Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,394.0 |
1,411.6 |
17.6 |
1.3% |
1,399.0 |
High |
1,416.4 |
1,415.0 |
-1.4 |
-0.1% |
1,434.0 |
Low |
1,373.6 |
1,384.6 |
11.0 |
0.8% |
1,388.4 |
Close |
1,412.0 |
1,390.0 |
-22.0 |
-1.6% |
1,396.1 |
Range |
42.8 |
30.4 |
-12.4 |
-29.0% |
45.6 |
ATR |
26.5 |
26.8 |
0.3 |
1.0% |
0.0 |
Volume |
205,998 |
138,415 |
-67,583 |
-32.8% |
702,203 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.7 |
1,469.3 |
1,406.7 |
|
R3 |
1,457.3 |
1,438.9 |
1,398.4 |
|
R2 |
1,426.9 |
1,426.9 |
1,395.6 |
|
R1 |
1,408.5 |
1,408.5 |
1,392.8 |
1,402.5 |
PP |
1,396.5 |
1,396.5 |
1,396.5 |
1,393.6 |
S1 |
1,378.1 |
1,378.1 |
1,387.2 |
1,372.1 |
S2 |
1,366.1 |
1,366.1 |
1,384.4 |
|
S3 |
1,335.7 |
1,347.7 |
1,381.6 |
|
S4 |
1,305.3 |
1,317.3 |
1,373.3 |
|
|
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% |
26.0 |
1.9% |
27% |
False |
False |
156,637 |
10 |
1,434.0 |
1,354.5 |
79.5 |
5.7% |
25.6 |
1.8% |
45% |
False |
False |
150,600 |
20 |
1,434.0 |
1,271.8 |
162.2 |
11.7% |
25.7 |
1.8% |
73% |
False |
False |
147,321 |
40 |
1,434.0 |
1,245.6 |
188.4 |
13.6% |
25.5 |
1.8% |
77% |
False |
False |
110,169 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.1% |
27.4 |
2.0% |
82% |
False |
False |
76,922 |
80 |
1,447.1 |
1,182.6 |
264.5 |
19.0% |
28.3 |
2.0% |
78% |
False |
False |
59,274 |
100 |
1,497.4 |
1,182.6 |
314.8 |
22.6% |
30.3 |
2.2% |
66% |
False |
False |
48,421 |
120 |
1,621.8 |
1,182.6 |
439.2 |
31.6% |
28.6 |
2.1% |
47% |
False |
False |
40,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.2 |
2.618 |
1,494.6 |
1.618 |
1,464.2 |
1.000 |
1,445.4 |
0.618 |
1,433.8 |
HIGH |
1,415.0 |
0.618 |
1,403.4 |
0.500 |
1,399.8 |
0.382 |
1,396.2 |
LOW |
1,384.6 |
0.618 |
1,365.8 |
1.000 |
1,354.2 |
1.618 |
1,335.4 |
2.618 |
1,305.0 |
4.250 |
1,255.4 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,399.8 |
1,395.0 |
PP |
1,396.5 |
1,393.3 |
S1 |
1,393.3 |
1,391.7 |
|