| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,583.0 |
6,638.5 |
55.5 |
0.8% |
6,545.0 |
| High |
6,639.5 |
6,658.5 |
19.0 |
0.3% |
6,608.0 |
| Low |
6,531.0 |
6,608.5 |
77.5 |
1.2% |
6,506.5 |
| Close |
6,550.5 |
6,623.0 |
72.5 |
1.1% |
6,584.0 |
| Range |
108.5 |
50.0 |
-58.5 |
-53.9% |
101.5 |
| ATR |
78.6 |
80.7 |
2.1 |
2.7% |
0.0 |
| Volume |
145,335 |
15,931 |
-129,404 |
-89.0% |
604,171 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,780.0 |
6,751.5 |
6,650.5 |
|
| R3 |
6,730.0 |
6,701.5 |
6,637.0 |
|
| R2 |
6,680.0 |
6,680.0 |
6,632.0 |
|
| R1 |
6,651.5 |
6,651.5 |
6,627.5 |
6,641.0 |
| PP |
6,630.0 |
6,630.0 |
6,630.0 |
6,624.5 |
| S1 |
6,601.5 |
6,601.5 |
6,618.5 |
6,591.0 |
| S2 |
6,580.0 |
6,580.0 |
6,614.0 |
|
| S3 |
6,530.0 |
6,551.5 |
6,609.0 |
|
| S4 |
6,480.0 |
6,501.5 |
6,595.5 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,870.5 |
6,829.0 |
6,640.0 |
|
| R3 |
6,769.0 |
6,727.5 |
6,612.0 |
|
| R2 |
6,667.5 |
6,667.5 |
6,602.5 |
|
| R1 |
6,626.0 |
6,626.0 |
6,593.5 |
6,647.0 |
| PP |
6,566.0 |
6,566.0 |
6,566.0 |
6,576.5 |
| S1 |
6,524.5 |
6,524.5 |
6,574.5 |
6,545.0 |
| S2 |
6,464.5 |
6,464.5 |
6,565.5 |
|
| S3 |
6,363.0 |
6,423.0 |
6,556.0 |
|
| S4 |
6,261.5 |
6,321.5 |
6,528.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,670.0 |
6,531.0 |
139.0 |
2.1% |
62.0 |
0.9% |
66% |
False |
False |
199,064 |
| 10 |
6,670.0 |
6,490.5 |
179.5 |
2.7% |
60.0 |
0.9% |
74% |
False |
False |
143,063 |
| 20 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
75.5 |
1.1% |
85% |
False |
False |
113,955 |
| 40 |
6,670.0 |
6,346.5 |
323.5 |
4.9% |
80.0 |
1.2% |
85% |
False |
False |
97,169 |
| 60 |
6,670.0 |
6,121.0 |
549.0 |
8.3% |
82.0 |
1.2% |
91% |
False |
False |
95,114 |
| 80 |
6,670.0 |
5,955.5 |
714.5 |
10.8% |
87.0 |
1.3% |
93% |
False |
False |
91,206 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
80.5 |
1.2% |
78% |
False |
False |
73,066 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
73.0 |
1.1% |
78% |
False |
False |
60,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,871.0 |
|
2.618 |
6,789.5 |
|
1.618 |
6,739.5 |
|
1.000 |
6,708.5 |
|
0.618 |
6,689.5 |
|
HIGH |
6,658.5 |
|
0.618 |
6,639.5 |
|
0.500 |
6,633.5 |
|
0.382 |
6,627.5 |
|
LOW |
6,608.5 |
|
0.618 |
6,577.5 |
|
1.000 |
6,558.5 |
|
1.618 |
6,527.5 |
|
2.618 |
6,477.5 |
|
4.250 |
6,396.0 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,633.5 |
6,613.5 |
| PP |
6,630.0 |
6,604.0 |
| S1 |
6,626.5 |
6,595.0 |
|