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 |
1,391.2 |
1,366.7 |
-24.5 |
-1.8% |
1,394.0 |
High |
1,400.0 |
1,393.6 |
-6.4 |
-0.5% |
1,416.4 |
Low |
1,364.7 |
1,358.8 |
-5.9 |
-0.4% |
1,358.8 |
Close |
1,373.0 |
1,386.5 |
13.5 |
1.0% |
1,386.5 |
Range |
35.3 |
34.8 |
-0.5 |
-1.4% |
57.6 |
ATR |
27.4 |
27.9 |
0.5 |
1.9% |
0.0 |
Volume |
175,226 |
161,533 |
-13,693 |
-7.8% |
681,172 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.0 |
1,470.1 |
1,405.6 |
|
R3 |
1,449.2 |
1,435.3 |
1,396.1 |
|
R2 |
1,414.4 |
1,414.4 |
1,392.9 |
|
R1 |
1,400.5 |
1,400.5 |
1,389.7 |
1,407.5 |
PP |
1,379.6 |
1,379.6 |
1,379.6 |
1,383.1 |
S1 |
1,365.7 |
1,365.7 |
1,383.3 |
1,372.7 |
S2 |
1,344.8 |
1,344.8 |
1,380.1 |
|
S3 |
1,310.0 |
1,330.9 |
1,376.9 |
|
S4 |
1,275.2 |
1,296.1 |
1,367.4 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.0 |
1,530.9 |
1,418.2 |
|
R3 |
1,502.4 |
1,473.3 |
1,402.3 |
|
R2 |
1,444.8 |
1,444.8 |
1,397.1 |
|
R1 |
1,415.7 |
1,415.7 |
1,391.8 |
1,401.5 |
PP |
1,387.2 |
1,387.2 |
1,387.2 |
1,380.1 |
S1 |
1,358.1 |
1,358.1 |
1,381.2 |
1,343.9 |
S2 |
1,329.6 |
1,329.6 |
1,375.9 |
|
S3 |
1,272.0 |
1,300.5 |
1,370.7 |
|
S4 |
1,214.4 |
1,242.9 |
1,354.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,416.4 |
1,358.8 |
57.6 |
4.2% |
32.6 |
2.4% |
48% |
False |
True |
161,166 |
10 |
1,434.0 |
1,358.8 |
75.2 |
5.4% |
28.0 |
2.0% |
37% |
False |
True |
154,495 |
20 |
1,434.0 |
1,304.1 |
129.9 |
9.4% |
26.8 |
1.9% |
63% |
False |
False |
150,664 |
40 |
1,434.0 |
1,269.0 |
165.0 |
11.9% |
25.9 |
1.9% |
71% |
False |
False |
117,364 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.1% |
27.9 |
2.0% |
81% |
False |
False |
82,421 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.1% |
28.7 |
2.1% |
81% |
False |
False |
63,332 |
100 |
1,490.5 |
1,182.6 |
307.9 |
22.2% |
28.6 |
2.1% |
66% |
False |
False |
51,622 |
120 |
1,621.8 |
1,182.6 |
439.2 |
31.7% |
29.0 |
2.1% |
46% |
False |
False |
43,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,541.5 |
2.618 |
1,484.7 |
1.618 |
1,449.9 |
1.000 |
1,428.4 |
0.618 |
1,415.1 |
HIGH |
1,393.6 |
0.618 |
1,380.3 |
0.500 |
1,376.2 |
0.382 |
1,372.1 |
LOW |
1,358.8 |
0.618 |
1,337.3 |
1.000 |
1,324.0 |
1.618 |
1,302.5 |
2.618 |
1,267.7 |
4.250 |
1,210.9 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,383.1 |
1,386.9 |
PP |
1,379.6 |
1,386.8 |
S1 |
1,376.2 |
1,386.6 |
|