Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,024.9 |
1,021.5 |
-3.4 |
-0.3% |
1,036.2 |
High |
1,028.8 |
1,028.7 |
-0.1 |
0.0% |
1,043.6 |
Low |
1,007.2 |
1,006.2 |
-1.0 |
-0.1% |
1,007.2 |
Close |
1,010.1 |
1,016.2 |
6.1 |
0.6% |
1,010.1 |
Range |
21.6 |
22.5 |
0.9 |
4.2% |
36.4 |
ATR |
14.7 |
15.2 |
0.6 |
3.8% |
0.0 |
Volume |
119,211 |
126,598 |
7,387 |
6.2% |
498,076 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.5 |
1,072.8 |
1,028.5 |
|
R3 |
1,062.0 |
1,050.3 |
1,022.5 |
|
R2 |
1,039.5 |
1,039.5 |
1,020.3 |
|
R1 |
1,027.8 |
1,027.8 |
1,018.3 |
1,022.5 |
PP |
1,017.0 |
1,017.0 |
1,017.0 |
1,014.3 |
S1 |
1,005.3 |
1,005.3 |
1,014.3 |
1,000.0 |
S2 |
994.5 |
994.5 |
1,012.0 |
|
S3 |
972.0 |
982.8 |
1,010.0 |
|
S4 |
949.5 |
960.3 |
1,003.8 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.5 |
1,106.3 |
1,030.0 |
|
R3 |
1,093.0 |
1,069.8 |
1,020.0 |
|
R2 |
1,056.8 |
1,056.8 |
1,016.8 |
|
R1 |
1,033.5 |
1,033.5 |
1,013.5 |
1,026.8 |
PP |
1,020.3 |
1,020.3 |
1,020.3 |
1,017.0 |
S1 |
997.0 |
997.0 |
1,006.8 |
990.5 |
S2 |
984.0 |
984.0 |
1,003.5 |
|
S3 |
947.5 |
960.5 |
1,000.0 |
|
S4 |
911.0 |
924.3 |
990.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,037.2 |
1,006.2 |
31.0 |
3.1% |
19.3 |
1.9% |
32% |
False |
True |
109,662 |
10 |
1,043.6 |
1,006.2 |
37.4 |
3.7% |
17.5 |
1.7% |
27% |
False |
True |
99,652 |
20 |
1,061.3 |
1,006.2 |
55.1 |
5.4% |
15.0 |
1.5% |
18% |
False |
True |
93,246 |
40 |
1,062.0 |
1,006.2 |
55.8 |
5.5% |
13.0 |
1.3% |
18% |
False |
True |
86,851 |
60 |
1,062.0 |
938.0 |
124.0 |
12.2% |
14.3 |
1.4% |
63% |
False |
False |
98,763 |
80 |
1,062.0 |
938.0 |
124.0 |
12.2% |
13.0 |
1.3% |
63% |
False |
False |
74,111 |
100 |
1,062.0 |
893.4 |
168.6 |
16.6% |
10.8 |
1.0% |
73% |
False |
False |
59,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,124.3 |
2.618 |
1,087.5 |
1.618 |
1,065.0 |
1.000 |
1,051.3 |
0.618 |
1,042.5 |
HIGH |
1,028.8 |
0.618 |
1,020.0 |
0.500 |
1,017.5 |
0.382 |
1,014.8 |
LOW |
1,006.3 |
0.618 |
992.3 |
1.000 |
983.8 |
1.618 |
969.8 |
2.618 |
947.3 |
4.250 |
910.5 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,017.5 |
1,017.5 |
PP |
1,017.0 |
1,017.0 |
S1 |
1,016.5 |
1,016.8 |
|