| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
5,230.0 |
5,266.0 |
36.0 |
0.7% |
5,287.0 |
| High |
5,288.0 |
5,306.0 |
18.0 |
0.3% |
5,311.0 |
| Low |
5,227.0 |
5,246.0 |
19.0 |
0.4% |
5,229.0 |
| Close |
5,276.0 |
5,304.0 |
28.0 |
0.5% |
5,269.0 |
| Range |
61.0 |
60.0 |
-1.0 |
-1.6% |
82.0 |
| ATR |
41.6 |
42.9 |
1.3 |
3.2% |
0.0 |
| Volume |
22,300 |
20,561 |
-1,739 |
-7.8% |
321,411 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,465.3 |
5,444.7 |
5,337.0 |
|
| R3 |
5,405.3 |
5,384.7 |
5,320.5 |
|
| R2 |
5,345.3 |
5,345.3 |
5,315.0 |
|
| R1 |
5,324.7 |
5,324.7 |
5,309.5 |
5,335.0 |
| PP |
5,285.3 |
5,285.3 |
5,285.3 |
5,290.5 |
| S1 |
5,264.7 |
5,264.7 |
5,298.5 |
5,275.0 |
| S2 |
5,225.3 |
5,225.3 |
5,293.0 |
|
| S3 |
5,165.3 |
5,204.7 |
5,287.5 |
|
| S4 |
5,105.3 |
5,144.7 |
5,271.0 |
|
|
| 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 |
5,306.0 |
5,219.0 |
87.0 |
1.6% |
41.8 |
0.8% |
98% |
True |
False |
18,643 |
| 10 |
5,311.0 |
5,216.0 |
95.0 |
1.8% |
36.7 |
0.7% |
93% |
False |
False |
40,702 |
| 20 |
5,311.0 |
5,080.0 |
231.0 |
4.4% |
30.8 |
0.6% |
97% |
False |
False |
21,102 |
| 40 |
5,311.0 |
4,963.0 |
348.0 |
6.6% |
26.3 |
0.5% |
98% |
False |
False |
10,599 |
| 60 |
5,311.0 |
4,764.0 |
547.0 |
10.3% |
22.0 |
0.4% |
99% |
False |
False |
7,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,561.0 |
|
2.618 |
5,463.1 |
|
1.618 |
5,403.1 |
|
1.000 |
5,366.0 |
|
0.618 |
5,343.1 |
|
HIGH |
5,306.0 |
|
0.618 |
5,283.1 |
|
0.500 |
5,276.0 |
|
0.382 |
5,268.9 |
|
LOW |
5,246.0 |
|
0.618 |
5,208.9 |
|
1.000 |
5,186.0 |
|
1.618 |
5,148.9 |
|
2.618 |
5,088.9 |
|
4.250 |
4,991.0 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,294.7 |
5,290.2 |
| PP |
5,285.3 |
5,276.3 |
| S1 |
5,276.0 |
5,262.5 |
|