| 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 |
3,131.50 |
3,128.50 |
-3.00 |
-0.1% |
3,088.75 |
| High |
3,137.75 |
3,150.25 |
12.50 |
0.4% |
3,150.25 |
| Low |
3,124.00 |
3,096.50 |
-27.50 |
-0.9% |
3,076.00 |
| Close |
3,128.00 |
3,129.50 |
1.50 |
0.0% |
3,129.50 |
| Range |
13.75 |
53.75 |
40.00 |
290.9% |
74.25 |
| ATR |
36.55 |
37.78 |
1.23 |
3.4% |
0.00 |
| Volume |
152,933 |
281,130 |
128,197 |
83.8% |
965,179 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,286.75 |
3,261.75 |
3,159.00 |
|
| R3 |
3,233.00 |
3,208.00 |
3,144.25 |
|
| R2 |
3,179.25 |
3,179.25 |
3,139.25 |
|
| R1 |
3,154.25 |
3,154.25 |
3,134.50 |
3,166.75 |
| PP |
3,125.50 |
3,125.50 |
3,125.50 |
3,131.50 |
| S1 |
3,100.50 |
3,100.50 |
3,124.50 |
3,113.00 |
| S2 |
3,071.75 |
3,071.75 |
3,119.75 |
|
| S3 |
3,018.00 |
3,046.75 |
3,114.75 |
|
| S4 |
2,964.25 |
2,993.00 |
3,100.00 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,341.25 |
3,309.75 |
3,170.25 |
|
| R3 |
3,267.00 |
3,235.50 |
3,150.00 |
|
| R2 |
3,192.75 |
3,192.75 |
3,143.00 |
|
| R1 |
3,161.25 |
3,161.25 |
3,136.25 |
3,177.00 |
| PP |
3,118.50 |
3,118.50 |
3,118.50 |
3,126.50 |
| S1 |
3,087.00 |
3,087.00 |
3,122.75 |
3,102.75 |
| S2 |
3,044.25 |
3,044.25 |
3,116.00 |
|
| S3 |
2,970.00 |
3,012.75 |
3,109.00 |
|
| S4 |
2,895.75 |
2,938.50 |
3,088.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,150.25 |
3,062.00 |
88.25 |
2.8% |
39.00 |
1.2% |
76% |
True |
False |
243,792 |
| 10 |
3,150.25 |
3,052.50 |
97.75 |
3.1% |
40.25 |
1.3% |
79% |
True |
False |
239,760 |
| 20 |
3,150.25 |
3,052.50 |
97.75 |
3.1% |
38.50 |
1.2% |
79% |
True |
False |
229,947 |
| 40 |
3,150.25 |
3,023.50 |
126.75 |
4.1% |
32.25 |
1.0% |
84% |
True |
False |
207,976 |
| 60 |
3,150.25 |
2,817.75 |
332.50 |
10.6% |
36.75 |
1.2% |
94% |
True |
False |
218,507 |
| 80 |
3,150.25 |
2,817.75 |
332.50 |
10.6% |
36.75 |
1.2% |
94% |
True |
False |
164,794 |
| 100 |
3,150.25 |
2,733.00 |
417.25 |
13.3% |
34.75 |
1.1% |
95% |
True |
False |
131,864 |
| 120 |
3,150.25 |
2,733.00 |
417.25 |
13.3% |
33.00 |
1.1% |
95% |
True |
False |
109,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,378.75 |
|
2.618 |
3,291.00 |
|
1.618 |
3,237.25 |
|
1.000 |
3,204.00 |
|
0.618 |
3,183.50 |
|
HIGH |
3,150.25 |
|
0.618 |
3,129.75 |
|
0.500 |
3,123.50 |
|
0.382 |
3,117.00 |
|
LOW |
3,096.50 |
|
0.618 |
3,063.25 |
|
1.000 |
3,042.75 |
|
1.618 |
3,009.50 |
|
2.618 |
2,955.75 |
|
4.250 |
2,868.00 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,127.50 |
3,125.25 |
| PP |
3,125.50 |
3,121.00 |
| S1 |
3,123.50 |
3,116.75 |
|