| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
8,214.0 |
8,253.5 |
39.5 |
0.5% |
8,432.0 |
| High |
8,214.0 |
8,277.0 |
63.0 |
0.8% |
8,448.0 |
| Low |
8,090.0 |
8,139.5 |
49.5 |
0.6% |
8,090.0 |
| Close |
8,117.5 |
8,180.0 |
62.5 |
0.8% |
8,117.5 |
| Range |
124.0 |
137.5 |
13.5 |
10.9% |
358.0 |
| ATR |
114.1 |
117.4 |
3.2 |
2.8% |
0.0 |
| Volume |
66,046 |
105,632 |
39,586 |
59.9% |
514,611 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,611.3 |
8,533.2 |
8,255.6 |
|
| R3 |
8,473.8 |
8,395.7 |
8,217.8 |
|
| R2 |
8,336.3 |
8,336.3 |
8,205.2 |
|
| R1 |
8,258.2 |
8,258.2 |
8,192.6 |
8,228.5 |
| PP |
8,198.8 |
8,198.8 |
8,198.8 |
8,184.0 |
| S1 |
8,120.7 |
8,120.7 |
8,167.4 |
8,091.0 |
| S2 |
8,061.3 |
8,061.3 |
8,154.8 |
|
| S3 |
7,923.8 |
7,983.2 |
8,142.2 |
|
| S4 |
7,786.3 |
7,845.7 |
8,104.4 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,292.5 |
9,063.0 |
8,314.4 |
|
| R3 |
8,934.5 |
8,705.0 |
8,216.0 |
|
| R2 |
8,576.5 |
8,576.5 |
8,183.1 |
|
| R1 |
8,347.0 |
8,347.0 |
8,150.3 |
8,282.8 |
| PP |
8,218.5 |
8,218.5 |
8,218.5 |
8,186.4 |
| S1 |
7,989.0 |
7,989.0 |
8,084.7 |
7,924.8 |
| S2 |
7,860.5 |
7,860.5 |
8,051.9 |
|
| S3 |
7,502.5 |
7,631.0 |
8,019.1 |
|
| S4 |
7,144.5 |
7,273.0 |
7,920.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,425.5 |
8,090.0 |
335.5 |
4.1% |
139.9 |
1.7% |
27% |
False |
False |
96,053 |
| 10 |
8,448.0 |
8,090.0 |
358.0 |
4.4% |
118.0 |
1.4% |
25% |
False |
False |
91,197 |
| 20 |
8,459.0 |
8,090.0 |
369.0 |
4.5% |
105.2 |
1.3% |
24% |
False |
False |
87,760 |
| 40 |
8,462.0 |
7,996.5 |
465.5 |
5.7% |
98.2 |
1.2% |
39% |
False |
False |
85,622 |
| 60 |
8,462.0 |
7,660.0 |
802.0 |
9.8% |
115.6 |
1.4% |
65% |
False |
False |
86,124 |
| 80 |
8,568.0 |
7,660.0 |
908.0 |
11.1% |
116.2 |
1.4% |
57% |
False |
False |
64,835 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
114.7 |
1.4% |
66% |
False |
False |
51,965 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
112.8 |
1.4% |
66% |
False |
False |
43,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,861.4 |
|
2.618 |
8,637.0 |
|
1.618 |
8,499.5 |
|
1.000 |
8,414.5 |
|
0.618 |
8,362.0 |
|
HIGH |
8,277.0 |
|
0.618 |
8,224.5 |
|
0.500 |
8,208.3 |
|
0.382 |
8,192.0 |
|
LOW |
8,139.5 |
|
0.618 |
8,054.5 |
|
1.000 |
8,002.0 |
|
1.618 |
7,917.0 |
|
2.618 |
7,779.5 |
|
4.250 |
7,555.1 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,208.3 |
8,183.5 |
| PP |
8,198.8 |
8,182.3 |
| S1 |
8,189.4 |
8,181.2 |
|