| 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 |
1,407.5 |
1,394.0 |
-13.5 |
-1.0% |
1,399.0 |
| High |
1,411.5 |
1,416.4 |
4.9 |
0.3% |
1,434.0 |
| Low |
1,391.8 |
1,373.6 |
-18.2 |
-1.3% |
1,388.4 |
| Close |
1,396.1 |
1,412.0 |
15.9 |
1.1% |
1,396.1 |
| Range |
19.7 |
42.8 |
23.1 |
117.3% |
45.6 |
| ATR |
25.3 |
26.5 |
1.3 |
5.0% |
0.0 |
| Volume |
124,659 |
205,998 |
81,339 |
65.2% |
702,203 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,529.1 |
1,513.3 |
1,435.5 |
|
| R3 |
1,486.3 |
1,470.5 |
1,423.8 |
|
| R2 |
1,443.5 |
1,443.5 |
1,419.8 |
|
| R1 |
1,427.7 |
1,427.7 |
1,415.9 |
1,435.6 |
| PP |
1,400.7 |
1,400.7 |
1,400.7 |
1,404.6 |
| S1 |
1,384.9 |
1,384.9 |
1,408.1 |
1,392.8 |
| S2 |
1,357.9 |
1,357.9 |
1,404.2 |
|
| S3 |
1,315.1 |
1,342.1 |
1,400.2 |
|
| S4 |
1,272.3 |
1,299.3 |
1,388.5 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,543.0 |
1,515.1 |
1,421.2 |
|
| R3 |
1,497.4 |
1,469.5 |
1,408.6 |
|
| R2 |
1,451.8 |
1,451.8 |
1,404.5 |
|
| R1 |
1,423.9 |
1,423.9 |
1,400.3 |
1,415.1 |
| PP |
1,406.2 |
1,406.2 |
1,406.2 |
1,401.7 |
| S1 |
1,378.3 |
1,378.3 |
1,391.9 |
1,369.5 |
| S2 |
1,360.6 |
1,360.6 |
1,387.7 |
|
| S3 |
1,315.0 |
1,332.7 |
1,383.6 |
|
| S4 |
1,269.4 |
1,287.1 |
1,371.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,434.0 |
1,373.6 |
60.4 |
4.3% |
25.7 |
1.8% |
64% |
False |
True |
161,032 |
| 10 |
1,434.0 |
1,351.6 |
82.4 |
5.8% |
25.2 |
1.8% |
73% |
False |
False |
150,506 |
| 20 |
1,434.0 |
1,271.8 |
162.2 |
11.5% |
25.6 |
1.8% |
86% |
False |
False |
147,674 |
| 40 |
1,434.0 |
1,236.3 |
197.7 |
14.0% |
25.4 |
1.8% |
89% |
False |
False |
107,297 |
| 60 |
1,434.0 |
1,182.6 |
251.4 |
17.8% |
27.1 |
1.9% |
91% |
False |
False |
74,710 |
| 80 |
1,463.6 |
1,182.6 |
281.0 |
19.9% |
28.5 |
2.0% |
82% |
False |
False |
57,715 |
| 100 |
1,565.6 |
1,182.6 |
383.0 |
27.1% |
30.8 |
2.2% |
60% |
False |
False |
47,056 |
| 120 |
1,621.8 |
1,182.6 |
439.2 |
31.1% |
28.5 |
2.0% |
52% |
False |
False |
39,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,598.3 |
|
2.618 |
1,528.5 |
|
1.618 |
1,485.7 |
|
1.000 |
1,459.2 |
|
0.618 |
1,442.9 |
|
HIGH |
1,416.4 |
|
0.618 |
1,400.1 |
|
0.500 |
1,395.0 |
|
0.382 |
1,389.9 |
|
LOW |
1,373.6 |
|
0.618 |
1,347.1 |
|
1.000 |
1,330.8 |
|
1.618 |
1,304.3 |
|
2.618 |
1,261.5 |
|
4.250 |
1,191.7 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,406.3 |
1,406.7 |
| PP |
1,400.7 |
1,401.4 |
| S1 |
1,395.0 |
1,396.1 |
|