| Trading Metrics calculated at close of trading on 02-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
02-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,477.5 |
6,435.0 |
-42.5 |
-0.7% |
6,478.5 |
| High |
6,501.0 |
6,530.0 |
29.0 |
0.4% |
6,501.0 |
| Low |
6,385.5 |
6,433.5 |
48.0 |
0.8% |
6,385.5 |
| Close |
6,408.0 |
6,497.5 |
89.5 |
1.4% |
6,408.0 |
| Range |
115.5 |
96.5 |
-19.0 |
-16.5% |
115.5 |
| ATR |
88.9 |
91.2 |
2.4 |
2.7% |
0.0 |
| Volume |
64,890 |
87,921 |
23,031 |
35.5% |
315,001 |
|
| Daily Pivots for day following 02-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,776.5 |
6,733.5 |
6,550.5 |
|
| R3 |
6,680.0 |
6,637.0 |
6,524.0 |
|
| R2 |
6,583.5 |
6,583.5 |
6,515.0 |
|
| R1 |
6,540.5 |
6,540.5 |
6,506.5 |
6,562.0 |
| PP |
6,487.0 |
6,487.0 |
6,487.0 |
6,498.0 |
| S1 |
6,444.0 |
6,444.0 |
6,488.5 |
6,465.5 |
| S2 |
6,390.5 |
6,390.5 |
6,480.0 |
|
| S3 |
6,294.0 |
6,347.5 |
6,471.0 |
|
| S4 |
6,197.5 |
6,251.0 |
6,444.5 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,778.0 |
6,708.5 |
6,471.5 |
|
| R3 |
6,662.5 |
6,593.0 |
6,440.0 |
|
| R2 |
6,547.0 |
6,547.0 |
6,429.0 |
|
| R1 |
6,477.5 |
6,477.5 |
6,418.5 |
6,454.5 |
| PP |
6,431.5 |
6,431.5 |
6,431.5 |
6,420.0 |
| S1 |
6,362.0 |
6,362.0 |
6,397.5 |
6,339.0 |
| S2 |
6,316.0 |
6,316.0 |
6,387.0 |
|
| S3 |
6,200.5 |
6,246.5 |
6,376.0 |
|
| S4 |
6,085.0 |
6,131.0 |
6,344.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,530.0 |
6,385.5 |
144.5 |
2.2% |
91.0 |
1.4% |
78% |
True |
False |
80,584 |
| 10 |
6,530.0 |
6,346.5 |
183.5 |
2.8% |
90.0 |
1.4% |
82% |
True |
False |
79,754 |
| 20 |
6,640.0 |
6,346.5 |
293.5 |
4.5% |
87.5 |
1.4% |
51% |
False |
False |
80,175 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
82.5 |
1.3% |
47% |
False |
False |
82,479 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
91.0 |
1.4% |
76% |
False |
False |
92,530 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
87.5 |
1.3% |
63% |
False |
False |
70,074 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
76.0 |
1.2% |
63% |
False |
False |
56,087 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
68.0 |
1.0% |
63% |
False |
False |
46,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,940.0 |
|
2.618 |
6,782.5 |
|
1.618 |
6,686.0 |
|
1.000 |
6,626.5 |
|
0.618 |
6,589.5 |
|
HIGH |
6,530.0 |
|
0.618 |
6,493.0 |
|
0.500 |
6,482.0 |
|
0.382 |
6,470.5 |
|
LOW |
6,433.5 |
|
0.618 |
6,374.0 |
|
1.000 |
6,337.0 |
|
1.618 |
6,277.5 |
|
2.618 |
6,181.0 |
|
4.250 |
6,023.5 |
|
|
| Fisher Pivots for day following 02-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,492.0 |
6,484.0 |
| PP |
6,487.0 |
6,471.0 |
| S1 |
6,482.0 |
6,458.0 |
|