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 |
5,203.0 |
5,177.0 |
-26.0 |
-0.5% |
5,124.0 |
High |
5,204.0 |
5,178.0 |
-26.0 |
-0.5% |
5,140.0 |
Low |
5,182.0 |
5,145.0 |
-37.0 |
-0.7% |
5,042.0 |
Close |
5,190.0 |
5,156.0 |
-34.0 |
-0.7% |
5,118.0 |
Range |
22.0 |
33.0 |
11.0 |
50.0% |
98.0 |
ATR |
54.2 |
53.5 |
-0.7 |
-1.2% |
0.0 |
Volume |
20,761 |
25,846 |
5,085 |
24.5% |
114,577 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,258.7 |
5,240.3 |
5,174.2 |
|
R3 |
5,225.7 |
5,207.3 |
5,165.1 |
|
R2 |
5,192.7 |
5,192.7 |
5,162.1 |
|
R1 |
5,174.3 |
5,174.3 |
5,159.0 |
5,167.0 |
PP |
5,159.7 |
5,159.7 |
5,159.7 |
5,156.0 |
S1 |
5,141.3 |
5,141.3 |
5,153.0 |
5,134.0 |
S2 |
5,126.7 |
5,126.7 |
5,150.0 |
|
S3 |
5,093.7 |
5,108.3 |
5,146.9 |
|
S4 |
5,060.7 |
5,075.3 |
5,137.9 |
|
|
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% |
45.8 |
0.9% |
70% |
False |
False |
25,165 |
10 |
5,204.0 |
4,996.0 |
208.0 |
4.0% |
43.7 |
0.8% |
77% |
False |
False |
24,501 |
20 |
5,204.0 |
4,959.0 |
245.0 |
4.8% |
46.6 |
0.9% |
80% |
False |
False |
23,919 |
40 |
5,204.0 |
4,892.0 |
312.0 |
6.1% |
43.6 |
0.8% |
85% |
False |
False |
21,972 |
60 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
52.6 |
1.0% |
92% |
False |
False |
27,110 |
80 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
48.3 |
0.9% |
92% |
False |
False |
20,495 |
100 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
40.7 |
0.8% |
92% |
False |
False |
16,402 |
120 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
35.4 |
0.7% |
92% |
False |
False |
13,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,318.3 |
2.618 |
5,264.4 |
1.618 |
5,231.4 |
1.000 |
5,211.0 |
0.618 |
5,198.4 |
HIGH |
5,178.0 |
0.618 |
5,165.4 |
0.500 |
5,161.5 |
0.382 |
5,157.6 |
LOW |
5,145.0 |
0.618 |
5,124.6 |
1.000 |
5,112.0 |
1.618 |
5,091.6 |
2.618 |
5,058.6 |
4.250 |
5,004.8 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,161.5 |
5,165.0 |
PP |
5,159.7 |
5,162.0 |
S1 |
5,157.8 |
5,159.0 |
|