Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
5,129.0 |
5,203.0 |
74.0 |
1.4% |
5,124.0 |
High |
5,190.0 |
5,204.0 |
14.0 |
0.3% |
5,140.0 |
Low |
5,126.0 |
5,182.0 |
56.0 |
1.1% |
5,042.0 |
Close |
5,184.0 |
5,190.0 |
6.0 |
0.1% |
5,118.0 |
Range |
64.0 |
22.0 |
-42.0 |
-65.6% |
98.0 |
ATR |
56.6 |
54.2 |
-2.5 |
-4.4% |
0.0 |
Volume |
30,176 |
20,761 |
-9,415 |
-31.2% |
114,577 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,258.0 |
5,246.0 |
5,202.1 |
|
R3 |
5,236.0 |
5,224.0 |
5,196.1 |
|
R2 |
5,214.0 |
5,214.0 |
5,194.0 |
|
R1 |
5,202.0 |
5,202.0 |
5,192.0 |
5,197.0 |
PP |
5,192.0 |
5,192.0 |
5,192.0 |
5,189.5 |
S1 |
5,180.0 |
5,180.0 |
5,188.0 |
5,175.0 |
S2 |
5,170.0 |
5,170.0 |
5,186.0 |
|
S3 |
5,148.0 |
5,158.0 |
5,184.0 |
|
S4 |
5,126.0 |
5,136.0 |
5,177.9 |
|
|
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 |
5,204.0 |
5,042.0 |
162.0 |
3.1% |
43.4 |
0.8% |
91% |
True |
False |
24,917 |
10 |
5,204.0 |
4,996.0 |
208.0 |
4.0% |
44.7 |
0.9% |
93% |
True |
False |
24,096 |
20 |
5,204.0 |
4,955.0 |
249.0 |
4.8% |
49.1 |
0.9% |
94% |
True |
False |
24,326 |
40 |
5,204.0 |
4,840.0 |
364.0 |
7.0% |
44.7 |
0.9% |
96% |
True |
False |
21,975 |
60 |
5,204.0 |
4,598.0 |
606.0 |
11.7% |
52.5 |
1.0% |
98% |
True |
False |
26,709 |
80 |
5,204.0 |
4,598.0 |
606.0 |
11.7% |
47.9 |
0.9% |
98% |
True |
False |
20,174 |
100 |
5,204.0 |
4,598.0 |
606.0 |
11.7% |
40.4 |
0.8% |
98% |
True |
False |
16,144 |
120 |
5,204.0 |
4,598.0 |
606.0 |
11.7% |
35.1 |
0.7% |
98% |
True |
False |
13,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,297.5 |
2.618 |
5,261.6 |
1.618 |
5,239.6 |
1.000 |
5,226.0 |
0.618 |
5,217.6 |
HIGH |
5,204.0 |
0.618 |
5,195.6 |
0.500 |
5,193.0 |
0.382 |
5,190.4 |
LOW |
5,182.0 |
0.618 |
5,168.4 |
1.000 |
5,160.0 |
1.618 |
5,146.4 |
2.618 |
5,124.4 |
4.250 |
5,088.5 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,193.0 |
5,169.8 |
PP |
5,192.0 |
5,149.7 |
S1 |
5,191.0 |
5,129.5 |
|