
| 10 |
2,871.0 |
2,713.0 |
158.0 |
5.5% |
36.4 |
1.3% |
94% |
True |
False |
944,264 |
| 20 |
2,871.0 |
2,713.0 |
158.0 |
5.5% |
41.1 |
1.4% |
94% |
True |
False |
876,442 |
| 40 |
2,871.0 |
2,668.0 |
203.0 |
7.1% |
36.3 |
1.3% |
95% |
True |
False |
793,199 |
| 60 |
2,871.0 |
2,488.0 |
383.0 |
13.4% |
40.5 |
1.4% |
97% |
True |
False |
848,565 |
| 80 |
2,871.0 |
2,488.0 |
383.0 |
13.4% |
42.4 |
1.5% |
97% |
True |
False |
691,417 |
| 100 |
2,871.0 |
2,488.0 |
383.0 |
13.4% |
40.8 |
1.4% |
97% |
True |
False |
553,884 |
| 120 |
2,871.0 |
2,475.0 |
396.0 |
13.8% |
41.5 |
1.5% |
97% |
True |
False |
461,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.8 |
|
2.618 |
2,931.2 |
|
1.618 |
2,908.2 |
|
1.000 |
2,894.0 |
|
0.618 |
2,885.2 |
|
HIGH |
2,871.0 |
|
0.618 |
2,862.2 |
|
0.500 |
2,859.5 |
|
0.382 |
2,856.8 |
|
LOW |
2,848.0 |
|
0.618 |
2,833.8 |
|
1.000 |
2,825.0 |
|
1.618 |
2,810.8 |
|
2.618 |
2,787.8 |
|
4.250 |
2,750.3 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,860.5 |
2,855.0 |
| PP |
2,860.0 |
2,849.0 |
| S1 |
2,859.5 |
2,843.0 |
|