| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
8,634.0 |
8,750.0 |
116.0 |
1.3% |
8,292.5 |
| High |
8,765.0 |
8,779.0 |
14.0 |
0.2% |
8,526.0 |
| Low |
8,601.5 |
8,673.5 |
72.0 |
0.8% |
8,260.0 |
| Close |
8,633.5 |
8,690.5 |
57.0 |
0.7% |
8,520.0 |
| Range |
163.5 |
105.5 |
-58.0 |
-35.5% |
266.0 |
| ATR |
104.0 |
107.0 |
3.0 |
2.8% |
0.0 |
| Volume |
57,216 |
93,106 |
35,890 |
62.7% |
78,048 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,030.8 |
8,966.2 |
8,748.5 |
|
| R3 |
8,925.3 |
8,860.7 |
8,719.5 |
|
| R2 |
8,819.8 |
8,819.8 |
8,709.8 |
|
| R1 |
8,755.2 |
8,755.2 |
8,700.2 |
8,734.8 |
| PP |
8,714.3 |
8,714.3 |
8,714.3 |
8,704.1 |
| S1 |
8,649.7 |
8,649.7 |
8,680.8 |
8,629.3 |
| S2 |
8,608.8 |
8,608.8 |
8,671.2 |
|
| S3 |
8,503.3 |
8,544.2 |
8,661.5 |
|
| S4 |
8,397.8 |
8,438.7 |
8,632.5 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,233.3 |
9,142.7 |
8,666.3 |
|
| R3 |
8,967.3 |
8,876.7 |
8,593.2 |
|
| R2 |
8,701.3 |
8,701.3 |
8,568.8 |
|
| R1 |
8,610.7 |
8,610.7 |
8,544.4 |
8,656.0 |
| PP |
8,435.3 |
8,435.3 |
8,435.3 |
8,458.0 |
| S1 |
8,344.7 |
8,344.7 |
8,495.6 |
8,390.0 |
| S2 |
8,169.3 |
8,169.3 |
8,471.2 |
|
| S3 |
7,903.3 |
8,078.7 |
8,446.9 |
|
| S4 |
7,637.3 |
7,812.7 |
8,373.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,779.0 |
8,463.5 |
315.5 |
3.6% |
84.4 |
1.0% |
72% |
True |
False |
66,421 |
| 10 |
8,779.0 |
8,180.0 |
599.0 |
6.9% |
86.3 |
1.0% |
85% |
True |
False |
37,366 |
| 20 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
97.2 |
1.1% |
87% |
True |
False |
18,851 |
| 40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
94.4 |
1.1% |
87% |
True |
False |
9,510 |
| 60 |
8,779.0 |
7,748.5 |
1,030.5 |
11.9% |
96.6 |
1.1% |
91% |
True |
False |
6,394 |
| 80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
105.1 |
1.2% |
92% |
True |
False |
4,817 |
| 100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
101.7 |
1.2% |
92% |
True |
False |
3,870 |
| 120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.4% |
103.7 |
1.2% |
93% |
True |
False |
3,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,227.4 |
|
2.618 |
9,055.2 |
|
1.618 |
8,949.7 |
|
1.000 |
8,884.5 |
|
0.618 |
8,844.2 |
|
HIGH |
8,779.0 |
|
0.618 |
8,738.7 |
|
0.500 |
8,726.3 |
|
0.382 |
8,713.8 |
|
LOW |
8,673.5 |
|
0.618 |
8,608.3 |
|
1.000 |
8,568.0 |
|
1.618 |
8,502.8 |
|
2.618 |
8,397.3 |
|
4.250 |
8,225.1 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,726.3 |
8,689.0 |
| PP |
8,714.3 |
8,687.5 |
| S1 |
8,702.4 |
8,686.0 |
|