| 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 |
1,015.7 |
1,026.7 |
11.0 |
1.1% |
1,036.2 |
| High |
1,027.0 |
1,030.7 |
3.7 |
0.4% |
1,043.6 |
| Low |
1,012.5 |
1,023.8 |
11.3 |
1.1% |
1,007.2 |
| Close |
1,025.5 |
1,027.3 |
1.8 |
0.2% |
1,010.1 |
| Range |
14.5 |
6.9 |
-7.6 |
-52.4% |
36.4 |
| ATR |
15.2 |
14.6 |
-0.6 |
-3.9% |
0.0 |
| Volume |
78,503 |
70,800 |
-7,703 |
-9.8% |
498,076 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,048.0 |
1,044.5 |
1,031.0 |
|
| R3 |
1,041.0 |
1,037.8 |
1,029.3 |
|
| R2 |
1,034.3 |
1,034.3 |
1,028.5 |
|
| R1 |
1,030.8 |
1,030.8 |
1,028.0 |
1,032.5 |
| PP |
1,027.3 |
1,027.3 |
1,027.3 |
1,028.0 |
| S1 |
1,023.8 |
1,023.8 |
1,026.8 |
1,025.5 |
| S2 |
1,020.3 |
1,020.3 |
1,026.0 |
|
| S3 |
1,013.5 |
1,017.0 |
1,025.5 |
|
| S4 |
1,006.5 |
1,010.0 |
1,023.5 |
|
|
| 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 |
1,030.7 |
1,006.2 |
24.5 |
2.4% |
16.5 |
1.6% |
86% |
True |
False |
96,699 |
| 10 |
1,043.6 |
1,006.2 |
37.4 |
3.6% |
16.0 |
1.6% |
56% |
False |
False |
91,507 |
| 20 |
1,057.0 |
1,006.2 |
50.8 |
4.9% |
15.0 |
1.5% |
42% |
False |
False |
93,139 |
| 40 |
1,062.0 |
1,006.2 |
55.8 |
5.4% |
13.0 |
1.3% |
38% |
False |
False |
85,884 |
| 60 |
1,062.0 |
938.0 |
124.0 |
12.1% |
14.3 |
1.4% |
72% |
False |
False |
101,036 |
| 80 |
1,062.0 |
938.0 |
124.0 |
12.1% |
13.3 |
1.3% |
72% |
False |
False |
75,977 |
| 100 |
1,062.0 |
893.4 |
168.6 |
16.4% |
10.8 |
1.1% |
79% |
False |
False |
60,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,060.0 |
|
2.618 |
1,048.8 |
|
1.618 |
1,041.8 |
|
1.000 |
1,037.5 |
|
0.618 |
1,035.0 |
|
HIGH |
1,030.8 |
|
0.618 |
1,028.0 |
|
0.500 |
1,027.3 |
|
0.382 |
1,026.5 |
|
LOW |
1,023.8 |
|
0.618 |
1,019.5 |
|
1.000 |
1,017.0 |
|
1.618 |
1,012.8 |
|
2.618 |
1,005.8 |
|
4.250 |
994.5 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,027.3 |
1,024.3 |
| PP |
1,027.3 |
1,021.5 |
| S1 |
1,027.3 |
1,018.5 |
|