| 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 |
2,794.0 |
2,800.0 |
6.0 |
0.2% |
2,773.0 |
| High |
2,800.0 |
2,841.0 |
41.0 |
1.5% |
2,792.0 |
| Low |
2,774.0 |
2,800.0 |
26.0 |
0.9% |
2,712.0 |
| Close |
2,786.0 |
2,839.0 |
53.0 |
1.9% |
2,786.0 |
| Range |
26.0 |
41.0 |
15.0 |
57.7% |
80.0 |
| ATR |
38.3 |
39.5 |
1.2 |
3.1% |
0.0 |
| Volume |
118,127 |
263,874 |
145,747 |
123.4% |
72,982 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.7 |
2,935.3 |
2,861.6 |
|
| R3 |
2,908.7 |
2,894.3 |
2,850.3 |
|
| R2 |
2,867.7 |
2,867.7 |
2,846.5 |
|
| R1 |
2,853.3 |
2,853.3 |
2,842.8 |
2,860.5 |
| PP |
2,826.7 |
2,826.7 |
2,826.7 |
2,830.3 |
| S1 |
2,812.3 |
2,812.3 |
2,835.2 |
2,819.5 |
| S2 |
2,785.7 |
2,785.7 |
2,831.5 |
|
| S3 |
2,744.7 |
2,771.3 |
2,827.7 |
|
| S4 |
2,703.7 |
2,730.3 |
2,816.5 |
|
|
| 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 |
2,841.0 |
2,712.0 |
129.0 |
4.5% |
35.8 |
1.3% |
98% |
True |
False |
86,997 |
| 10 |
2,841.0 |
2,699.0 |
142.0 |
5.0% |
41.9 |
1.5% |
99% |
True |
False |
46,892 |
| 20 |
2,843.0 |
2,699.0 |
144.0 |
5.1% |
37.2 |
1.3% |
97% |
False |
False |
23,723 |
| 40 |
2,843.0 |
2,634.0 |
209.0 |
7.4% |
32.6 |
1.1% |
98% |
False |
False |
12,008 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
12.8% |
35.7 |
1.3% |
99% |
False |
False |
8,207 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
12.8% |
35.9 |
1.3% |
99% |
False |
False |
6,193 |
| 100 |
2,843.0 |
2,481.0 |
362.0 |
12.8% |
34.1 |
1.2% |
99% |
False |
False |
4,972 |
| 120 |
2,843.0 |
2,477.0 |
366.0 |
12.9% |
32.9 |
1.2% |
99% |
False |
False |
4,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.3 |
|
2.618 |
2,948.3 |
|
1.618 |
2,907.3 |
|
1.000 |
2,882.0 |
|
0.618 |
2,866.3 |
|
HIGH |
2,841.0 |
|
0.618 |
2,825.3 |
|
0.500 |
2,820.5 |
|
0.382 |
2,815.7 |
|
LOW |
2,800.0 |
|
0.618 |
2,774.7 |
|
1.000 |
2,759.0 |
|
1.618 |
2,733.7 |
|
2.618 |
2,692.7 |
|
4.250 |
2,625.8 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.8 |
2,824.2 |
| PP |
2,826.7 |
2,809.3 |
| S1 |
2,820.5 |
2,794.5 |
|