Trading Metrics calculated at close of trading on 02-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
02-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,071.0 |
5,129.0 |
58.0 |
1.1% |
5,124.0 |
High |
5,126.0 |
5,190.0 |
64.0 |
1.2% |
5,140.0 |
Low |
5,055.0 |
5,126.0 |
71.0 |
1.4% |
5,042.0 |
Close |
5,118.0 |
5,184.0 |
66.0 |
1.3% |
5,118.0 |
Range |
71.0 |
64.0 |
-7.0 |
-9.9% |
98.0 |
ATR |
55.5 |
56.6 |
1.2 |
2.1% |
0.0 |
Volume |
27,510 |
30,176 |
2,666 |
9.7% |
114,577 |
|
Daily Pivots for day following 02-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,358.7 |
5,335.3 |
5,219.2 |
|
R3 |
5,294.7 |
5,271.3 |
5,201.6 |
|
R2 |
5,230.7 |
5,230.7 |
5,195.7 |
|
R1 |
5,207.3 |
5,207.3 |
5,189.9 |
5,219.0 |
PP |
5,166.7 |
5,166.7 |
5,166.7 |
5,172.5 |
S1 |
5,143.3 |
5,143.3 |
5,178.1 |
5,155.0 |
S2 |
5,102.7 |
5,102.7 |
5,172.3 |
|
S3 |
5,038.7 |
5,079.3 |
5,166.4 |
|
S4 |
4,974.7 |
5,015.3 |
5,148.8 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,394.0 |
5,354.0 |
5,171.9 |
|
R3 |
5,296.0 |
5,256.0 |
5,145.0 |
|
R2 |
5,198.0 |
5,198.0 |
5,136.0 |
|
R1 |
5,158.0 |
5,158.0 |
5,127.0 |
5,129.0 |
PP |
5,100.0 |
5,100.0 |
5,100.0 |
5,085.5 |
S1 |
5,060.0 |
5,060.0 |
5,109.0 |
5,031.0 |
S2 |
5,002.0 |
5,002.0 |
5,100.0 |
|
S3 |
4,904.0 |
4,962.0 |
5,091.1 |
|
S4 |
4,806.0 |
4,864.0 |
5,064.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,190.0 |
5,042.0 |
148.0 |
2.9% |
47.2 |
0.9% |
96% |
True |
False |
24,653 |
10 |
5,190.0 |
4,996.0 |
194.0 |
3.7% |
47.3 |
0.9% |
97% |
True |
False |
24,298 |
20 |
5,190.0 |
4,955.0 |
235.0 |
4.5% |
49.7 |
1.0% |
97% |
True |
False |
24,313 |
40 |
5,190.0 |
4,807.0 |
383.0 |
7.4% |
45.4 |
0.9% |
98% |
True |
False |
21,987 |
60 |
5,190.0 |
4,598.0 |
592.0 |
11.4% |
52.7 |
1.0% |
99% |
True |
False |
26,378 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.5% |
47.7 |
0.9% |
99% |
False |
False |
19,914 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.5% |
40.3 |
0.8% |
99% |
False |
False |
15,937 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.5% |
34.9 |
0.7% |
99% |
False |
False |
13,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,462.0 |
2.618 |
5,357.6 |
1.618 |
5,293.6 |
1.000 |
5,254.0 |
0.618 |
5,229.6 |
HIGH |
5,190.0 |
0.618 |
5,165.6 |
0.500 |
5,158.0 |
0.382 |
5,150.4 |
LOW |
5,126.0 |
0.618 |
5,086.4 |
1.000 |
5,062.0 |
1.618 |
5,022.4 |
2.618 |
4,958.4 |
4.250 |
4,854.0 |
|
|
Fisher Pivots for day following 02-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,175.3 |
5,161.3 |
PP |
5,166.7 |
5,138.7 |
S1 |
5,158.0 |
5,116.0 |
|