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 |
8,194.0 |
8,218.5 |
24.5 |
0.3% |
8,432.0 |
High |
8,216.5 |
8,259.0 |
42.5 |
0.5% |
8,448.0 |
Low |
8,094.5 |
8,164.0 |
69.5 |
0.9% |
8,090.0 |
Close |
8,197.5 |
8,220.0 |
22.5 |
0.3% |
8,117.5 |
Range |
122.0 |
95.0 |
-27.0 |
-22.1% |
358.0 |
ATR |
117.7 |
116.1 |
-1.6 |
-1.4% |
0.0 |
Volume |
95,839 |
130,197 |
34,358 |
35.8% |
514,611 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,499.3 |
8,454.7 |
8,272.3 |
|
R3 |
8,404.3 |
8,359.7 |
8,246.1 |
|
R2 |
8,309.3 |
8,309.3 |
8,237.4 |
|
R1 |
8,264.7 |
8,264.7 |
8,228.7 |
8,287.0 |
PP |
8,214.3 |
8,214.3 |
8,214.3 |
8,225.5 |
S1 |
8,169.7 |
8,169.7 |
8,211.3 |
8,192.0 |
S2 |
8,119.3 |
8,119.3 |
8,202.6 |
|
S3 |
8,024.3 |
8,074.7 |
8,193.9 |
|
S4 |
7,929.3 |
7,979.7 |
8,167.8 |
|
|
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% |
109.4 |
1.3% |
70% |
False |
False |
99,462 |
10 |
8,448.0 |
8,090.0 |
358.0 |
4.4% |
124.4 |
1.5% |
36% |
False |
False |
96,284 |
20 |
8,459.0 |
8,090.0 |
369.0 |
4.5% |
105.0 |
1.3% |
35% |
False |
False |
91,390 |
40 |
8,462.0 |
8,090.0 |
372.0 |
4.5% |
98.9 |
1.2% |
35% |
False |
False |
86,777 |
60 |
8,462.0 |
7,660.0 |
802.0 |
9.8% |
115.0 |
1.4% |
70% |
False |
False |
89,610 |
80 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
116.8 |
1.4% |
62% |
False |
False |
67,657 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
114.6 |
1.4% |
69% |
False |
False |
54,222 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
113.6 |
1.4% |
69% |
False |
False |
45,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,662.8 |
2.618 |
8,507.7 |
1.618 |
8,412.7 |
1.000 |
8,354.0 |
0.618 |
8,317.7 |
HIGH |
8,259.0 |
0.618 |
8,222.7 |
0.500 |
8,211.5 |
0.382 |
8,200.3 |
LOW |
8,164.0 |
0.618 |
8,105.3 |
1.000 |
8,069.0 |
1.618 |
8,010.3 |
2.618 |
7,915.3 |
4.250 |
7,760.3 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,217.2 |
8,208.6 |
PP |
8,214.3 |
8,197.2 |
S1 |
8,211.5 |
8,185.8 |
|