| 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 |
2,751.0 |
2,794.0 |
43.0 |
1.6% |
2,773.0 |
| High |
2,792.0 |
2,800.0 |
8.0 |
0.3% |
2,792.0 |
| Low |
2,748.0 |
2,774.0 |
26.0 |
0.9% |
2,712.0 |
| Close |
2,786.0 |
2,786.0 |
0.0 |
0.0% |
2,786.0 |
| Range |
44.0 |
26.0 |
-18.0 |
-40.9% |
80.0 |
| ATR |
39.3 |
38.3 |
-0.9 |
-2.4% |
0.0 |
| Volume |
26,128 |
118,127 |
91,999 |
352.1% |
72,982 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,864.7 |
2,851.3 |
2,800.3 |
|
| R3 |
2,838.7 |
2,825.3 |
2,793.2 |
|
| R2 |
2,812.7 |
2,812.7 |
2,790.8 |
|
| R1 |
2,799.3 |
2,799.3 |
2,788.4 |
2,793.0 |
| PP |
2,786.7 |
2,786.7 |
2,786.7 |
2,783.5 |
| S1 |
2,773.3 |
2,773.3 |
2,783.6 |
2,767.0 |
| S2 |
2,760.7 |
2,760.7 |
2,781.2 |
|
| S3 |
2,734.7 |
2,747.3 |
2,778.9 |
|
| S4 |
2,708.7 |
2,721.3 |
2,771.7 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.3 |
2,974.7 |
2,830.0 |
|
| R3 |
2,923.3 |
2,894.7 |
2,808.0 |
|
| R2 |
2,843.3 |
2,843.3 |
2,800.7 |
|
| R1 |
2,814.7 |
2,814.7 |
2,793.3 |
2,829.0 |
| PP |
2,763.3 |
2,763.3 |
2,763.3 |
2,770.5 |
| S1 |
2,734.7 |
2,734.7 |
2,778.7 |
2,749.0 |
| S2 |
2,683.3 |
2,683.3 |
2,771.3 |
|
| S3 |
2,603.3 |
2,654.7 |
2,764.0 |
|
| S4 |
2,523.3 |
2,574.7 |
2,742.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,800.0 |
2,712.0 |
88.0 |
3.2% |
37.6 |
1.3% |
84% |
True |
False |
38,221 |
| 10 |
2,817.0 |
2,699.0 |
118.0 |
4.2% |
40.4 |
1.5% |
74% |
False |
False |
20,519 |
| 20 |
2,843.0 |
2,699.0 |
144.0 |
5.2% |
36.7 |
1.3% |
60% |
False |
False |
10,544 |
| 40 |
2,843.0 |
2,634.0 |
209.0 |
7.5% |
32.1 |
1.2% |
73% |
False |
False |
5,412 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.0% |
35.5 |
1.3% |
84% |
False |
False |
3,811 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.0% |
35.7 |
1.3% |
84% |
False |
False |
2,895 |
| 100 |
2,843.0 |
2,481.0 |
362.0 |
13.0% |
33.9 |
1.2% |
84% |
False |
False |
2,333 |
| 120 |
2,843.0 |
2,477.0 |
366.0 |
13.1% |
32.8 |
1.2% |
84% |
False |
False |
1,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,910.5 |
|
2.618 |
2,868.1 |
|
1.618 |
2,842.1 |
|
1.000 |
2,826.0 |
|
0.618 |
2,816.1 |
|
HIGH |
2,800.0 |
|
0.618 |
2,790.1 |
|
0.500 |
2,787.0 |
|
0.382 |
2,783.9 |
|
LOW |
2,774.0 |
|
0.618 |
2,757.9 |
|
1.000 |
2,748.0 |
|
1.618 |
2,731.9 |
|
2.618 |
2,705.9 |
|
4.250 |
2,663.5 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,787.0 |
2,780.0 |
| PP |
2,786.7 |
2,774.0 |
| S1 |
2,786.3 |
2,768.0 |
|