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 |
1,654.75 |
1,652.00 |
-2.75 |
-0.2% |
1,640.25 |
High |
1,658.25 |
1,664.00 |
5.75 |
0.3% |
1,664.00 |
Low |
1,650.50 |
1,638.75 |
-11.75 |
-0.7% |
1,630.75 |
Close |
1,653.00 |
1,653.50 |
0.50 |
0.0% |
1,653.50 |
Range |
7.75 |
25.25 |
17.50 |
225.8% |
33.25 |
ATR |
16.76 |
17.37 |
0.61 |
3.6% |
0.00 |
Volume |
1,254,398 |
2,582,191 |
1,327,793 |
105.9% |
7,793,233 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,727.75 |
1,716.00 |
1,667.50 |
|
R3 |
1,702.50 |
1,690.75 |
1,660.50 |
|
R2 |
1,677.25 |
1,677.25 |
1,658.25 |
|
R1 |
1,665.50 |
1,665.50 |
1,655.75 |
1,671.50 |
PP |
1,652.00 |
1,652.00 |
1,652.00 |
1,655.00 |
S1 |
1,640.25 |
1,640.25 |
1,651.25 |
1,646.00 |
S2 |
1,626.75 |
1,626.75 |
1,648.75 |
|
S3 |
1,601.50 |
1,615.00 |
1,646.50 |
|
S4 |
1,576.25 |
1,589.75 |
1,639.50 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,749.25 |
1,734.50 |
1,671.75 |
|
R3 |
1,716.00 |
1,701.25 |
1,662.75 |
|
R2 |
1,682.75 |
1,682.75 |
1,659.50 |
|
R1 |
1,668.00 |
1,668.00 |
1,656.50 |
1,675.50 |
PP |
1,649.50 |
1,649.50 |
1,649.50 |
1,653.00 |
S1 |
1,634.75 |
1,634.75 |
1,650.50 |
1,642.00 |
S2 |
1,616.25 |
1,616.25 |
1,647.50 |
|
S3 |
1,583.00 |
1,601.50 |
1,644.25 |
|
S4 |
1,549.75 |
1,568.25 |
1,635.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,664.00 |
1,625.50 |
38.50 |
2.3% |
18.50 |
1.1% |
73% |
True |
False |
1,945,160 |
10 |
1,667.50 |
1,624.75 |
42.75 |
2.6% |
18.00 |
1.1% |
67% |
False |
False |
1,789,300 |
20 |
1,696.25 |
1,624.75 |
71.50 |
4.3% |
17.50 |
1.1% |
40% |
False |
False |
1,739,268 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.9% |
15.25 |
0.9% |
36% |
False |
False |
1,507,840 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.00 |
1.1% |
66% |
False |
False |
1,628,441 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
19.00 |
1.2% |
66% |
False |
False |
1,237,274 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.50 |
1.1% |
71% |
False |
False |
992,443 |
120 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.50 |
1.1% |
71% |
False |
False |
827,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.25 |
2.618 |
1,730.00 |
1.618 |
1,704.75 |
1.000 |
1,689.25 |
0.618 |
1,679.50 |
HIGH |
1,664.00 |
0.618 |
1,654.25 |
0.500 |
1,651.50 |
0.382 |
1,648.50 |
LOW |
1,638.75 |
0.618 |
1,623.25 |
1.000 |
1,613.50 |
1.618 |
1,598.00 |
2.618 |
1,572.75 |
4.250 |
1,531.50 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,652.75 |
1,652.25 |
PP |
1,652.00 |
1,650.75 |
S1 |
1,651.50 |
1,649.50 |
|