| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,067.8 |
1,071.8 |
4.0 |
0.4% |
1,055.2 |
| High |
1,079.8 |
1,080.2 |
0.4 |
0.0% |
1,078.8 |
| Low |
1,063.3 |
1,068.8 |
5.5 |
0.5% |
1,049.5 |
| Close |
1,072.5 |
1,069.5 |
-3.0 |
-0.3% |
1,069.4 |
| Range |
16.5 |
11.4 |
-5.1 |
-30.9% |
29.3 |
| ATR |
12.1 |
12.1 |
-0.1 |
-0.4% |
0.0 |
| Volume |
103,956 |
98,229 |
-5,727 |
-5.5% |
655,139 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,107.0 |
1,099.8 |
1,075.8 |
|
| R3 |
1,095.8 |
1,088.3 |
1,072.8 |
|
| R2 |
1,084.3 |
1,084.3 |
1,071.5 |
|
| R1 |
1,076.8 |
1,076.8 |
1,070.5 |
1,074.8 |
| PP |
1,072.8 |
1,072.8 |
1,072.8 |
1,071.8 |
| S1 |
1,065.5 |
1,065.5 |
1,068.5 |
1,063.5 |
| S2 |
1,061.5 |
1,061.5 |
1,067.5 |
|
| S3 |
1,050.0 |
1,054.0 |
1,066.3 |
|
| S4 |
1,038.8 |
1,042.8 |
1,063.3 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,153.8 |
1,141.0 |
1,085.5 |
|
| R3 |
1,124.5 |
1,111.5 |
1,077.5 |
|
| R2 |
1,095.3 |
1,095.3 |
1,074.8 |
|
| R1 |
1,082.3 |
1,082.3 |
1,072.0 |
1,088.8 |
| PP |
1,066.0 |
1,066.0 |
1,066.0 |
1,069.0 |
| S1 |
1,053.0 |
1,053.0 |
1,066.8 |
1,059.5 |
| S2 |
1,036.5 |
1,036.5 |
1,064.0 |
|
| S3 |
1,007.3 |
1,023.8 |
1,061.3 |
|
| S4 |
978.0 |
994.5 |
1,053.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,080.2 |
1,060.7 |
19.5 |
1.8% |
11.8 |
1.1% |
45% |
True |
False |
109,700 |
| 10 |
1,080.2 |
1,043.0 |
37.2 |
3.5% |
13.0 |
1.2% |
71% |
True |
False |
119,325 |
| 20 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
12.3 |
1.1% |
86% |
True |
False |
61,979 |
| 40 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
8.0 |
0.8% |
86% |
True |
False |
30,991 |
| 60 |
1,080.2 |
986.2 |
94.0 |
8.8% |
5.5 |
0.5% |
89% |
True |
False |
20,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,128.8 |
|
2.618 |
1,110.0 |
|
1.618 |
1,098.8 |
|
1.000 |
1,091.5 |
|
0.618 |
1,087.3 |
|
HIGH |
1,080.3 |
|
0.618 |
1,075.8 |
|
0.500 |
1,074.5 |
|
0.382 |
1,073.3 |
|
LOW |
1,068.8 |
|
0.618 |
1,061.8 |
|
1.000 |
1,057.5 |
|
1.618 |
1,050.3 |
|
2.618 |
1,039.0 |
|
4.250 |
1,020.3 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,074.5 |
1,070.5 |
| PP |
1,072.8 |
1,070.3 |
| S1 |
1,071.3 |
1,069.8 |
|