| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3,178.25 |
3,171.75 |
-6.50 |
-0.2% |
3,126.25 |
| High |
3,183.00 |
3,176.25 |
-6.75 |
-0.2% |
3,183.00 |
| Low |
3,163.75 |
3,155.25 |
-8.50 |
-0.3% |
3,119.75 |
| Close |
3,169.50 |
3,171.50 |
2.00 |
0.1% |
3,171.50 |
| Range |
19.25 |
21.00 |
1.75 |
9.1% |
63.25 |
| ATR |
32.25 |
31.45 |
-0.80 |
-2.5% |
0.00 |
| Volume |
112,985 |
204,396 |
91,411 |
80.9% |
362,080 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.75 |
3,222.00 |
3,183.00 |
|
| R3 |
3,209.75 |
3,201.00 |
3,177.25 |
|
| R2 |
3,188.75 |
3,188.75 |
3,175.25 |
|
| R1 |
3,180.00 |
3,180.00 |
3,173.50 |
3,174.00 |
| PP |
3,167.75 |
3,167.75 |
3,167.75 |
3,164.50 |
| S1 |
3,159.00 |
3,159.00 |
3,169.50 |
3,153.00 |
| S2 |
3,146.75 |
3,146.75 |
3,167.75 |
|
| S3 |
3,125.75 |
3,138.00 |
3,165.75 |
|
| S4 |
3,104.75 |
3,117.00 |
3,160.00 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.75 |
3,323.00 |
3,206.25 |
|
| R3 |
3,284.50 |
3,259.75 |
3,189.00 |
|
| R2 |
3,221.25 |
3,221.25 |
3,183.00 |
|
| R1 |
3,196.50 |
3,196.50 |
3,177.25 |
3,209.00 |
| PP |
3,158.00 |
3,158.00 |
3,158.00 |
3,164.25 |
| S1 |
3,133.25 |
3,133.25 |
3,165.75 |
3,145.50 |
| S2 |
3,094.75 |
3,094.75 |
3,160.00 |
|
| S3 |
3,031.50 |
3,070.00 |
3,154.00 |
|
| S4 |
2,968.25 |
3,006.75 |
3,136.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,183.00 |
3,119.75 |
63.25 |
2.0% |
27.50 |
0.9% |
82% |
False |
False |
72,416 |
| 10 |
3,183.00 |
3,060.00 |
123.00 |
3.9% |
32.50 |
1.0% |
91% |
False |
False |
36,769 |
| 20 |
3,183.00 |
3,049.25 |
133.75 |
4.2% |
33.50 |
1.1% |
91% |
False |
False |
18,592 |
| 40 |
3,183.00 |
3,016.75 |
166.25 |
5.2% |
26.75 |
0.8% |
93% |
False |
False |
9,376 |
| 60 |
3,183.00 |
2,813.00 |
370.00 |
11.7% |
24.25 |
0.8% |
97% |
False |
False |
6,257 |
| 80 |
3,183.00 |
2,813.00 |
370.00 |
11.7% |
21.00 |
0.7% |
97% |
False |
False |
4,693 |
| 100 |
3,183.00 |
2,811.25 |
371.75 |
11.7% |
18.00 |
0.6% |
97% |
False |
False |
3,754 |
| 120 |
3,183.00 |
2,726.75 |
456.25 |
14.4% |
15.00 |
0.5% |
97% |
False |
False |
3,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,265.50 |
|
2.618 |
3,231.25 |
|
1.618 |
3,210.25 |
|
1.000 |
3,197.25 |
|
0.618 |
3,189.25 |
|
HIGH |
3,176.25 |
|
0.618 |
3,168.25 |
|
0.500 |
3,165.75 |
|
0.382 |
3,163.25 |
|
LOW |
3,155.25 |
|
0.618 |
3,142.25 |
|
1.000 |
3,134.25 |
|
1.618 |
3,121.25 |
|
2.618 |
3,100.25 |
|
4.250 |
3,066.00 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,169.50 |
3,170.25 |
| PP |
3,167.75 |
3,169.25 |
| S1 |
3,165.75 |
3,168.00 |
|