Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,844.10 |
14,801.55 |
-42.55 |
-0.3% |
15,014.58 |
High |
14,848.24 |
14,933.35 |
85.11 |
0.6% |
15,049.98 |
Low |
14,762.35 |
14,777.48 |
15.13 |
0.1% |
14,760.41 |
Close |
14,810.31 |
14,833.96 |
23.65 |
0.2% |
14,810.31 |
Range |
85.89 |
155.87 |
69.98 |
81.5% |
289.57 |
ATR |
120.13 |
122.68 |
2.55 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,315.87 |
15,230.79 |
14,919.69 |
|
R3 |
15,160.00 |
15,074.92 |
14,876.82 |
|
R2 |
15,004.13 |
15,004.13 |
14,862.54 |
|
R1 |
14,919.05 |
14,919.05 |
14,848.25 |
14,961.59 |
PP |
14,848.26 |
14,848.26 |
14,848.26 |
14,869.54 |
S1 |
14,763.18 |
14,763.18 |
14,819.67 |
14,805.72 |
S2 |
14,692.39 |
14,692.39 |
14,805.38 |
|
S3 |
14,536.52 |
14,607.31 |
14,791.10 |
|
S4 |
14,380.65 |
14,451.44 |
14,748.23 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,742.28 |
15,565.86 |
14,969.57 |
|
R3 |
15,452.71 |
15,276.29 |
14,889.94 |
|
R2 |
15,163.14 |
15,163.14 |
14,863.40 |
|
R1 |
14,986.72 |
14,986.72 |
14,836.85 |
14,930.15 |
PP |
14,873.57 |
14,873.57 |
14,873.57 |
14,845.28 |
S1 |
14,697.15 |
14,697.15 |
14,783.77 |
14,640.58 |
S2 |
14,584.00 |
14,584.00 |
14,757.22 |
|
S3 |
14,294.43 |
14,407.58 |
14,730.68 |
|
S4 |
14,004.86 |
14,118.01 |
14,651.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,939.25 |
14,760.41 |
178.84 |
1.2% |
129.30 |
0.9% |
41% |
False |
False |
|
10 |
15,074.92 |
14,760.41 |
314.51 |
2.1% |
115.73 |
0.8% |
23% |
False |
False |
|
20 |
15,608.44 |
14,760.41 |
848.03 |
5.7% |
124.58 |
0.8% |
9% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
6.1% |
111.45 |
0.8% |
8% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
135.69 |
0.9% |
26% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
140.38 |
0.9% |
26% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.2% |
137.56 |
0.9% |
32% |
False |
False |
|
120 |
15,658.43 |
14,382.09 |
1,276.34 |
8.6% |
133.61 |
0.9% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,595.80 |
2.618 |
15,341.42 |
1.618 |
15,185.55 |
1.000 |
15,089.22 |
0.618 |
15,029.68 |
HIGH |
14,933.35 |
0.618 |
14,873.81 |
0.500 |
14,855.42 |
0.382 |
14,837.02 |
LOW |
14,777.48 |
0.618 |
14,681.15 |
1.000 |
14,621.61 |
1.618 |
14,525.28 |
2.618 |
14,369.41 |
4.250 |
14,115.03 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,855.42 |
14,847.85 |
PP |
14,848.26 |
14,843.22 |
S1 |
14,841.11 |
14,838.59 |
|