| 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 |
1,021.5 |
1,015.7 |
-5.8 |
-0.6% |
1,036.2 |
| High |
1,028.7 |
1,027.0 |
-1.7 |
-0.2% |
1,043.6 |
| Low |
1,006.2 |
1,012.5 |
6.3 |
0.6% |
1,007.2 |
| Close |
1,016.2 |
1,025.5 |
9.3 |
0.9% |
1,010.1 |
| Range |
22.5 |
14.5 |
-8.0 |
-35.6% |
36.4 |
| ATR |
15.2 |
15.2 |
-0.1 |
-0.3% |
0.0 |
| Volume |
126,598 |
78,503 |
-48,095 |
-38.0% |
498,076 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,065.3 |
1,059.8 |
1,033.5 |
|
| R3 |
1,050.8 |
1,045.3 |
1,029.5 |
|
| R2 |
1,036.3 |
1,036.3 |
1,028.3 |
|
| R1 |
1,030.8 |
1,030.8 |
1,026.8 |
1,033.5 |
| PP |
1,021.8 |
1,021.8 |
1,021.8 |
1,023.0 |
| S1 |
1,016.3 |
1,016.3 |
1,024.3 |
1,019.0 |
| S2 |
1,007.3 |
1,007.3 |
1,022.8 |
|
| S3 |
992.8 |
1,001.8 |
1,021.5 |
|
| S4 |
978.3 |
987.3 |
1,017.5 |
|
|
| 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 |
1,028.9 |
1,006.2 |
22.7 |
2.2% |
16.8 |
1.6% |
85% |
False |
False |
98,941 |
| 10 |
1,043.6 |
1,006.2 |
37.4 |
3.6% |
16.8 |
1.6% |
52% |
False |
False |
97,422 |
| 20 |
1,057.0 |
1,006.2 |
50.8 |
5.0% |
15.0 |
1.5% |
38% |
False |
False |
93,443 |
| 40 |
1,062.0 |
1,006.2 |
55.8 |
5.4% |
13.0 |
1.3% |
35% |
False |
False |
86,634 |
| 60 |
1,062.0 |
938.0 |
124.0 |
12.1% |
14.5 |
1.4% |
71% |
False |
False |
99,972 |
| 80 |
1,062.0 |
938.0 |
124.0 |
12.1% |
13.3 |
1.3% |
71% |
False |
False |
75,092 |
| 100 |
1,062.0 |
893.4 |
168.6 |
16.4% |
10.8 |
1.1% |
78% |
False |
False |
60,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,088.5 |
|
2.618 |
1,065.0 |
|
1.618 |
1,050.5 |
|
1.000 |
1,041.5 |
|
0.618 |
1,036.0 |
|
HIGH |
1,027.0 |
|
0.618 |
1,021.5 |
|
0.500 |
1,019.8 |
|
0.382 |
1,018.0 |
|
LOW |
1,012.5 |
|
0.618 |
1,003.5 |
|
1.000 |
998.0 |
|
1.618 |
989.0 |
|
2.618 |
974.5 |
|
4.250 |
951.0 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,023.5 |
1,022.8 |
| PP |
1,021.8 |
1,020.3 |
| S1 |
1,019.8 |
1,017.5 |
|