| 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 |
3,093.50 |
3,088.75 |
-4.75 |
-0.2% |
3,120.25 |
| High |
3,103.50 |
3,113.25 |
9.75 |
0.3% |
3,147.25 |
| Low |
3,062.00 |
3,076.00 |
14.00 |
0.5% |
3,052.50 |
| Close |
3,073.50 |
3,086.50 |
13.00 |
0.4% |
3,073.50 |
| Range |
41.50 |
37.25 |
-4.25 |
-10.2% |
94.75 |
| ATR |
37.33 |
37.50 |
0.17 |
0.5% |
0.00 |
| Volume |
253,781 |
314,381 |
60,600 |
23.9% |
1,238,015 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,203.75 |
3,182.25 |
3,107.00 |
|
| R3 |
3,166.50 |
3,145.00 |
3,096.75 |
|
| R2 |
3,129.25 |
3,129.25 |
3,093.25 |
|
| R1 |
3,107.75 |
3,107.75 |
3,090.00 |
3,100.00 |
| PP |
3,092.00 |
3,092.00 |
3,092.00 |
3,088.00 |
| S1 |
3,070.50 |
3,070.50 |
3,083.00 |
3,062.50 |
| S2 |
3,054.75 |
3,054.75 |
3,079.75 |
|
| S3 |
3,017.50 |
3,033.25 |
3,076.25 |
|
| S4 |
2,980.25 |
2,996.00 |
3,066.00 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,375.25 |
3,319.25 |
3,125.50 |
|
| R3 |
3,280.50 |
3,224.50 |
3,099.50 |
|
| R2 |
3,185.75 |
3,185.75 |
3,090.75 |
|
| R1 |
3,129.75 |
3,129.75 |
3,082.25 |
3,110.50 |
| PP |
3,091.00 |
3,091.00 |
3,091.00 |
3,081.50 |
| S1 |
3,035.00 |
3,035.00 |
3,064.75 |
3,015.50 |
| S2 |
2,996.25 |
2,996.25 |
3,056.25 |
|
| S3 |
2,901.50 |
2,940.25 |
3,047.50 |
|
| S4 |
2,806.75 |
2,845.50 |
3,021.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,124.75 |
3,052.50 |
72.25 |
2.3% |
45.00 |
1.5% |
47% |
False |
False |
272,620 |
| 10 |
3,147.25 |
3,052.50 |
94.75 |
3.1% |
41.00 |
1.3% |
36% |
False |
False |
239,698 |
| 20 |
3,148.00 |
3,052.50 |
95.50 |
3.1% |
37.25 |
1.2% |
36% |
False |
False |
228,138 |
| 40 |
3,148.00 |
2,959.00 |
189.00 |
6.1% |
32.25 |
1.0% |
67% |
False |
False |
205,759 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.7% |
36.75 |
1.2% |
81% |
False |
False |
208,545 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.7% |
36.00 |
1.2% |
81% |
False |
False |
156,672 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.4% |
34.75 |
1.1% |
85% |
False |
False |
125,356 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.4% |
32.50 |
1.1% |
85% |
False |
False |
104,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,271.50 |
|
2.618 |
3,210.75 |
|
1.618 |
3,173.50 |
|
1.000 |
3,150.50 |
|
0.618 |
3,136.25 |
|
HIGH |
3,113.25 |
|
0.618 |
3,099.00 |
|
0.500 |
3,094.50 |
|
0.382 |
3,090.25 |
|
LOW |
3,076.00 |
|
0.618 |
3,053.00 |
|
1.000 |
3,038.75 |
|
1.618 |
3,015.75 |
|
2.618 |
2,978.50 |
|
4.250 |
2,917.75 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,094.50 |
3,087.50 |
| PP |
3,092.00 |
3,087.25 |
| S1 |
3,089.25 |
3,087.00 |
|