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 |
5,177.0 |
5,181.0 |
4.0 |
0.1% |
5,124.0 |
High |
5,178.0 |
5,182.0 |
4.0 |
0.1% |
5,140.0 |
Low |
5,145.0 |
5,109.0 |
-36.0 |
-0.7% |
5,042.0 |
Close |
5,156.0 |
5,138.0 |
-18.0 |
-0.3% |
5,118.0 |
Range |
33.0 |
73.0 |
40.0 |
121.2% |
98.0 |
ATR |
53.5 |
54.9 |
1.4 |
2.6% |
0.0 |
Volume |
25,846 |
24,967 |
-879 |
-3.4% |
114,577 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,362.0 |
5,323.0 |
5,178.2 |
|
R3 |
5,289.0 |
5,250.0 |
5,158.1 |
|
R2 |
5,216.0 |
5,216.0 |
5,151.4 |
|
R1 |
5,177.0 |
5,177.0 |
5,144.7 |
5,160.0 |
PP |
5,143.0 |
5,143.0 |
5,143.0 |
5,134.5 |
S1 |
5,104.0 |
5,104.0 |
5,131.3 |
5,087.0 |
S2 |
5,070.0 |
5,070.0 |
5,124.6 |
|
S3 |
4,997.0 |
5,031.0 |
5,117.9 |
|
S4 |
4,924.0 |
4,958.0 |
5,097.9 |
|
|
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 |
5,055.0 |
149.0 |
2.9% |
52.6 |
1.0% |
56% |
False |
False |
25,852 |
10 |
5,204.0 |
5,042.0 |
162.0 |
3.2% |
45.2 |
0.9% |
59% |
False |
False |
24,243 |
20 |
5,204.0 |
4,973.0 |
231.0 |
4.5% |
46.4 |
0.9% |
71% |
False |
False |
23,682 |
40 |
5,204.0 |
4,919.0 |
285.0 |
5.5% |
44.5 |
0.9% |
77% |
False |
False |
22,020 |
60 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
53.0 |
1.0% |
89% |
False |
False |
27,453 |
80 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
48.7 |
0.9% |
89% |
False |
False |
20,807 |
100 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
41.3 |
0.8% |
89% |
False |
False |
16,652 |
120 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
35.6 |
0.7% |
89% |
False |
False |
13,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,492.3 |
2.618 |
5,373.1 |
1.618 |
5,300.1 |
1.000 |
5,255.0 |
0.618 |
5,227.1 |
HIGH |
5,182.0 |
0.618 |
5,154.1 |
0.500 |
5,145.5 |
0.382 |
5,136.9 |
LOW |
5,109.0 |
0.618 |
5,063.9 |
1.000 |
5,036.0 |
1.618 |
4,990.9 |
2.618 |
4,917.9 |
4.250 |
4,798.8 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,145.5 |
5,156.5 |
PP |
5,143.0 |
5,150.3 |
S1 |
5,140.5 |
5,144.2 |
|