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 |
1,640.25 |
1,638.00 |
-2.25 |
-0.1% |
1,660.75 |
High |
1,650.00 |
1,655.25 |
5.25 |
0.3% |
1,667.50 |
Low |
1,630.75 |
1,635.00 |
4.25 |
0.3% |
1,624.75 |
Close |
1,639.00 |
1,653.50 |
14.50 |
0.9% |
1,631.25 |
Range |
19.25 |
20.25 |
1.00 |
5.2% |
42.75 |
ATR |
17.24 |
17.45 |
0.22 |
1.2% |
0.00 |
Volume |
2,318,259 |
1,638,385 |
-679,874 |
-29.3% |
8,791,964 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,708.75 |
1,701.25 |
1,664.75 |
|
R3 |
1,688.50 |
1,681.00 |
1,659.00 |
|
R2 |
1,668.25 |
1,668.25 |
1,657.25 |
|
R1 |
1,660.75 |
1,660.75 |
1,655.25 |
1,664.50 |
PP |
1,648.00 |
1,648.00 |
1,648.00 |
1,649.75 |
S1 |
1,640.50 |
1,640.50 |
1,651.75 |
1,644.25 |
S2 |
1,627.75 |
1,627.75 |
1,649.75 |
|
S3 |
1,607.50 |
1,620.25 |
1,648.00 |
|
S4 |
1,587.25 |
1,600.00 |
1,642.25 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.50 |
1,743.00 |
1,654.75 |
|
R3 |
1,726.75 |
1,700.25 |
1,643.00 |
|
R2 |
1,684.00 |
1,684.00 |
1,639.00 |
|
R1 |
1,657.50 |
1,657.50 |
1,635.25 |
1,649.50 |
PP |
1,641.25 |
1,641.25 |
1,641.25 |
1,637.00 |
S1 |
1,614.75 |
1,614.75 |
1,627.25 |
1,606.50 |
S2 |
1,598.50 |
1,598.50 |
1,623.50 |
|
S3 |
1,555.75 |
1,572.00 |
1,619.50 |
|
S4 |
1,513.00 |
1,529.25 |
1,607.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,655.25 |
1,624.75 |
30.50 |
1.8% |
18.00 |
1.1% |
94% |
True |
False |
1,857,014 |
10 |
1,667.50 |
1,624.75 |
42.75 |
2.6% |
19.25 |
1.2% |
67% |
False |
False |
1,773,503 |
20 |
1,697.00 |
1,624.75 |
72.25 |
4.4% |
17.25 |
1.0% |
40% |
False |
False |
1,692,790 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.9% |
15.25 |
0.9% |
36% |
False |
False |
1,484,861 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.50 |
1.1% |
66% |
False |
False |
1,574,911 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
19.00 |
1.2% |
66% |
False |
False |
1,189,686 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.75 |
1.1% |
71% |
False |
False |
954,329 |
120 |
1,705.00 |
1,523.50 |
181.50 |
11.0% |
18.25 |
1.1% |
72% |
False |
False |
795,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,741.25 |
2.618 |
1,708.25 |
1.618 |
1,688.00 |
1.000 |
1,675.50 |
0.618 |
1,667.75 |
HIGH |
1,655.25 |
0.618 |
1,647.50 |
0.500 |
1,645.00 |
0.382 |
1,642.75 |
LOW |
1,635.00 |
0.618 |
1,622.50 |
1.000 |
1,614.75 |
1.618 |
1,602.25 |
2.618 |
1,582.00 |
4.250 |
1,549.00 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,650.75 |
1,649.00 |
PP |
1,648.00 |
1,644.75 |
S1 |
1,645.00 |
1,640.50 |
|