| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
2,921.0 |
2,914.0 |
-7.0 |
-0.2% |
2,911.0 |
| High |
2,926.0 |
2,924.0 |
-2.0 |
-0.1% |
2,926.0 |
| Low |
2,898.0 |
2,893.0 |
-5.0 |
-0.2% |
2,884.0 |
| Close |
2,910.0 |
2,907.0 |
-3.0 |
-0.1% |
2,907.0 |
| Range |
28.0 |
31.0 |
3.0 |
10.7% |
42.0 |
| ATR |
36.0 |
35.7 |
-0.4 |
-1.0% |
0.0 |
| Volume |
753,520 |
1,178,095 |
424,575 |
56.3% |
4,179,514 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.0 |
2,985.0 |
2,924.1 |
|
| R3 |
2,970.0 |
2,954.0 |
2,915.5 |
|
| R2 |
2,939.0 |
2,939.0 |
2,912.7 |
|
| R1 |
2,923.0 |
2,923.0 |
2,909.8 |
2,915.5 |
| PP |
2,908.0 |
2,908.0 |
2,908.0 |
2,904.3 |
| S1 |
2,892.0 |
2,892.0 |
2,904.2 |
2,884.5 |
| S2 |
2,877.0 |
2,877.0 |
2,901.3 |
|
| S3 |
2,846.0 |
2,861.0 |
2,898.5 |
|
| S4 |
2,815.0 |
2,830.0 |
2,890.0 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.7 |
3,011.3 |
2,930.1 |
|
| R3 |
2,989.7 |
2,969.3 |
2,918.6 |
|
| R2 |
2,947.7 |
2,947.7 |
2,914.7 |
|
| R1 |
2,927.3 |
2,927.3 |
2,910.9 |
2,916.5 |
| PP |
2,905.7 |
2,905.7 |
2,905.7 |
2,900.3 |
| S1 |
2,885.3 |
2,885.3 |
2,903.2 |
2,874.5 |
| S2 |
2,863.7 |
2,863.7 |
2,899.3 |
|
| S3 |
2,821.7 |
2,843.3 |
2,895.5 |
|
| S4 |
2,779.7 |
2,801.3 |
2,883.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,926.0 |
2,884.0 |
42.0 |
1.4% |
30.0 |
1.0% |
55% |
False |
False |
835,902 |
| 10 |
2,945.0 |
2,863.0 |
82.0 |
2.8% |
33.3 |
1.1% |
54% |
False |
False |
950,355 |
| 20 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
34.0 |
1.2% |
85% |
False |
False |
563,854 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
33.5 |
1.2% |
85% |
False |
False |
282,345 |
| 60 |
2,945.0 |
2,580.0 |
365.0 |
12.6% |
32.2 |
1.1% |
90% |
False |
False |
188,385 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
35.1 |
1.2% |
92% |
False |
False |
141,363 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
34.2 |
1.2% |
92% |
False |
False |
113,115 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.1% |
33.3 |
1.1% |
92% |
False |
False |
94,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055.8 |
|
2.618 |
3,005.2 |
|
1.618 |
2,974.2 |
|
1.000 |
2,955.0 |
|
0.618 |
2,943.2 |
|
HIGH |
2,924.0 |
|
0.618 |
2,912.2 |
|
0.500 |
2,908.5 |
|
0.382 |
2,904.8 |
|
LOW |
2,893.0 |
|
0.618 |
2,873.8 |
|
1.000 |
2,862.0 |
|
1.618 |
2,842.8 |
|
2.618 |
2,811.8 |
|
4.250 |
2,761.3 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,908.5 |
2,909.5 |
| PP |
2,908.0 |
2,908.7 |
| S1 |
2,907.5 |
2,907.8 |
|