| 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 |
2,762.0 |
2,768.0 |
6.0 |
0.2% |
2,832.0 |
| High |
2,769.0 |
2,779.0 |
10.0 |
0.4% |
2,833.0 |
| Low |
2,725.0 |
2,748.0 |
23.0 |
0.8% |
2,713.0 |
| Close |
2,760.0 |
2,768.0 |
8.0 |
0.3% |
2,727.0 |
| Range |
44.0 |
31.0 |
-13.0 |
-29.5% |
120.0 |
| ATR |
43.1 |
42.3 |
-0.9 |
-2.0% |
0.0 |
| Volume |
851,953 |
1,298,449 |
446,496 |
52.4% |
4,512,424 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.0 |
2,844.0 |
2,785.1 |
|
| R3 |
2,827.0 |
2,813.0 |
2,776.5 |
|
| R2 |
2,796.0 |
2,796.0 |
2,773.7 |
|
| R1 |
2,782.0 |
2,782.0 |
2,770.8 |
2,783.5 |
| PP |
2,765.0 |
2,765.0 |
2,765.0 |
2,765.8 |
| S1 |
2,751.0 |
2,751.0 |
2,765.2 |
2,752.5 |
| S2 |
2,734.0 |
2,734.0 |
2,762.3 |
|
| S3 |
2,703.0 |
2,720.0 |
2,759.5 |
|
| S4 |
2,672.0 |
2,689.0 |
2,751.0 |
|
|
| 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% |
40.4 |
1.5% |
80% |
False |
False |
908,709 |
| 10 |
2,836.0 |
2,713.0 |
123.0 |
4.4% |
45.6 |
1.6% |
45% |
False |
False |
847,037 |
| 20 |
2,860.0 |
2,713.0 |
147.0 |
5.3% |
40.4 |
1.5% |
37% |
False |
False |
817,721 |
| 40 |
2,860.0 |
2,645.0 |
215.0 |
7.8% |
36.6 |
1.3% |
57% |
False |
False |
760,688 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.4% |
41.8 |
1.5% |
75% |
False |
False |
829,956 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.4% |
42.4 |
1.5% |
75% |
False |
False |
630,290 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.9% |
41.4 |
1.5% |
76% |
False |
False |
504,910 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.9% |
41.9 |
1.5% |
76% |
False |
False |
420,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,910.8 |
|
2.618 |
2,860.2 |
|
1.618 |
2,829.2 |
|
1.000 |
2,810.0 |
|
0.618 |
2,798.2 |
|
HIGH |
2,779.0 |
|
0.618 |
2,767.2 |
|
0.500 |
2,763.5 |
|
0.382 |
2,759.8 |
|
LOW |
2,748.0 |
|
0.618 |
2,728.8 |
|
1.000 |
2,717.0 |
|
1.618 |
2,697.8 |
|
2.618 |
2,666.8 |
|
4.250 |
2,616.3 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.5 |
2,763.2 |
| PP |
2,765.0 |
2,758.3 |
| S1 |
2,763.5 |
2,753.5 |
|