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 |
13,555 |
13,395 |
-160 |
-1.2% |
13,750 |
High |
13,635 |
14,025 |
390 |
2.9% |
13,780 |
Low |
13,260 |
13,330 |
70 |
0.5% |
13,180 |
Close |
13,330 |
13,895 |
565 |
4.2% |
13,330 |
Range |
375 |
695 |
320 |
85.3% |
600 |
ATR |
358 |
382 |
24 |
6.7% |
0 |
Volume |
10,889 |
27,819 |
16,930 |
155.5% |
55,763 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,835 |
15,560 |
14,277 |
|
R3 |
15,140 |
14,865 |
14,086 |
|
R2 |
14,445 |
14,445 |
14,023 |
|
R1 |
14,170 |
14,170 |
13,959 |
14,308 |
PP |
13,750 |
13,750 |
13,750 |
13,819 |
S1 |
13,475 |
13,475 |
13,831 |
13,613 |
S2 |
13,055 |
13,055 |
13,768 |
|
S3 |
12,360 |
12,780 |
13,704 |
|
S4 |
11,665 |
12,085 |
13,513 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,230 |
14,880 |
13,660 |
|
R3 |
14,630 |
14,280 |
13,495 |
|
R2 |
14,030 |
14,030 |
13,440 |
|
R1 |
13,680 |
13,680 |
13,385 |
13,555 |
PP |
13,430 |
13,430 |
13,430 |
13,368 |
S1 |
13,080 |
13,080 |
13,275 |
12,955 |
S2 |
12,830 |
12,830 |
13,220 |
|
S3 |
12,230 |
12,480 |
13,165 |
|
S4 |
11,630 |
11,880 |
13,000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,025 |
13,180 |
845 |
6.1% |
419 |
3.0% |
85% |
True |
False |
15,394 |
10 |
14,025 |
13,180 |
845 |
6.1% |
364 |
2.6% |
85% |
True |
False |
15,191 |
20 |
14,450 |
13,180 |
1,270 |
9.1% |
371 |
2.7% |
56% |
False |
False |
15,977 |
40 |
15,060 |
13,180 |
1,880 |
13.5% |
369 |
2.7% |
38% |
False |
False |
15,229 |
60 |
15,060 |
12,525 |
2,535 |
18.2% |
428 |
3.1% |
54% |
False |
False |
18,576 |
80 |
16,120 |
12,420 |
3,700 |
26.6% |
456 |
3.3% |
40% |
False |
False |
14,330 |
100 |
16,120 |
12,420 |
3,700 |
26.6% |
399 |
2.9% |
40% |
False |
False |
11,487 |
120 |
16,120 |
12,015 |
4,105 |
29.5% |
362 |
2.6% |
46% |
False |
False |
9,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,979 |
2.618 |
15,845 |
1.618 |
15,150 |
1.000 |
14,720 |
0.618 |
14,455 |
HIGH |
14,025 |
0.618 |
13,760 |
0.500 |
13,678 |
0.382 |
13,596 |
LOW |
13,330 |
0.618 |
12,901 |
1.000 |
12,635 |
1.618 |
12,206 |
2.618 |
11,511 |
4.250 |
10,376 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
13,823 |
13,811 |
PP |
13,750 |
13,727 |
S1 |
13,678 |
13,643 |
|