| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,162.50 |
3,175.25 |
12.75 |
0.4% |
3,089.75 |
| High |
3,182.00 |
3,181.00 |
-1.00 |
0.0% |
3,142.25 |
| Low |
3,160.50 |
3,153.00 |
-7.50 |
-0.2% |
3,070.00 |
| Close |
3,175.75 |
3,171.75 |
-4.00 |
-0.1% |
3,122.25 |
| Range |
21.50 |
28.00 |
6.50 |
30.2% |
72.25 |
| ATR |
33.65 |
33.25 |
-0.40 |
-1.2% |
0.00 |
| Volume |
9,068 |
30,830 |
21,762 |
240.0% |
4,719 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,252.50 |
3,240.25 |
3,187.25 |
|
| R3 |
3,224.50 |
3,212.25 |
3,179.50 |
|
| R2 |
3,196.50 |
3,196.50 |
3,177.00 |
|
| R1 |
3,184.25 |
3,184.25 |
3,174.25 |
3,176.50 |
| PP |
3,168.50 |
3,168.50 |
3,168.50 |
3,164.75 |
| S1 |
3,156.25 |
3,156.25 |
3,169.25 |
3,148.50 |
| S2 |
3,140.50 |
3,140.50 |
3,166.50 |
|
| S3 |
3,112.50 |
3,128.25 |
3,164.00 |
|
| S4 |
3,084.50 |
3,100.25 |
3,156.25 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,328.25 |
3,297.50 |
3,162.00 |
|
| R3 |
3,256.00 |
3,225.25 |
3,142.00 |
|
| R2 |
3,183.75 |
3,183.75 |
3,135.50 |
|
| R1 |
3,153.00 |
3,153.00 |
3,128.75 |
3,168.50 |
| PP |
3,111.50 |
3,111.50 |
3,111.50 |
3,119.25 |
| S1 |
3,080.75 |
3,080.75 |
3,115.75 |
3,096.00 |
| S2 |
3,039.25 |
3,039.25 |
3,109.00 |
|
| S3 |
2,967.00 |
3,008.50 |
3,102.50 |
|
| S4 |
2,894.75 |
2,936.25 |
3,082.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,182.00 |
3,089.75 |
92.25 |
2.9% |
32.75 |
1.0% |
89% |
False |
False |
9,452 |
| 10 |
3,182.00 |
3,050.00 |
132.00 |
4.2% |
35.25 |
1.1% |
92% |
False |
False |
5,164 |
| 20 |
3,182.00 |
3,049.25 |
132.75 |
4.2% |
34.50 |
1.1% |
92% |
False |
False |
2,750 |
| 40 |
3,182.00 |
3,016.75 |
165.25 |
5.2% |
26.75 |
0.8% |
94% |
False |
False |
1,442 |
| 60 |
3,182.00 |
2,813.00 |
369.00 |
11.6% |
23.50 |
0.7% |
97% |
False |
False |
967 |
| 80 |
3,182.00 |
2,813.00 |
369.00 |
11.6% |
20.50 |
0.6% |
97% |
False |
False |
726 |
| 100 |
3,182.00 |
2,784.50 |
397.50 |
12.5% |
17.50 |
0.6% |
97% |
False |
False |
581 |
| 120 |
3,182.00 |
2,726.75 |
455.25 |
14.4% |
14.50 |
0.5% |
98% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,300.00 |
|
2.618 |
3,254.25 |
|
1.618 |
3,226.25 |
|
1.000 |
3,209.00 |
|
0.618 |
3,198.25 |
|
HIGH |
3,181.00 |
|
0.618 |
3,170.25 |
|
0.500 |
3,167.00 |
|
0.382 |
3,163.75 |
|
LOW |
3,153.00 |
|
0.618 |
3,135.75 |
|
1.000 |
3,125.00 |
|
1.618 |
3,107.75 |
|
2.618 |
3,079.75 |
|
4.250 |
3,034.00 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,170.25 |
3,164.75 |
| PP |
3,168.50 |
3,157.75 |
| S1 |
3,167.00 |
3,151.00 |
|