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 |
1,411.6 |
1,391.2 |
-20.4 |
-1.4% |
1,399.0 |
High |
1,415.0 |
1,400.0 |
-15.0 |
-1.1% |
1,434.0 |
Low |
1,384.6 |
1,364.7 |
-19.9 |
-1.4% |
1,388.4 |
Close |
1,390.0 |
1,373.0 |
-17.0 |
-1.2% |
1,396.1 |
Range |
30.4 |
35.3 |
4.9 |
16.1% |
45.6 |
ATR |
26.8 |
27.4 |
0.6 |
2.3% |
0.0 |
Volume |
138,415 |
175,226 |
36,811 |
26.6% |
702,203 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.1 |
1,464.4 |
1,392.4 |
|
R3 |
1,449.8 |
1,429.1 |
1,382.7 |
|
R2 |
1,414.5 |
1,414.5 |
1,379.5 |
|
R1 |
1,393.8 |
1,393.8 |
1,376.2 |
1,386.5 |
PP |
1,379.2 |
1,379.2 |
1,379.2 |
1,375.6 |
S1 |
1,358.5 |
1,358.5 |
1,369.8 |
1,351.2 |
S2 |
1,343.9 |
1,343.9 |
1,366.5 |
|
S3 |
1,308.6 |
1,323.2 |
1,363.3 |
|
S4 |
1,273.3 |
1,287.9 |
1,353.6 |
|
|
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 |
1,418.6 |
1,364.7 |
53.9 |
3.9% |
28.9 |
2.1% |
15% |
False |
True |
158,279 |
10 |
1,434.0 |
1,354.5 |
79.5 |
5.8% |
27.2 |
2.0% |
23% |
False |
False |
153,099 |
20 |
1,434.0 |
1,282.0 |
152.0 |
11.1% |
26.6 |
1.9% |
60% |
False |
False |
149,979 |
40 |
1,434.0 |
1,265.8 |
168.2 |
12.3% |
25.8 |
1.9% |
64% |
False |
False |
114,066 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.3% |
27.7 |
2.0% |
76% |
False |
False |
79,801 |
80 |
1,447.1 |
1,182.6 |
264.5 |
19.3% |
28.6 |
2.1% |
72% |
False |
False |
61,369 |
100 |
1,490.5 |
1,182.6 |
307.9 |
22.4% |
29.1 |
2.1% |
62% |
False |
False |
50,122 |
120 |
1,621.8 |
1,182.6 |
439.2 |
32.0% |
28.9 |
2.1% |
43% |
False |
False |
42,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,550.0 |
2.618 |
1,492.4 |
1.618 |
1,457.1 |
1.000 |
1,435.3 |
0.618 |
1,421.8 |
HIGH |
1,400.0 |
0.618 |
1,386.5 |
0.500 |
1,382.4 |
0.382 |
1,378.2 |
LOW |
1,364.7 |
0.618 |
1,342.9 |
1.000 |
1,329.4 |
1.618 |
1,307.6 |
2.618 |
1,272.3 |
4.250 |
1,214.7 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,382.4 |
1,390.6 |
PP |
1,379.2 |
1,384.7 |
S1 |
1,376.1 |
1,378.9 |
|