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 |
14,846 |
14,850 |
4 |
0.0% |
14,985 |
High |
14,894 |
14,927 |
33 |
0.2% |
15,033 |
Low |
14,745 |
14,761 |
16 |
0.1% |
14,740 |
Close |
14,795 |
14,827 |
32 |
0.2% |
14,795 |
Range |
149 |
166 |
17 |
11.4% |
293 |
ATR |
137 |
139 |
2 |
1.5% |
0 |
Volume |
129,793 |
168,753 |
38,960 |
30.0% |
637,663 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,336 |
15,248 |
14,918 |
|
R3 |
15,170 |
15,082 |
14,873 |
|
R2 |
15,004 |
15,004 |
14,858 |
|
R1 |
14,916 |
14,916 |
14,842 |
14,877 |
PP |
14,838 |
14,838 |
14,838 |
14,819 |
S1 |
14,750 |
14,750 |
14,812 |
14,711 |
S2 |
14,672 |
14,672 |
14,797 |
|
S3 |
14,506 |
14,584 |
14,781 |
|
S4 |
14,340 |
14,418 |
14,736 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,735 |
15,558 |
14,956 |
|
R3 |
15,442 |
15,265 |
14,876 |
|
R2 |
15,149 |
15,149 |
14,849 |
|
R1 |
14,972 |
14,972 |
14,822 |
14,914 |
PP |
14,856 |
14,856 |
14,856 |
14,827 |
S1 |
14,679 |
14,679 |
14,768 |
14,621 |
S2 |
14,563 |
14,563 |
14,741 |
|
S3 |
14,270 |
14,386 |
14,715 |
|
S4 |
13,977 |
14,093 |
14,634 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,943 |
14,740 |
203 |
1.4% |
149 |
1.0% |
43% |
False |
False |
141,148 |
10 |
15,047 |
14,740 |
307 |
2.1% |
138 |
0.9% |
28% |
False |
False |
135,993 |
20 |
15,564 |
14,740 |
824 |
5.6% |
140 |
0.9% |
11% |
False |
False |
135,479 |
40 |
15,600 |
14,740 |
860 |
5.8% |
123 |
0.8% |
10% |
False |
False |
119,811 |
60 |
15,600 |
14,474 |
1,126 |
7.6% |
154 |
1.0% |
31% |
False |
False |
128,216 |
80 |
15,600 |
14,474 |
1,126 |
7.6% |
158 |
1.1% |
31% |
False |
False |
96,268 |
100 |
15,600 |
14,312 |
1,288 |
8.7% |
151 |
1.0% |
40% |
False |
False |
77,031 |
120 |
15,600 |
14,241 |
1,359 |
9.2% |
139 |
0.9% |
43% |
False |
False |
64,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,633 |
2.618 |
15,362 |
1.618 |
15,196 |
1.000 |
15,093 |
0.618 |
15,030 |
HIGH |
14,927 |
0.618 |
14,864 |
0.500 |
14,844 |
0.382 |
14,825 |
LOW |
14,761 |
0.618 |
14,659 |
1.000 |
14,595 |
1.618 |
14,493 |
2.618 |
14,327 |
4.250 |
14,056 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,844 |
14,836 |
PP |
14,838 |
14,833 |
S1 |
14,833 |
14,830 |
|