| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,765.0 |
2,806.0 |
41.0 |
1.5% |
2,772.0 |
| High |
2,805.0 |
2,815.0 |
10.0 |
0.4% |
2,805.0 |
| Low |
2,761.0 |
2,787.0 |
26.0 |
0.9% |
2,725.0 |
| Close |
2,800.0 |
2,799.0 |
-1.0 |
0.0% |
2,800.0 |
| Range |
44.0 |
28.0 |
-16.0 |
-36.4% |
80.0 |
| ATR |
42.4 |
41.4 |
-1.0 |
-2.4% |
0.0 |
| Volume |
708,588 |
1,154,567 |
445,979 |
62.9% |
3,728,873 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.3 |
2,869.7 |
2,814.4 |
|
| R3 |
2,856.3 |
2,841.7 |
2,806.7 |
|
| R2 |
2,828.3 |
2,828.3 |
2,804.1 |
|
| R1 |
2,813.7 |
2,813.7 |
2,801.6 |
2,807.0 |
| PP |
2,800.3 |
2,800.3 |
2,800.3 |
2,797.0 |
| S1 |
2,785.7 |
2,785.7 |
2,796.4 |
2,779.0 |
| S2 |
2,772.3 |
2,772.3 |
2,793.9 |
|
| S3 |
2,744.3 |
2,757.7 |
2,791.3 |
|
| S4 |
2,716.3 |
2,729.7 |
2,783.6 |
|
|
| 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 |
2,815.0 |
2,725.0 |
90.0 |
3.2% |
38.8 |
1.4% |
82% |
True |
False |
976,688 |
| 10 |
2,833.0 |
2,713.0 |
120.0 |
4.3% |
42.8 |
1.5% |
72% |
False |
False |
939,586 |
| 20 |
2,860.0 |
2,713.0 |
147.0 |
5.3% |
40.8 |
1.5% |
59% |
False |
False |
846,809 |
| 40 |
2,860.0 |
2,645.0 |
215.0 |
7.7% |
36.6 |
1.3% |
72% |
False |
False |
777,366 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.3% |
41.0 |
1.5% |
84% |
False |
False |
848,401 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.3% |
42.4 |
1.5% |
84% |
False |
False |
653,497 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.8% |
41.4 |
1.5% |
84% |
False |
False |
523,531 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.8% |
42.0 |
1.5% |
84% |
False |
False |
436,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,934.0 |
|
2.618 |
2,888.3 |
|
1.618 |
2,860.3 |
|
1.000 |
2,843.0 |
|
0.618 |
2,832.3 |
|
HIGH |
2,815.0 |
|
0.618 |
2,804.3 |
|
0.500 |
2,801.0 |
|
0.382 |
2,797.7 |
|
LOW |
2,787.0 |
|
0.618 |
2,769.7 |
|
1.000 |
2,759.0 |
|
1.618 |
2,741.7 |
|
2.618 |
2,713.7 |
|
4.250 |
2,668.0 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,801.0 |
2,793.2 |
| PP |
2,800.3 |
2,787.3 |
| S1 |
2,799.7 |
2,781.5 |
|