| 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 |
15,327.14 |
15,312.86 |
-14.28 |
-0.1% |
14,927.19 |
| High |
15,345.32 |
15,380.97 |
35.65 |
0.2% |
15,380.97 |
| Low |
15,283.26 |
15,312.86 |
29.60 |
0.2% |
14,927.19 |
| Close |
15,300.64 |
15,376.06 |
75.42 |
0.5% |
15,376.06 |
| Range |
62.06 |
68.11 |
6.05 |
9.7% |
453.78 |
| ATR |
126.52 |
123.22 |
-3.30 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,560.96 |
15,536.62 |
15,413.52 |
|
| R3 |
15,492.85 |
15,468.51 |
15,394.79 |
|
| R2 |
15,424.74 |
15,424.74 |
15,388.55 |
|
| R1 |
15,400.40 |
15,400.40 |
15,382.30 |
15,412.57 |
| PP |
15,356.63 |
15,356.63 |
15,356.63 |
15,362.72 |
| S1 |
15,332.29 |
15,332.29 |
15,369.82 |
15,344.46 |
| S2 |
15,288.52 |
15,288.52 |
15,363.57 |
|
| S3 |
15,220.41 |
15,264.18 |
15,357.33 |
|
| S4 |
15,152.30 |
15,196.07 |
15,338.60 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,589.41 |
16,436.52 |
15,625.64 |
|
| R3 |
16,135.63 |
15,982.74 |
15,500.85 |
|
| R2 |
15,681.85 |
15,681.85 |
15,459.25 |
|
| R1 |
15,528.96 |
15,528.96 |
15,417.66 |
15,605.41 |
| PP |
15,228.07 |
15,228.07 |
15,228.07 |
15,266.30 |
| S1 |
15,075.18 |
15,075.18 |
15,334.46 |
15,151.63 |
| S2 |
14,774.29 |
14,774.29 |
15,292.87 |
|
| S3 |
14,320.51 |
14,621.40 |
15,251.27 |
|
| S4 |
13,866.73 |
14,167.62 |
15,126.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,380.97 |
14,927.19 |
453.78 |
3.0% |
109.75 |
0.7% |
99% |
True |
False |
|
| 10 |
15,380.97 |
14,762.35 |
618.62 |
4.0% |
123.28 |
0.8% |
99% |
True |
False |
|
| 20 |
15,380.97 |
14,760.41 |
620.56 |
4.0% |
116.73 |
0.8% |
99% |
True |
False |
|
| 40 |
15,658.43 |
14,760.41 |
898.02 |
5.8% |
116.74 |
0.8% |
69% |
False |
False |
|
| 60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
127.69 |
0.8% |
74% |
False |
False |
|
| 80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
142.86 |
0.9% |
74% |
False |
False |
|
| 100 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
134.84 |
0.9% |
74% |
False |
False |
|
| 120 |
15,658.43 |
14,434.43 |
1,224.00 |
8.0% |
134.46 |
0.9% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,670.44 |
|
2.618 |
15,559.28 |
|
1.618 |
15,491.17 |
|
1.000 |
15,449.08 |
|
0.618 |
15,423.06 |
|
HIGH |
15,380.97 |
|
0.618 |
15,354.95 |
|
0.500 |
15,346.92 |
|
0.382 |
15,338.88 |
|
LOW |
15,312.86 |
|
0.618 |
15,270.77 |
|
1.000 |
15,244.75 |
|
1.618 |
15,202.66 |
|
2.618 |
15,134.55 |
|
4.250 |
15,023.39 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,366.35 |
15,346.56 |
| PP |
15,356.63 |
15,317.05 |
| S1 |
15,346.92 |
15,287.55 |
|