| 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 |
1,070.8 |
1,077.8 |
7.0 |
0.7% |
1,071.2 |
| High |
1,080.0 |
1,077.8 |
-2.2 |
-0.2% |
1,080.2 |
| Low |
1,068.7 |
1,067.3 |
-1.4 |
-0.1% |
1,060.7 |
| Close |
1,076.5 |
1,071.7 |
-4.8 |
-0.4% |
1,071.7 |
| Range |
11.3 |
10.5 |
-0.8 |
-7.1% |
19.5 |
| ATR |
12.0 |
11.9 |
-0.1 |
-0.9% |
0.0 |
| Volume |
88,856 |
76,525 |
-12,331 |
-13.9% |
478,440 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,103.8 |
1,098.3 |
1,077.5 |
|
| R3 |
1,093.3 |
1,087.8 |
1,074.5 |
|
| R2 |
1,082.8 |
1,082.8 |
1,073.5 |
|
| R1 |
1,077.3 |
1,077.3 |
1,072.8 |
1,074.8 |
| PP |
1,072.3 |
1,072.3 |
1,072.3 |
1,071.0 |
| S1 |
1,066.8 |
1,066.8 |
1,070.8 |
1,064.3 |
| S2 |
1,061.8 |
1,061.8 |
1,069.8 |
|
| S3 |
1,051.3 |
1,056.3 |
1,068.8 |
|
| S4 |
1,040.8 |
1,045.8 |
1,066.0 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,129.3 |
1,120.0 |
1,082.5 |
|
| R3 |
1,109.8 |
1,100.5 |
1,077.0 |
|
| R2 |
1,090.3 |
1,090.3 |
1,075.3 |
|
| R1 |
1,081.0 |
1,081.0 |
1,073.5 |
1,085.8 |
| PP |
1,070.8 |
1,070.8 |
1,070.8 |
1,073.3 |
| S1 |
1,061.5 |
1,061.5 |
1,070.0 |
1,066.3 |
| S2 |
1,051.3 |
1,051.3 |
1,068.0 |
|
| S3 |
1,031.8 |
1,042.0 |
1,066.3 |
|
| S4 |
1,012.3 |
1,022.5 |
1,061.0 |
|
|
| 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% |
12.5 |
1.2% |
56% |
False |
False |
95,688 |
| 10 |
1,080.2 |
1,049.5 |
30.7 |
2.9% |
13.5 |
1.3% |
72% |
False |
False |
113,357 |
| 20 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
12.3 |
1.1% |
89% |
False |
False |
70,247 |
| 40 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
8.3 |
0.8% |
89% |
False |
False |
35,125 |
| 60 |
1,080.2 |
1,003.2 |
77.0 |
7.2% |
5.8 |
0.5% |
89% |
False |
False |
23,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,122.5 |
|
2.618 |
1,105.3 |
|
1.618 |
1,094.8 |
|
1.000 |
1,088.3 |
|
0.618 |
1,084.3 |
|
HIGH |
1,077.8 |
|
0.618 |
1,073.8 |
|
0.500 |
1,072.5 |
|
0.382 |
1,071.3 |
|
LOW |
1,067.3 |
|
0.618 |
1,060.8 |
|
1.000 |
1,056.8 |
|
1.618 |
1,050.3 |
|
2.618 |
1,039.8 |
|
4.250 |
1,022.8 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,072.5 |
1,073.8 |
| PP |
1,072.3 |
1,073.0 |
| S1 |
1,072.0 |
1,072.5 |
|