Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
14,832.42 |
14,929.49 |
97.07 |
0.7% |
15,014.58 |
High |
14,956.74 |
14,987.47 |
30.73 |
0.2% |
15,049.98 |
Low |
14,799.09 |
14,923.27 |
124.18 |
0.8% |
14,760.41 |
Close |
14,930.87 |
14,937.48 |
6.61 |
0.0% |
14,810.31 |
Range |
157.65 |
64.20 |
-93.45 |
-59.3% |
289.57 |
ATR |
125.18 |
120.83 |
-4.36 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,142.01 |
15,103.94 |
14,972.79 |
|
R3 |
15,077.81 |
15,039.74 |
14,955.14 |
|
R2 |
15,013.61 |
15,013.61 |
14,949.25 |
|
R1 |
14,975.54 |
14,975.54 |
14,943.37 |
14,994.58 |
PP |
14,949.41 |
14,949.41 |
14,949.41 |
14,958.92 |
S1 |
14,911.34 |
14,911.34 |
14,931.60 |
14,930.38 |
S2 |
14,885.21 |
14,885.21 |
14,925.71 |
|
S3 |
14,821.01 |
14,847.14 |
14,919.83 |
|
S4 |
14,756.81 |
14,782.94 |
14,902.17 |
|
|
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 |
14,987.47 |
14,762.35 |
225.12 |
1.5% |
117.50 |
0.8% |
78% |
True |
False |
|
10 |
15,049.98 |
14,760.41 |
289.57 |
1.9% |
115.75 |
0.8% |
61% |
False |
False |
|
20 |
15,557.12 |
14,760.41 |
796.71 |
5.3% |
124.19 |
0.8% |
22% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
6.0% |
112.44 |
0.8% |
20% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
135.15 |
0.9% |
35% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
141.40 |
0.9% |
35% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.1% |
136.36 |
0.9% |
41% |
False |
False |
|
120 |
15,658.43 |
14,382.09 |
1,276.34 |
8.5% |
134.19 |
0.9% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,260.32 |
2.618 |
15,155.55 |
1.618 |
15,091.35 |
1.000 |
15,051.67 |
0.618 |
15,027.15 |
HIGH |
14,987.47 |
0.618 |
14,962.95 |
0.500 |
14,955.37 |
0.382 |
14,947.79 |
LOW |
14,923.27 |
0.618 |
14,883.59 |
1.000 |
14,859.07 |
1.618 |
14,819.39 |
2.618 |
14,755.19 |
4.250 |
14,650.42 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,955.37 |
14,919.15 |
PP |
14,949.41 |
14,900.81 |
S1 |
14,943.44 |
14,882.48 |
|