| 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 |
2,772.0 |
2,762.0 |
-10.0 |
-0.4% |
2,832.0 |
| High |
2,782.0 |
2,769.0 |
-13.0 |
-0.5% |
2,833.0 |
| Low |
2,735.0 |
2,725.0 |
-10.0 |
-0.4% |
2,713.0 |
| Close |
2,755.0 |
2,760.0 |
5.0 |
0.2% |
2,727.0 |
| Range |
47.0 |
44.0 |
-3.0 |
-6.4% |
120.0 |
| ATR |
43.1 |
43.1 |
0.1 |
0.2% |
0.0 |
| Volume |
869,883 |
851,953 |
-17,930 |
-2.1% |
4,512,424 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.3 |
2,865.7 |
2,784.2 |
|
| R3 |
2,839.3 |
2,821.7 |
2,772.1 |
|
| R2 |
2,795.3 |
2,795.3 |
2,768.1 |
|
| R1 |
2,777.7 |
2,777.7 |
2,764.0 |
2,764.5 |
| PP |
2,751.3 |
2,751.3 |
2,751.3 |
2,744.8 |
| S1 |
2,733.7 |
2,733.7 |
2,756.0 |
2,720.5 |
| S2 |
2,707.3 |
2,707.3 |
2,751.9 |
|
| S3 |
2,663.3 |
2,689.7 |
2,747.9 |
|
| S4 |
2,619.3 |
2,645.7 |
2,735.8 |
|
|
| 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 |
2,782.0 |
2,713.0 |
69.0 |
2.5% |
41.4 |
1.5% |
68% |
False |
False |
797,463 |
| 10 |
2,836.0 |
2,713.0 |
123.0 |
4.5% |
45.8 |
1.7% |
38% |
False |
False |
792,886 |
| 20 |
2,860.0 |
2,713.0 |
147.0 |
5.3% |
40.1 |
1.5% |
32% |
False |
False |
784,508 |
| 40 |
2,860.0 |
2,637.0 |
223.0 |
8.1% |
36.6 |
1.3% |
55% |
False |
False |
750,667 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.5% |
42.2 |
1.5% |
73% |
False |
False |
810,622 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.5% |
42.4 |
1.5% |
73% |
False |
False |
614,061 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.9% |
41.5 |
1.5% |
74% |
False |
False |
491,944 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.9% |
41.9 |
1.5% |
74% |
False |
False |
410,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.0 |
|
2.618 |
2,884.2 |
|
1.618 |
2,840.2 |
|
1.000 |
2,813.0 |
|
0.618 |
2,796.2 |
|
HIGH |
2,769.0 |
|
0.618 |
2,752.2 |
|
0.500 |
2,747.0 |
|
0.382 |
2,741.8 |
|
LOW |
2,725.0 |
|
0.618 |
2,697.8 |
|
1.000 |
2,681.0 |
|
1.618 |
2,653.8 |
|
2.618 |
2,609.8 |
|
4.250 |
2,538.0 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,755.7 |
2,755.8 |
| PP |
2,751.3 |
2,751.7 |
| S1 |
2,747.0 |
2,747.5 |
|