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 |
1,026.7 |
1,027.9 |
1.2 |
0.1% |
1,021.5 |
High |
1,030.7 |
1,034.4 |
3.7 |
0.4% |
1,034.4 |
Low |
1,023.8 |
1,012.4 |
-11.4 |
-1.1% |
1,006.2 |
Close |
1,027.3 |
1,028.1 |
0.8 |
0.1% |
1,028.1 |
Range |
6.9 |
22.0 |
15.1 |
218.8% |
28.2 |
ATR |
14.6 |
15.1 |
0.5 |
3.6% |
0.0 |
Volume |
70,800 |
117,656 |
46,856 |
66.2% |
393,557 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.0 |
1,081.5 |
1,040.3 |
|
R3 |
1,069.0 |
1,059.5 |
1,034.3 |
|
R2 |
1,047.0 |
1,047.0 |
1,032.3 |
|
R1 |
1,037.5 |
1,037.5 |
1,030.0 |
1,042.3 |
PP |
1,025.0 |
1,025.0 |
1,025.0 |
1,027.3 |
S1 |
1,015.5 |
1,015.5 |
1,026.0 |
1,020.3 |
S2 |
1,003.0 |
1,003.0 |
1,024.0 |
|
S3 |
981.0 |
993.5 |
1,022.0 |
|
S4 |
959.0 |
971.5 |
1,016.0 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,107.5 |
1,096.0 |
1,043.5 |
|
R3 |
1,079.3 |
1,067.8 |
1,035.8 |
|
R2 |
1,051.0 |
1,051.0 |
1,033.3 |
|
R1 |
1,039.5 |
1,039.5 |
1,030.8 |
1,045.3 |
PP |
1,023.0 |
1,023.0 |
1,023.0 |
1,025.8 |
S1 |
1,011.5 |
1,011.5 |
1,025.5 |
1,017.3 |
S2 |
994.8 |
994.8 |
1,023.0 |
|
S3 |
966.5 |
983.3 |
1,020.3 |
|
S4 |
938.3 |
955.0 |
1,012.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,034.4 |
1,006.2 |
28.2 |
2.7% |
17.5 |
1.7% |
78% |
True |
False |
102,553 |
10 |
1,043.6 |
1,006.2 |
37.4 |
3.6% |
16.0 |
1.6% |
59% |
False |
False |
95,047 |
20 |
1,057.0 |
1,006.2 |
50.8 |
4.9% |
15.5 |
1.5% |
43% |
False |
False |
95,059 |
40 |
1,062.0 |
1,006.2 |
55.8 |
5.4% |
13.3 |
1.3% |
39% |
False |
False |
86,579 |
60 |
1,062.0 |
938.0 |
124.0 |
12.1% |
14.3 |
1.4% |
73% |
False |
False |
102,403 |
80 |
1,062.0 |
938.0 |
124.0 |
12.1% |
13.5 |
1.3% |
73% |
False |
False |
77,448 |
100 |
1,062.0 |
893.4 |
168.6 |
16.4% |
11.0 |
1.1% |
80% |
False |
False |
61,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.0 |
2.618 |
1,092.0 |
1.618 |
1,070.0 |
1.000 |
1,056.5 |
0.618 |
1,048.0 |
HIGH |
1,034.5 |
0.618 |
1,026.0 |
0.500 |
1,023.5 |
0.382 |
1,020.8 |
LOW |
1,012.5 |
0.618 |
998.8 |
1.000 |
990.5 |
1.618 |
976.8 |
2.618 |
954.8 |
4.250 |
919.0 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,026.5 |
1,026.5 |
PP |
1,025.0 |
1,025.0 |
S1 |
1,023.5 |
1,023.5 |
|