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 |
1,638.00 |
1,654.75 |
16.75 |
1.0% |
1,660.75 |
High |
1,655.25 |
1,658.25 |
3.00 |
0.2% |
1,667.50 |
Low |
1,635.00 |
1,650.50 |
15.50 |
0.9% |
1,624.75 |
Close |
1,653.50 |
1,653.00 |
-0.50 |
0.0% |
1,631.25 |
Range |
20.25 |
7.75 |
-12.50 |
-61.7% |
42.75 |
ATR |
17.45 |
16.76 |
-0.69 |
-4.0% |
0.00 |
Volume |
1,638,385 |
1,254,398 |
-383,987 |
-23.4% |
8,791,964 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.25 |
1,672.75 |
1,657.25 |
|
R3 |
1,669.50 |
1,665.00 |
1,655.25 |
|
R2 |
1,661.75 |
1,661.75 |
1,654.50 |
|
R1 |
1,657.25 |
1,657.25 |
1,653.75 |
1,655.50 |
PP |
1,654.00 |
1,654.00 |
1,654.00 |
1,653.00 |
S1 |
1,649.50 |
1,649.50 |
1,652.25 |
1,648.00 |
S2 |
1,646.25 |
1,646.25 |
1,651.50 |
|
S3 |
1,638.50 |
1,641.75 |
1,650.75 |
|
S4 |
1,630.75 |
1,634.00 |
1,648.75 |
|
|
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 |
1,658.25 |
1,625.50 |
32.75 |
2.0% |
16.75 |
1.0% |
84% |
True |
False |
1,777,449 |
10 |
1,667.50 |
1,624.75 |
42.75 |
2.6% |
18.00 |
1.1% |
66% |
False |
False |
1,686,759 |
20 |
1,697.00 |
1,624.75 |
72.25 |
4.4% |
17.00 |
1.0% |
39% |
False |
False |
1,686,284 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.9% |
15.00 |
0.9% |
35% |
False |
False |
1,479,721 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.25 |
1.1% |
66% |
False |
False |
1,592,466 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
19.00 |
1.1% |
66% |
False |
False |
1,205,140 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.50 |
1.1% |
71% |
False |
False |
966,744 |
120 |
1,705.00 |
1,523.50 |
181.50 |
11.0% |
18.25 |
1.1% |
71% |
False |
False |
806,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,691.25 |
2.618 |
1,678.50 |
1.618 |
1,670.75 |
1.000 |
1,666.00 |
0.618 |
1,663.00 |
HIGH |
1,658.25 |
0.618 |
1,655.25 |
0.500 |
1,654.50 |
0.382 |
1,653.50 |
LOW |
1,650.50 |
0.618 |
1,645.75 |
1.000 |
1,642.75 |
1.618 |
1,638.00 |
2.618 |
1,630.25 |
4.250 |
1,617.50 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,654.50 |
1,650.25 |
PP |
1,654.00 |
1,647.25 |
S1 |
1,653.50 |
1,644.50 |
|