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 |
13,900 |
14,120 |
220 |
1.6% |
13,750 |
High |
14,160 |
14,180 |
20 |
0.1% |
13,780 |
Low |
13,845 |
13,960 |
115 |
0.8% |
13,180 |
Close |
14,100 |
14,110 |
10 |
0.1% |
13,330 |
Range |
315 |
220 |
-95 |
-30.2% |
600 |
ATR |
378 |
366 |
-11 |
-3.0% |
0 |
Volume |
12,843 |
12,994 |
151 |
1.2% |
55,763 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,743 |
14,647 |
14,231 |
|
R3 |
14,523 |
14,427 |
14,171 |
|
R2 |
14,303 |
14,303 |
14,150 |
|
R1 |
14,207 |
14,207 |
14,130 |
14,145 |
PP |
14,083 |
14,083 |
14,083 |
14,053 |
S1 |
13,987 |
13,987 |
14,090 |
13,925 |
S2 |
13,863 |
13,863 |
14,070 |
|
S3 |
13,643 |
13,767 |
14,050 |
|
S4 |
13,423 |
13,547 |
13,989 |
|
|
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 |
14,180 |
13,260 |
920 |
6.5% |
373 |
2.6% |
92% |
True |
False |
14,903 |
10 |
14,180 |
13,180 |
1,000 |
7.1% |
350 |
2.5% |
93% |
True |
False |
14,308 |
20 |
14,180 |
13,180 |
1,000 |
7.1% |
352 |
2.5% |
93% |
True |
False |
15,569 |
40 |
15,060 |
13,180 |
1,880 |
13.3% |
367 |
2.6% |
49% |
False |
False |
15,037 |
60 |
15,060 |
12,525 |
2,535 |
18.0% |
416 |
3.0% |
63% |
False |
False |
17,853 |
80 |
16,120 |
12,420 |
3,700 |
26.2% |
459 |
3.3% |
46% |
False |
False |
14,651 |
100 |
16,120 |
12,420 |
3,700 |
26.2% |
399 |
2.8% |
46% |
False |
False |
11,745 |
120 |
16,120 |
12,015 |
4,105 |
29.1% |
366 |
2.6% |
51% |
False |
False |
9,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,115 |
2.618 |
14,756 |
1.618 |
14,536 |
1.000 |
14,400 |
0.618 |
14,316 |
HIGH |
14,180 |
0.618 |
14,096 |
0.500 |
14,070 |
0.382 |
14,044 |
LOW |
13,960 |
0.618 |
13,824 |
1.000 |
13,740 |
1.618 |
13,604 |
2.618 |
13,384 |
4.250 |
13,025 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,097 |
13,992 |
PP |
14,083 |
13,873 |
S1 |
14,070 |
13,755 |
|