| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
5,303.0 |
5,281.0 |
-22.0 |
-0.4% |
5,287.0 |
| High |
5,311.0 |
5,293.0 |
-18.0 |
-0.3% |
5,311.0 |
| Low |
5,287.0 |
5,267.0 |
-20.0 |
-0.4% |
5,229.0 |
| Close |
5,307.0 |
5,269.0 |
-38.0 |
-0.7% |
5,269.0 |
| Range |
24.0 |
26.0 |
2.0 |
8.3% |
82.0 |
| ATR |
39.6 |
39.6 |
0.0 |
0.1% |
0.0 |
| Volume |
21,235 |
19,866 |
-1,369 |
-6.4% |
321,411 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,354.3 |
5,337.7 |
5,283.3 |
|
| R3 |
5,328.3 |
5,311.7 |
5,276.2 |
|
| R2 |
5,302.3 |
5,302.3 |
5,273.8 |
|
| R1 |
5,285.7 |
5,285.7 |
5,271.4 |
5,281.0 |
| PP |
5,276.3 |
5,276.3 |
5,276.3 |
5,274.0 |
| S1 |
5,259.7 |
5,259.7 |
5,266.6 |
5,255.0 |
| S2 |
5,250.3 |
5,250.3 |
5,264.2 |
|
| S3 |
5,224.3 |
5,233.7 |
5,261.9 |
|
| S4 |
5,198.3 |
5,207.7 |
5,254.7 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,515.7 |
5,474.3 |
5,314.1 |
|
| R3 |
5,433.7 |
5,392.3 |
5,291.6 |
|
| R2 |
5,351.7 |
5,351.7 |
5,284.0 |
|
| R1 |
5,310.3 |
5,310.3 |
5,276.5 |
5,290.0 |
| PP |
5,269.7 |
5,269.7 |
5,269.7 |
5,259.5 |
| S1 |
5,228.3 |
5,228.3 |
5,261.5 |
5,208.0 |
| S2 |
5,187.7 |
5,187.7 |
5,254.0 |
|
| S3 |
5,105.7 |
5,146.3 |
5,246.5 |
|
| S4 |
5,023.7 |
5,064.3 |
5,223.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,311.0 |
5,229.0 |
82.0 |
1.6% |
32.4 |
0.6% |
49% |
False |
False |
64,282 |
| 10 |
5,311.0 |
5,153.0 |
158.0 |
3.0% |
27.5 |
0.5% |
73% |
False |
False |
34,612 |
| 20 |
5,311.0 |
5,052.0 |
259.0 |
4.9% |
25.4 |
0.5% |
84% |
False |
False |
17,458 |
| 40 |
5,311.0 |
4,963.0 |
348.0 |
6.6% |
24.8 |
0.5% |
88% |
False |
False |
8,779 |
| 60 |
5,311.0 |
4,678.0 |
633.0 |
12.0% |
20.2 |
0.4% |
93% |
False |
False |
5,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,403.5 |
|
2.618 |
5,361.1 |
|
1.618 |
5,335.1 |
|
1.000 |
5,319.0 |
|
0.618 |
5,309.1 |
|
HIGH |
5,293.0 |
|
0.618 |
5,283.1 |
|
0.500 |
5,280.0 |
|
0.382 |
5,276.9 |
|
LOW |
5,267.0 |
|
0.618 |
5,250.9 |
|
1.000 |
5,241.0 |
|
1.618 |
5,224.9 |
|
2.618 |
5,198.9 |
|
4.250 |
5,156.5 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,280.0 |
5,270.0 |
| PP |
5,276.3 |
5,269.7 |
| S1 |
5,272.7 |
5,269.3 |
|