Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
8,218.5 |
8,209.5 |
-9.0 |
-0.1% |
8,253.5 |
High |
8,259.0 |
8,295.0 |
36.0 |
0.4% |
8,295.0 |
Low |
8,164.0 |
8,172.0 |
8.0 |
0.1% |
8,094.5 |
Close |
8,220.0 |
8,263.5 |
43.5 |
0.5% |
8,263.5 |
Range |
95.0 |
123.0 |
28.0 |
29.5% |
200.5 |
ATR |
116.1 |
116.6 |
0.5 |
0.4% |
0.0 |
Volume |
130,197 |
79,248 |
-50,949 |
-39.1% |
410,916 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,612.5 |
8,561.0 |
8,331.2 |
|
R3 |
8,489.5 |
8,438.0 |
8,297.3 |
|
R2 |
8,366.5 |
8,366.5 |
8,286.1 |
|
R1 |
8,315.0 |
8,315.0 |
8,274.8 |
8,340.8 |
PP |
8,243.5 |
8,243.5 |
8,243.5 |
8,256.4 |
S1 |
8,192.0 |
8,192.0 |
8,252.2 |
8,217.8 |
S2 |
8,120.5 |
8,120.5 |
8,241.0 |
|
S3 |
7,997.5 |
8,069.0 |
8,229.7 |
|
S4 |
7,874.5 |
7,946.0 |
8,195.9 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,819.2 |
8,741.8 |
8,373.8 |
|
R3 |
8,618.7 |
8,541.3 |
8,318.6 |
|
R2 |
8,418.2 |
8,418.2 |
8,300.3 |
|
R1 |
8,340.8 |
8,340.8 |
8,281.9 |
8,379.5 |
PP |
8,217.7 |
8,217.7 |
8,217.7 |
8,237.0 |
S1 |
8,140.3 |
8,140.3 |
8,245.1 |
8,179.0 |
S2 |
8,017.2 |
8,017.2 |
8,226.7 |
|
S3 |
7,816.7 |
7,939.8 |
8,208.4 |
|
S4 |
7,616.2 |
7,739.3 |
8,153.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,295.0 |
8,090.0 |
205.0 |
2.5% |
120.3 |
1.5% |
85% |
True |
False |
95,392 |
10 |
8,448.0 |
8,090.0 |
358.0 |
4.3% |
118.1 |
1.4% |
48% |
False |
False |
96,721 |
20 |
8,459.0 |
8,090.0 |
369.0 |
4.5% |
106.1 |
1.3% |
47% |
False |
False |
91,358 |
40 |
8,462.0 |
8,090.0 |
372.0 |
4.5% |
100.0 |
1.2% |
47% |
False |
False |
86,715 |
60 |
8,462.0 |
7,660.0 |
802.0 |
9.7% |
114.6 |
1.4% |
75% |
False |
False |
90,617 |
80 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
117.5 |
1.4% |
66% |
False |
False |
68,646 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
114.9 |
1.4% |
73% |
False |
False |
55,013 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
114.0 |
1.4% |
73% |
False |
False |
45,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,817.8 |
2.618 |
8,617.0 |
1.618 |
8,494.0 |
1.000 |
8,418.0 |
0.618 |
8,371.0 |
HIGH |
8,295.0 |
0.618 |
8,248.0 |
0.500 |
8,233.5 |
0.382 |
8,219.0 |
LOW |
8,172.0 |
0.618 |
8,096.0 |
1.000 |
8,049.0 |
1.618 |
7,973.0 |
2.618 |
7,850.0 |
4.250 |
7,649.3 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,253.5 |
8,240.6 |
PP |
8,243.5 |
8,217.7 |
S1 |
8,233.5 |
8,194.8 |
|