| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,887.0 |
2,900.0 |
13.0 |
0.5% |
2,806.0 |
| High |
2,899.0 |
2,958.0 |
59.0 |
2.0% |
2,873.0 |
| Low |
2,877.0 |
2,888.0 |
11.0 |
0.4% |
2,787.0 |
| Close |
2,892.0 |
2,905.0 |
13.0 |
0.4% |
2,869.0 |
| Range |
22.0 |
70.0 |
48.0 |
218.2% |
86.0 |
| ATR |
37.6 |
39.9 |
2.3 |
6.2% |
0.0 |
| Volume |
1,693,119 |
1,432,660 |
-260,459 |
-15.4% |
5,660,687 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.0 |
3,086.0 |
2,943.5 |
|
| R3 |
3,057.0 |
3,016.0 |
2,924.3 |
|
| R2 |
2,987.0 |
2,987.0 |
2,917.8 |
|
| R1 |
2,946.0 |
2,946.0 |
2,911.4 |
2,966.5 |
| PP |
2,917.0 |
2,917.0 |
2,917.0 |
2,927.3 |
| S1 |
2,876.0 |
2,876.0 |
2,898.6 |
2,896.5 |
| S2 |
2,847.0 |
2,847.0 |
2,892.2 |
|
| S3 |
2,777.0 |
2,806.0 |
2,885.8 |
|
| S4 |
2,707.0 |
2,736.0 |
2,866.5 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,101.0 |
3,071.0 |
2,916.3 |
|
| R3 |
3,015.0 |
2,985.0 |
2,892.7 |
|
| R2 |
2,929.0 |
2,929.0 |
2,884.8 |
|
| R1 |
2,899.0 |
2,899.0 |
2,876.9 |
2,914.0 |
| PP |
2,843.0 |
2,843.0 |
2,843.0 |
2,850.5 |
| S1 |
2,813.0 |
2,813.0 |
2,861.1 |
2,828.0 |
| S2 |
2,757.0 |
2,757.0 |
2,853.2 |
|
| S3 |
2,671.0 |
2,727.0 |
2,845.4 |
|
| S4 |
2,585.0 |
2,641.0 |
2,821.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,958.0 |
2,848.0 |
110.0 |
3.8% |
32.2 |
1.1% |
52% |
True |
False |
1,493,737 |
| 10 |
2,958.0 |
2,748.0 |
210.0 |
7.2% |
33.1 |
1.1% |
75% |
True |
False |
1,269,910 |
| 20 |
2,958.0 |
2,713.0 |
245.0 |
8.4% |
39.5 |
1.4% |
78% |
True |
False |
1,031,398 |
| 40 |
2,958.0 |
2,713.0 |
245.0 |
8.4% |
36.8 |
1.3% |
78% |
True |
False |
879,943 |
| 60 |
2,958.0 |
2,513.0 |
445.0 |
15.3% |
38.4 |
1.3% |
88% |
True |
False |
860,900 |
| 80 |
2,958.0 |
2,488.0 |
470.0 |
16.2% |
42.2 |
1.5% |
89% |
True |
False |
772,668 |
| 100 |
2,958.0 |
2,488.0 |
470.0 |
16.2% |
40.4 |
1.4% |
89% |
True |
False |
618,891 |
| 120 |
2,958.0 |
2,475.0 |
483.0 |
16.6% |
41.1 |
1.4% |
89% |
True |
False |
515,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,255.5 |
|
2.618 |
3,141.3 |
|
1.618 |
3,071.3 |
|
1.000 |
3,028.0 |
|
0.618 |
3,001.3 |
|
HIGH |
2,958.0 |
|
0.618 |
2,931.3 |
|
0.500 |
2,923.0 |
|
0.382 |
2,914.7 |
|
LOW |
2,888.0 |
|
0.618 |
2,844.7 |
|
1.000 |
2,818.0 |
|
1.618 |
2,774.7 |
|
2.618 |
2,704.7 |
|
4.250 |
2,590.5 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,923.0 |
2,917.5 |
| PP |
2,917.0 |
2,913.3 |
| S1 |
2,911.0 |
2,909.2 |
|