| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
15,274.42 |
15,317.45 |
43.03 |
0.3% |
15,452.31 |
| High |
15,387.19 |
15,317.45 |
-69.74 |
-0.5% |
15,466.95 |
| Low |
15,274.42 |
15,211.81 |
-62.61 |
-0.4% |
15,211.81 |
| Close |
15,328.30 |
15,258.24 |
-70.06 |
-0.5% |
15,258.24 |
| Range |
112.77 |
105.64 |
-7.13 |
-6.3% |
255.14 |
| ATR |
126.35 |
125.64 |
-0.70 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,579.42 |
15,524.47 |
15,316.34 |
|
| R3 |
15,473.78 |
15,418.83 |
15,287.29 |
|
| R2 |
15,368.14 |
15,368.14 |
15,277.61 |
|
| R1 |
15,313.19 |
15,313.19 |
15,267.92 |
15,287.85 |
| PP |
15,262.50 |
15,262.50 |
15,262.50 |
15,249.83 |
| S1 |
15,207.55 |
15,207.55 |
15,248.56 |
15,182.21 |
| S2 |
15,156.86 |
15,156.86 |
15,238.87 |
|
| S3 |
15,051.22 |
15,101.91 |
15,229.19 |
|
| S4 |
14,945.58 |
14,996.27 |
15,200.14 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,077.75 |
15,923.14 |
15,398.57 |
|
| R3 |
15,822.61 |
15,668.00 |
15,328.40 |
|
| R2 |
15,567.47 |
15,567.47 |
15,305.02 |
|
| R1 |
15,412.86 |
15,412.86 |
15,281.63 |
15,362.60 |
| PP |
15,312.33 |
15,312.33 |
15,312.33 |
15,287.20 |
| S1 |
15,157.72 |
15,157.72 |
15,234.85 |
15,107.46 |
| S2 |
15,057.19 |
15,057.19 |
15,211.46 |
|
| S3 |
14,802.05 |
14,902.58 |
15,188.08 |
|
| S4 |
14,546.91 |
14,647.44 |
15,117.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,466.95 |
15,211.81 |
255.14 |
1.7% |
108.61 |
0.7% |
18% |
False |
True |
|
| 10 |
15,709.58 |
15,211.81 |
497.77 |
3.3% |
128.00 |
0.8% |
9% |
False |
True |
|
| 20 |
15,709.58 |
14,762.35 |
947.23 |
6.2% |
125.64 |
0.8% |
52% |
False |
False |
|
| 40 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
123.32 |
0.8% |
52% |
False |
False |
|
| 60 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
117.01 |
0.8% |
52% |
False |
False |
|
| 80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
135.25 |
0.9% |
61% |
False |
False |
|
| 100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
136.84 |
0.9% |
61% |
False |
False |
|
| 120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.3% |
135.68 |
0.9% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,766.42 |
|
2.618 |
15,594.02 |
|
1.618 |
15,488.38 |
|
1.000 |
15,423.09 |
|
0.618 |
15,382.74 |
|
HIGH |
15,317.45 |
|
0.618 |
15,277.10 |
|
0.500 |
15,264.63 |
|
0.382 |
15,252.16 |
|
LOW |
15,211.81 |
|
0.618 |
15,146.52 |
|
1.000 |
15,106.17 |
|
1.618 |
15,040.88 |
|
2.618 |
14,935.24 |
|
4.250 |
14,762.84 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,264.63 |
15,299.50 |
| PP |
15,262.50 |
15,285.75 |
| S1 |
15,260.37 |
15,271.99 |
|