| 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 |
6,460.0 |
6,490.0 |
30.0 |
0.5% |
6,478.5 |
| High |
6,492.0 |
6,545.5 |
53.5 |
0.8% |
6,501.0 |
| Low |
6,422.5 |
6,459.5 |
37.0 |
0.6% |
6,385.5 |
| Close |
6,474.0 |
6,520.5 |
46.5 |
0.7% |
6,408.0 |
| Range |
69.5 |
86.0 |
16.5 |
23.7% |
115.5 |
| ATR |
89.5 |
89.3 |
-0.3 |
-0.3% |
0.0 |
| Volume |
99,222 |
88,863 |
-10,359 |
-10.4% |
315,001 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,766.5 |
6,729.5 |
6,568.0 |
|
| R3 |
6,680.5 |
6,643.5 |
6,544.0 |
|
| R2 |
6,594.5 |
6,594.5 |
6,536.5 |
|
| R1 |
6,557.5 |
6,557.5 |
6,528.5 |
6,576.0 |
| PP |
6,508.5 |
6,508.5 |
6,508.5 |
6,518.0 |
| S1 |
6,471.5 |
6,471.5 |
6,512.5 |
6,490.0 |
| S2 |
6,422.5 |
6,422.5 |
6,504.5 |
|
| S3 |
6,336.5 |
6,385.5 |
6,497.0 |
|
| S4 |
6,250.5 |
6,299.5 |
6,473.0 |
|
|
| 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 |
6,545.5 |
6,385.5 |
160.0 |
2.5% |
91.0 |
1.4% |
84% |
True |
False |
84,255 |
| 10 |
6,545.5 |
6,346.5 |
199.0 |
3.1% |
91.5 |
1.4% |
87% |
True |
False |
84,847 |
| 20 |
6,635.0 |
6,346.5 |
288.5 |
4.4% |
84.5 |
1.3% |
60% |
False |
False |
80,605 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
83.0 |
1.3% |
54% |
False |
False |
82,305 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
91.0 |
1.4% |
79% |
False |
False |
95,107 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
88.5 |
1.4% |
66% |
False |
False |
73,405 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
78.0 |
1.2% |
66% |
False |
False |
58,771 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
70.0 |
1.1% |
66% |
False |
False |
48,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,911.0 |
|
2.618 |
6,770.5 |
|
1.618 |
6,684.5 |
|
1.000 |
6,631.5 |
|
0.618 |
6,598.5 |
|
HIGH |
6,545.5 |
|
0.618 |
6,512.5 |
|
0.500 |
6,502.5 |
|
0.382 |
6,492.5 |
|
LOW |
6,459.5 |
|
0.618 |
6,406.5 |
|
1.000 |
6,373.5 |
|
1.618 |
6,320.5 |
|
2.618 |
6,234.5 |
|
4.250 |
6,094.0 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,514.5 |
6,508.5 |
| PP |
6,508.5 |
6,496.0 |
| S1 |
6,502.5 |
6,484.0 |
|