| 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 |
5,235.0 |
5,230.0 |
-5.0 |
-0.1% |
5,287.0 |
| High |
5,245.0 |
5,288.0 |
43.0 |
0.8% |
5,311.0 |
| Low |
5,219.0 |
5,227.0 |
8.0 |
0.2% |
5,229.0 |
| Close |
5,242.0 |
5,276.0 |
34.0 |
0.6% |
5,269.0 |
| Range |
26.0 |
61.0 |
35.0 |
134.6% |
82.0 |
| ATR |
40.1 |
41.6 |
1.5 |
3.7% |
0.0 |
| Volume |
13,781 |
22,300 |
8,519 |
61.8% |
321,411 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,446.7 |
5,422.3 |
5,309.6 |
|
| R3 |
5,385.7 |
5,361.3 |
5,292.8 |
|
| R2 |
5,324.7 |
5,324.7 |
5,287.2 |
|
| R1 |
5,300.3 |
5,300.3 |
5,281.6 |
5,312.5 |
| PP |
5,263.7 |
5,263.7 |
5,263.7 |
5,269.8 |
| S1 |
5,239.3 |
5,239.3 |
5,270.4 |
5,251.5 |
| S2 |
5,202.7 |
5,202.7 |
5,264.8 |
|
| S3 |
5,141.7 |
5,178.3 |
5,259.2 |
|
| S4 |
5,080.7 |
5,117.3 |
5,242.5 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,515.7 |
5,474.3 |
5,314.1 |
|
| R3 |
5,433.7 |
5,392.3 |
5,291.6 |
|
| R2 |
5,351.7 |
5,351.7 |
5,284.0 |
|
| R1 |
5,310.3 |
5,310.3 |
5,276.5 |
5,290.0 |
| PP |
5,269.7 |
5,269.7 |
5,269.7 |
5,259.5 |
| S1 |
5,228.3 |
5,228.3 |
5,261.5 |
5,208.0 |
| S2 |
5,187.7 |
5,187.7 |
5,254.0 |
|
| S3 |
5,105.7 |
5,146.3 |
5,246.5 |
|
| S4 |
5,023.7 |
5,064.3 |
5,223.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,311.0 |
5,219.0 |
92.0 |
1.7% |
34.6 |
0.7% |
62% |
False |
False |
18,778 |
| 10 |
5,311.0 |
5,216.0 |
95.0 |
1.8% |
33.3 |
0.6% |
63% |
False |
False |
39,576 |
| 20 |
5,311.0 |
5,052.0 |
259.0 |
4.9% |
29.0 |
0.5% |
86% |
False |
False |
20,076 |
| 40 |
5,311.0 |
4,963.0 |
348.0 |
6.6% |
26.2 |
0.5% |
90% |
False |
False |
10,091 |
| 60 |
5,311.0 |
4,744.0 |
567.0 |
10.7% |
21.2 |
0.4% |
94% |
False |
False |
6,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,547.3 |
|
2.618 |
5,447.7 |
|
1.618 |
5,386.7 |
|
1.000 |
5,349.0 |
|
0.618 |
5,325.7 |
|
HIGH |
5,288.0 |
|
0.618 |
5,264.7 |
|
0.500 |
5,257.5 |
|
0.382 |
5,250.3 |
|
LOW |
5,227.0 |
|
0.618 |
5,189.3 |
|
1.000 |
5,166.0 |
|
1.618 |
5,128.3 |
|
2.618 |
5,067.3 |
|
4.250 |
4,967.8 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,269.8 |
5,268.5 |
| PP |
5,263.7 |
5,261.0 |
| S1 |
5,257.5 |
5,253.5 |
|