| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
14,908 |
15,053 |
145 |
1.0% |
14,850 |
| High |
15,083 |
15,189 |
106 |
0.7% |
15,002 |
| Low |
14,892 |
15,040 |
148 |
1.0% |
14,761 |
| Close |
15,036 |
15,173 |
137 |
0.9% |
14,909 |
| Range |
191 |
149 |
-42 |
-22.0% |
241 |
| ATR |
146 |
147 |
0 |
0.3% |
0 |
| Volume |
116,465 |
146,440 |
29,975 |
25.7% |
568,519 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,581 |
15,526 |
15,255 |
|
| R3 |
15,432 |
15,377 |
15,214 |
|
| R2 |
15,283 |
15,283 |
15,200 |
|
| R1 |
15,228 |
15,228 |
15,187 |
15,256 |
| PP |
15,134 |
15,134 |
15,134 |
15,148 |
| S1 |
15,079 |
15,079 |
15,159 |
15,107 |
| S2 |
14,985 |
14,985 |
15,146 |
|
| S3 |
14,836 |
14,930 |
15,132 |
|
| S4 |
14,687 |
14,781 |
15,091 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,614 |
15,502 |
15,042 |
|
| R3 |
15,373 |
15,261 |
14,975 |
|
| R2 |
15,132 |
15,132 |
14,953 |
|
| R1 |
15,020 |
15,020 |
14,931 |
15,076 |
| PP |
14,891 |
14,891 |
14,891 |
14,919 |
| S1 |
14,779 |
14,779 |
14,887 |
14,835 |
| S2 |
14,650 |
14,650 |
14,865 |
|
| S3 |
14,409 |
14,538 |
14,843 |
|
| S4 |
14,168 |
14,297 |
14,777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,189 |
14,776 |
413 |
2.7% |
162 |
1.1% |
96% |
True |
False |
132,534 |
| 10 |
15,189 |
14,740 |
449 |
3.0% |
155 |
1.0% |
96% |
True |
False |
136,841 |
| 20 |
15,474 |
14,740 |
734 |
4.8% |
147 |
1.0% |
59% |
False |
False |
137,995 |
| 40 |
15,600 |
14,740 |
860 |
5.7% |
131 |
0.9% |
50% |
False |
False |
123,785 |
| 60 |
15,600 |
14,474 |
1,126 |
7.4% |
150 |
1.0% |
62% |
False |
False |
136,064 |
| 80 |
15,600 |
14,474 |
1,126 |
7.4% |
162 |
1.1% |
62% |
False |
False |
104,548 |
| 100 |
15,600 |
14,312 |
1,288 |
8.5% |
151 |
1.0% |
67% |
False |
False |
83,655 |
| 120 |
15,600 |
14,241 |
1,359 |
9.0% |
143 |
0.9% |
69% |
False |
False |
69,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,822 |
|
2.618 |
15,579 |
|
1.618 |
15,430 |
|
1.000 |
15,338 |
|
0.618 |
15,281 |
|
HIGH |
15,189 |
|
0.618 |
15,132 |
|
0.500 |
15,115 |
|
0.382 |
15,097 |
|
LOW |
15,040 |
|
0.618 |
14,948 |
|
1.000 |
14,891 |
|
1.618 |
14,799 |
|
2.618 |
14,650 |
|
4.250 |
14,407 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,154 |
15,110 |
| PP |
15,134 |
15,046 |
| S1 |
15,115 |
14,983 |
|