| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,497.0 |
6,460.0 |
-37.0 |
-0.6% |
6,478.5 |
| High |
6,524.0 |
6,492.0 |
-32.0 |
-0.5% |
6,501.0 |
| Low |
6,435.5 |
6,422.5 |
-13.0 |
-0.2% |
6,385.5 |
| Close |
6,457.5 |
6,474.0 |
16.5 |
0.3% |
6,408.0 |
| Range |
88.5 |
69.5 |
-19.0 |
-21.5% |
115.5 |
| ATR |
91.0 |
89.5 |
-1.5 |
-1.7% |
0.0 |
| Volume |
80,382 |
99,222 |
18,840 |
23.4% |
315,001 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,671.5 |
6,642.0 |
6,512.0 |
|
| R3 |
6,602.0 |
6,572.5 |
6,493.0 |
|
| R2 |
6,532.5 |
6,532.5 |
6,486.5 |
|
| R1 |
6,503.0 |
6,503.0 |
6,480.5 |
6,518.0 |
| PP |
6,463.0 |
6,463.0 |
6,463.0 |
6,470.0 |
| S1 |
6,433.5 |
6,433.5 |
6,467.5 |
6,448.0 |
| S2 |
6,393.5 |
6,393.5 |
6,461.5 |
|
| S3 |
6,324.0 |
6,364.0 |
6,455.0 |
|
| S4 |
6,254.5 |
6,294.5 |
6,436.0 |
|
|
| 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% |
92.0 |
1.4% |
61% |
False |
False |
85,684 |
| 10 |
6,530.0 |
6,346.5 |
183.5 |
2.8% |
91.0 |
1.4% |
69% |
False |
False |
83,156 |
| 20 |
6,635.0 |
6,346.5 |
288.5 |
4.5% |
87.0 |
1.3% |
44% |
False |
False |
80,184 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
82.5 |
1.3% |
39% |
False |
False |
82,409 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
91.5 |
1.4% |
73% |
False |
False |
94,701 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
88.5 |
1.4% |
60% |
False |
False |
72,304 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
77.5 |
1.2% |
60% |
False |
False |
57,883 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
69.5 |
1.1% |
60% |
False |
False |
48,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,787.5 |
|
2.618 |
6,674.0 |
|
1.618 |
6,604.5 |
|
1.000 |
6,561.5 |
|
0.618 |
6,535.0 |
|
HIGH |
6,492.0 |
|
0.618 |
6,465.5 |
|
0.500 |
6,457.0 |
|
0.382 |
6,449.0 |
|
LOW |
6,422.5 |
|
0.618 |
6,379.5 |
|
1.000 |
6,353.0 |
|
1.618 |
6,310.0 |
|
2.618 |
6,240.5 |
|
4.250 |
6,127.0 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,468.5 |
6,476.0 |
| PP |
6,463.0 |
6,475.5 |
| S1 |
6,457.0 |
6,475.0 |
|