Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,801.55 |
14,832.42 |
30.87 |
0.2% |
15,014.58 |
High |
14,933.35 |
14,956.74 |
23.39 |
0.2% |
15,049.98 |
Low |
14,777.48 |
14,799.09 |
21.61 |
0.1% |
14,760.41 |
Close |
14,833.96 |
14,930.87 |
96.91 |
0.7% |
14,810.31 |
Range |
155.87 |
157.65 |
1.78 |
1.1% |
289.57 |
ATR |
122.68 |
125.18 |
2.50 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,368.52 |
15,307.34 |
15,017.58 |
|
R3 |
15,210.87 |
15,149.69 |
14,974.22 |
|
R2 |
15,053.22 |
15,053.22 |
14,959.77 |
|
R1 |
14,992.04 |
14,992.04 |
14,945.32 |
15,022.63 |
PP |
14,895.57 |
14,895.57 |
14,895.57 |
14,910.86 |
S1 |
14,834.39 |
14,834.39 |
14,916.42 |
14,864.98 |
S2 |
14,737.92 |
14,737.92 |
14,901.97 |
|
S3 |
14,580.27 |
14,676.74 |
14,887.52 |
|
S4 |
14,422.62 |
14,519.09 |
14,844.16 |
|
|
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 |
14,956.74 |
14,760.41 |
196.33 |
1.3% |
126.06 |
0.8% |
87% |
True |
False |
|
10 |
15,049.98 |
14,760.41 |
289.57 |
1.9% |
123.22 |
0.8% |
59% |
False |
False |
|
20 |
15,557.12 |
14,760.41 |
796.71 |
5.3% |
125.71 |
0.8% |
21% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
6.0% |
113.09 |
0.8% |
19% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
136.83 |
0.9% |
34% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
141.34 |
0.9% |
34% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.1% |
138.39 |
0.9% |
40% |
False |
False |
|
120 |
15,658.43 |
14,382.09 |
1,276.34 |
8.5% |
134.23 |
0.9% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,626.75 |
2.618 |
15,369.47 |
1.618 |
15,211.82 |
1.000 |
15,114.39 |
0.618 |
15,054.17 |
HIGH |
14,956.74 |
0.618 |
14,896.52 |
0.500 |
14,877.92 |
0.382 |
14,859.31 |
LOW |
14,799.09 |
0.618 |
14,701.66 |
1.000 |
14,641.44 |
1.618 |
14,544.01 |
2.618 |
14,386.36 |
4.250 |
14,129.08 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,913.22 |
14,907.10 |
PP |
14,895.57 |
14,883.32 |
S1 |
14,877.92 |
14,859.55 |
|