| 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 |
3,087.75 |
3,131.50 |
43.75 |
1.4% |
3,120.25 |
| High |
3,132.00 |
3,137.75 |
5.75 |
0.2% |
3,147.25 |
| Low |
3,083.25 |
3,124.00 |
40.75 |
1.3% |
3,052.50 |
| Close |
3,128.25 |
3,128.00 |
-0.25 |
0.0% |
3,073.50 |
| Range |
48.75 |
13.75 |
-35.00 |
-71.8% |
94.75 |
| ATR |
38.31 |
36.55 |
-1.75 |
-4.6% |
0.00 |
| Volume |
216,735 |
152,933 |
-63,802 |
-29.4% |
1,238,015 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,171.25 |
3,163.25 |
3,135.50 |
|
| R3 |
3,157.50 |
3,149.50 |
3,131.75 |
|
| R2 |
3,143.75 |
3,143.75 |
3,130.50 |
|
| R1 |
3,135.75 |
3,135.75 |
3,129.25 |
3,133.00 |
| PP |
3,130.00 |
3,130.00 |
3,130.00 |
3,128.50 |
| S1 |
3,122.00 |
3,122.00 |
3,126.75 |
3,119.00 |
| S2 |
3,116.25 |
3,116.25 |
3,125.50 |
|
| S3 |
3,102.50 |
3,108.25 |
3,124.25 |
|
| S4 |
3,088.75 |
3,094.50 |
3,120.50 |
|
|
| 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 |
3,137.75 |
3,062.00 |
75.75 |
2.4% |
37.25 |
1.2% |
87% |
True |
False |
236,833 |
| 10 |
3,147.25 |
3,052.50 |
94.75 |
3.0% |
40.00 |
1.3% |
80% |
False |
False |
230,699 |
| 20 |
3,148.00 |
3,052.50 |
95.50 |
3.1% |
37.25 |
1.2% |
79% |
False |
False |
226,675 |
| 40 |
3,148.00 |
3,011.50 |
136.50 |
4.4% |
32.00 |
1.0% |
85% |
False |
False |
205,970 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
36.75 |
1.2% |
94% |
False |
False |
214,458 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
36.50 |
1.2% |
94% |
False |
False |
161,282 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
34.50 |
1.1% |
95% |
False |
False |
129,053 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
32.75 |
1.0% |
95% |
False |
False |
107,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,196.25 |
|
2.618 |
3,173.75 |
|
1.618 |
3,160.00 |
|
1.000 |
3,151.50 |
|
0.618 |
3,146.25 |
|
HIGH |
3,137.75 |
|
0.618 |
3,132.50 |
|
0.500 |
3,131.00 |
|
0.382 |
3,129.25 |
|
LOW |
3,124.00 |
|
0.618 |
3,115.50 |
|
1.000 |
3,110.25 |
|
1.618 |
3,101.75 |
|
2.618 |
3,088.00 |
|
4.250 |
3,065.50 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,131.00 |
3,121.00 |
| PP |
3,130.00 |
3,114.00 |
| S1 |
3,129.00 |
3,107.00 |
|