| 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 |
3,186.50 |
3,224.50 |
38.00 |
1.2% |
3,126.25 |
| High |
3,229.75 |
3,237.75 |
8.00 |
0.2% |
3,183.00 |
| Low |
3,183.25 |
3,224.50 |
41.25 |
1.3% |
3,119.75 |
| Close |
3,221.75 |
3,232.25 |
10.50 |
0.3% |
3,171.50 |
| Range |
46.50 |
13.25 |
-33.25 |
-71.5% |
63.25 |
| ATR |
34.18 |
32.88 |
-1.30 |
-3.8% |
0.00 |
| Volume |
254,999 |
212,425 |
-42,574 |
-16.7% |
362,080 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,271.25 |
3,265.00 |
3,239.50 |
|
| R3 |
3,258.00 |
3,251.75 |
3,236.00 |
|
| R2 |
3,244.75 |
3,244.75 |
3,234.75 |
|
| R1 |
3,238.50 |
3,238.50 |
3,233.50 |
3,241.50 |
| PP |
3,231.50 |
3,231.50 |
3,231.50 |
3,233.00 |
| S1 |
3,225.25 |
3,225.25 |
3,231.00 |
3,228.50 |
| S2 |
3,218.25 |
3,218.25 |
3,229.75 |
|
| S3 |
3,205.00 |
3,212.00 |
3,228.50 |
|
| S4 |
3,191.75 |
3,198.75 |
3,225.00 |
|
|
| 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 |
3,237.75 |
3,155.25 |
82.50 |
2.6% |
34.00 |
1.1% |
93% |
True |
False |
239,664 |
| 10 |
3,237.75 |
3,089.75 |
148.00 |
4.6% |
34.00 |
1.1% |
96% |
True |
False |
135,778 |
| 20 |
3,237.75 |
3,049.25 |
188.50 |
5.8% |
35.50 |
1.1% |
97% |
True |
False |
68,250 |
| 40 |
3,237.75 |
3,025.75 |
212.00 |
6.6% |
29.00 |
0.9% |
97% |
True |
False |
34,219 |
| 60 |
3,237.75 |
2,873.00 |
364.75 |
11.3% |
24.75 |
0.8% |
98% |
True |
False |
22,822 |
| 80 |
3,237.75 |
2,813.00 |
424.75 |
13.1% |
22.25 |
0.7% |
99% |
True |
False |
17,117 |
| 100 |
3,237.75 |
2,813.00 |
424.75 |
13.1% |
19.50 |
0.6% |
99% |
True |
False |
13,694 |
| 120 |
3,237.75 |
2,726.75 |
511.00 |
15.8% |
16.25 |
0.5% |
99% |
True |
False |
11,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,294.00 |
|
2.618 |
3,272.50 |
|
1.618 |
3,259.25 |
|
1.000 |
3,251.00 |
|
0.618 |
3,246.00 |
|
HIGH |
3,237.75 |
|
0.618 |
3,232.75 |
|
0.500 |
3,231.00 |
|
0.382 |
3,229.50 |
|
LOW |
3,224.50 |
|
0.618 |
3,216.25 |
|
1.000 |
3,211.25 |
|
1.618 |
3,203.00 |
|
2.618 |
3,189.75 |
|
4.250 |
3,168.25 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,232.00 |
3,220.50 |
| PP |
3,231.50 |
3,208.75 |
| S1 |
3,231.00 |
3,197.00 |
|