| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,435.0 |
6,497.0 |
62.0 |
1.0% |
6,478.5 |
| High |
6,530.0 |
6,524.0 |
-6.0 |
-0.1% |
6,501.0 |
| Low |
6,433.5 |
6,435.5 |
2.0 |
0.0% |
6,385.5 |
| Close |
6,497.5 |
6,457.5 |
-40.0 |
-0.6% |
6,408.0 |
| Range |
96.5 |
88.5 |
-8.0 |
-8.3% |
115.5 |
| ATR |
91.2 |
91.0 |
-0.2 |
-0.2% |
0.0 |
| Volume |
87,921 |
80,382 |
-7,539 |
-8.6% |
315,001 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,738.0 |
6,686.0 |
6,506.0 |
|
| R3 |
6,649.5 |
6,597.5 |
6,482.0 |
|
| R2 |
6,561.0 |
6,561.0 |
6,473.5 |
|
| R1 |
6,509.0 |
6,509.0 |
6,465.5 |
6,491.0 |
| PP |
6,472.5 |
6,472.5 |
6,472.5 |
6,463.0 |
| S1 |
6,420.5 |
6,420.5 |
6,449.5 |
6,402.0 |
| S2 |
6,384.0 |
6,384.0 |
6,441.5 |
|
| S3 |
6,295.5 |
6,332.0 |
6,433.0 |
|
| S4 |
6,207.0 |
6,243.5 |
6,409.0 |
|
|
| 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% |
89.0 |
1.4% |
50% |
False |
False |
81,574 |
| 10 |
6,530.0 |
6,346.5 |
183.5 |
2.8% |
91.0 |
1.4% |
60% |
False |
False |
79,974 |
| 20 |
6,635.0 |
6,346.5 |
288.5 |
4.5% |
87.0 |
1.4% |
38% |
False |
False |
80,897 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
83.0 |
1.3% |
34% |
False |
False |
82,202 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.1% |
92.0 |
1.4% |
70% |
False |
False |
93,619 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
88.0 |
1.4% |
58% |
False |
False |
71,078 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
77.0 |
1.2% |
58% |
False |
False |
56,891 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
69.0 |
1.1% |
58% |
False |
False |
47,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,900.0 |
|
2.618 |
6,755.5 |
|
1.618 |
6,667.0 |
|
1.000 |
6,612.5 |
|
0.618 |
6,578.5 |
|
HIGH |
6,524.0 |
|
0.618 |
6,490.0 |
|
0.500 |
6,480.0 |
|
0.382 |
6,469.5 |
|
LOW |
6,435.5 |
|
0.618 |
6,381.0 |
|
1.000 |
6,347.0 |
|
1.618 |
6,292.5 |
|
2.618 |
6,204.0 |
|
4.250 |
6,059.5 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,480.0 |
6,458.0 |
| PP |
6,472.5 |
6,457.5 |
| S1 |
6,465.0 |
6,457.5 |
|