| 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 |
2,763.0 |
2,772.0 |
9.0 |
0.3% |
2,832.0 |
| High |
2,763.0 |
2,782.0 |
19.0 |
0.7% |
2,833.0 |
| Low |
2,713.0 |
2,735.0 |
22.0 |
0.8% |
2,713.0 |
| Close |
2,727.0 |
2,755.0 |
28.0 |
1.0% |
2,727.0 |
| Range |
50.0 |
47.0 |
-3.0 |
-6.0% |
120.0 |
| ATR |
42.1 |
43.1 |
0.9 |
2.2% |
0.0 |
| Volume |
589,383 |
869,883 |
280,500 |
47.6% |
4,512,424 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,898.3 |
2,873.7 |
2,780.9 |
|
| R3 |
2,851.3 |
2,826.7 |
2,767.9 |
|
| R2 |
2,804.3 |
2,804.3 |
2,763.6 |
|
| R1 |
2,779.7 |
2,779.7 |
2,759.3 |
2,768.5 |
| PP |
2,757.3 |
2,757.3 |
2,757.3 |
2,751.8 |
| S1 |
2,732.7 |
2,732.7 |
2,750.7 |
2,721.5 |
| S2 |
2,710.3 |
2,710.3 |
2,746.4 |
|
| S3 |
2,663.3 |
2,685.7 |
2,742.1 |
|
| S4 |
2,616.3 |
2,638.7 |
2,729.2 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.7 |
3,042.3 |
2,793.0 |
|
| R3 |
2,997.7 |
2,922.3 |
2,760.0 |
|
| R2 |
2,877.7 |
2,877.7 |
2,749.0 |
|
| R1 |
2,802.3 |
2,802.3 |
2,738.0 |
2,780.0 |
| PP |
2,757.7 |
2,757.7 |
2,757.7 |
2,746.5 |
| S1 |
2,682.3 |
2,682.3 |
2,716.0 |
2,660.0 |
| S2 |
2,637.7 |
2,637.7 |
2,705.0 |
|
| S3 |
2,517.7 |
2,562.3 |
2,694.0 |
|
| S4 |
2,397.7 |
2,442.3 |
2,661.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,820.0 |
2,713.0 |
107.0 |
3.9% |
50.4 |
1.8% |
39% |
False |
False |
826,364 |
| 10 |
2,836.0 |
2,713.0 |
123.0 |
4.5% |
45.8 |
1.7% |
34% |
False |
False |
784,689 |
| 20 |
2,860.0 |
2,713.0 |
147.0 |
5.3% |
40.2 |
1.5% |
29% |
False |
False |
774,891 |
| 40 |
2,860.0 |
2,637.0 |
223.0 |
8.1% |
36.1 |
1.3% |
53% |
False |
False |
746,174 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.5% |
41.9 |
1.5% |
72% |
False |
False |
798,307 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.5% |
42.2 |
1.5% |
72% |
False |
False |
603,579 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
14.0% |
41.4 |
1.5% |
73% |
False |
False |
483,426 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
14.0% |
41.7 |
1.5% |
73% |
False |
False |
403,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.8 |
|
2.618 |
2,905.0 |
|
1.618 |
2,858.0 |
|
1.000 |
2,829.0 |
|
0.618 |
2,811.0 |
|
HIGH |
2,782.0 |
|
0.618 |
2,764.0 |
|
0.500 |
2,758.5 |
|
0.382 |
2,753.0 |
|
LOW |
2,735.0 |
|
0.618 |
2,706.0 |
|
1.000 |
2,688.0 |
|
1.618 |
2,659.0 |
|
2.618 |
2,612.0 |
|
4.250 |
2,535.3 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.5 |
2,752.5 |
| PP |
2,757.3 |
2,750.0 |
| S1 |
2,756.2 |
2,747.5 |
|