| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
6,490.0 |
6,537.0 |
47.0 |
0.7% |
6,435.0 |
| High |
6,545.5 |
6,571.0 |
25.5 |
0.4% |
6,571.0 |
| Low |
6,459.5 |
6,490.5 |
31.0 |
0.5% |
6,422.5 |
| Close |
6,520.5 |
6,542.0 |
21.5 |
0.3% |
6,542.0 |
| Range |
86.0 |
80.5 |
-5.5 |
-6.4% |
148.5 |
| ATR |
89.3 |
88.6 |
-0.6 |
-0.7% |
0.0 |
| Volume |
88,863 |
68,641 |
-20,222 |
-22.8% |
425,029 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,776.0 |
6,739.5 |
6,586.5 |
|
| R3 |
6,695.5 |
6,659.0 |
6,564.0 |
|
| R2 |
6,615.0 |
6,615.0 |
6,557.0 |
|
| R1 |
6,578.5 |
6,578.5 |
6,549.5 |
6,597.0 |
| PP |
6,534.5 |
6,534.5 |
6,534.5 |
6,543.5 |
| S1 |
6,498.0 |
6,498.0 |
6,534.5 |
6,516.0 |
| S2 |
6,454.0 |
6,454.0 |
6,527.0 |
|
| S3 |
6,373.5 |
6,417.5 |
6,520.0 |
|
| S4 |
6,293.0 |
6,337.0 |
6,497.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,957.5 |
6,898.0 |
6,623.5 |
|
| R3 |
6,809.0 |
6,749.5 |
6,583.0 |
|
| R2 |
6,660.5 |
6,660.5 |
6,569.0 |
|
| R1 |
6,601.0 |
6,601.0 |
6,555.5 |
6,631.0 |
| PP |
6,512.0 |
6,512.0 |
6,512.0 |
6,526.5 |
| S1 |
6,452.5 |
6,452.5 |
6,528.5 |
6,482.0 |
| S2 |
6,363.5 |
6,363.5 |
6,515.0 |
|
| S3 |
6,215.0 |
6,304.0 |
6,501.0 |
|
| S4 |
6,066.5 |
6,155.5 |
6,460.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,571.0 |
6,422.5 |
148.5 |
2.3% |
84.0 |
1.3% |
80% |
True |
False |
85,005 |
| 10 |
6,571.0 |
6,385.5 |
185.5 |
2.8% |
87.5 |
1.3% |
84% |
True |
False |
83,769 |
| 20 |
6,635.0 |
6,346.5 |
288.5 |
4.4% |
85.5 |
1.3% |
68% |
False |
False |
80,665 |
| 40 |
6,669.5 |
6,346.5 |
323.0 |
4.9% |
82.0 |
1.3% |
61% |
False |
False |
82,497 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
10.9% |
90.0 |
1.4% |
82% |
False |
False |
94,909 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
89.0 |
1.4% |
68% |
False |
False |
74,255 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
78.5 |
1.2% |
68% |
False |
False |
59,458 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
70.5 |
1.1% |
68% |
False |
False |
49,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,913.0 |
|
2.618 |
6,781.5 |
|
1.618 |
6,701.0 |
|
1.000 |
6,651.5 |
|
0.618 |
6,620.5 |
|
HIGH |
6,571.0 |
|
0.618 |
6,540.0 |
|
0.500 |
6,531.0 |
|
0.382 |
6,521.5 |
|
LOW |
6,490.5 |
|
0.618 |
6,441.0 |
|
1.000 |
6,410.0 |
|
1.618 |
6,360.5 |
|
2.618 |
6,280.0 |
|
4.250 |
6,148.5 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,538.0 |
6,527.0 |
| PP |
6,534.5 |
6,512.0 |
| S1 |
6,531.0 |
6,497.0 |
|