| 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 |
8,253.5 |
8,194.0 |
-59.5 |
-0.7% |
8,432.0 |
| High |
8,277.0 |
8,216.5 |
-60.5 |
-0.7% |
8,448.0 |
| Low |
8,139.5 |
8,094.5 |
-45.0 |
-0.6% |
8,090.0 |
| Close |
8,180.0 |
8,197.5 |
17.5 |
0.2% |
8,117.5 |
| Range |
137.5 |
122.0 |
-15.5 |
-11.3% |
358.0 |
| ATR |
117.4 |
117.7 |
0.3 |
0.3% |
0.0 |
| Volume |
105,632 |
95,839 |
-9,793 |
-9.3% |
514,611 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,535.5 |
8,488.5 |
8,264.6 |
|
| R3 |
8,413.5 |
8,366.5 |
8,231.1 |
|
| R2 |
8,291.5 |
8,291.5 |
8,219.9 |
|
| R1 |
8,244.5 |
8,244.5 |
8,208.7 |
8,268.0 |
| PP |
8,169.5 |
8,169.5 |
8,169.5 |
8,181.3 |
| S1 |
8,122.5 |
8,122.5 |
8,186.3 |
8,146.0 |
| S2 |
8,047.5 |
8,047.5 |
8,175.1 |
|
| S3 |
7,925.5 |
8,000.5 |
8,164.0 |
|
| S4 |
7,803.5 |
7,878.5 |
8,130.4 |
|
|
| 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 |
8,277.0 |
8,090.0 |
187.0 |
2.3% |
119.2 |
1.5% |
57% |
False |
False |
91,504 |
| 10 |
8,448.0 |
8,090.0 |
358.0 |
4.4% |
122.5 |
1.5% |
30% |
False |
False |
92,881 |
| 20 |
8,459.0 |
8,090.0 |
369.0 |
4.5% |
102.8 |
1.3% |
29% |
False |
False |
88,693 |
| 40 |
8,462.0 |
7,996.5 |
465.5 |
5.7% |
99.1 |
1.2% |
43% |
False |
False |
85,868 |
| 60 |
8,462.0 |
7,660.0 |
802.0 |
9.8% |
115.7 |
1.4% |
67% |
False |
False |
87,616 |
| 80 |
8,568.0 |
7,660.0 |
908.0 |
11.1% |
116.8 |
1.4% |
59% |
False |
False |
66,031 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
114.8 |
1.4% |
67% |
False |
False |
52,922 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
113.4 |
1.4% |
67% |
False |
False |
44,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,735.0 |
|
2.618 |
8,535.9 |
|
1.618 |
8,413.9 |
|
1.000 |
8,338.5 |
|
0.618 |
8,291.9 |
|
HIGH |
8,216.5 |
|
0.618 |
8,169.9 |
|
0.500 |
8,155.5 |
|
0.382 |
8,141.1 |
|
LOW |
8,094.5 |
|
0.618 |
8,019.1 |
|
1.000 |
7,972.5 |
|
1.618 |
7,897.1 |
|
2.618 |
7,775.1 |
|
4.250 |
7,576.0 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,183.5 |
8,192.8 |
| PP |
8,169.5 |
8,188.2 |
| S1 |
8,155.5 |
8,183.5 |
|