| 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 |
2,747.0 |
2,773.0 |
26.0 |
0.9% |
2,815.0 |
| High |
2,747.0 |
2,773.0 |
26.0 |
0.9% |
2,817.0 |
| Low |
2,699.0 |
2,723.0 |
24.0 |
0.9% |
2,699.0 |
| Close |
2,713.0 |
2,741.0 |
28.0 |
1.0% |
2,713.0 |
| Range |
48.0 |
50.0 |
2.0 |
4.2% |
118.0 |
| ATR |
38.2 |
39.7 |
1.6 |
4.1% |
0.0 |
| Volume |
6,377 |
19,994 |
13,617 |
213.5% |
14,088 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.7 |
2,868.3 |
2,768.5 |
|
| R3 |
2,845.7 |
2,818.3 |
2,754.8 |
|
| R2 |
2,795.7 |
2,795.7 |
2,750.2 |
|
| R1 |
2,768.3 |
2,768.3 |
2,745.6 |
2,757.0 |
| PP |
2,745.7 |
2,745.7 |
2,745.7 |
2,740.0 |
| S1 |
2,718.3 |
2,718.3 |
2,736.4 |
2,707.0 |
| S2 |
2,695.7 |
2,695.7 |
2,731.8 |
|
| S3 |
2,645.7 |
2,668.3 |
2,727.3 |
|
| S4 |
2,595.7 |
2,618.3 |
2,713.5 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.0 |
3,023.0 |
2,777.9 |
|
| R3 |
2,979.0 |
2,905.0 |
2,745.5 |
|
| R2 |
2,861.0 |
2,861.0 |
2,734.6 |
|
| R1 |
2,787.0 |
2,787.0 |
2,723.8 |
2,765.0 |
| PP |
2,743.0 |
2,743.0 |
2,743.0 |
2,732.0 |
| S1 |
2,669.0 |
2,669.0 |
2,702.2 |
2,647.0 |
| S2 |
2,625.0 |
2,625.0 |
2,691.4 |
|
| S3 |
2,507.0 |
2,551.0 |
2,680.6 |
|
| S4 |
2,389.0 |
2,433.0 |
2,648.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,803.0 |
2,699.0 |
104.0 |
3.8% |
48.0 |
1.8% |
40% |
False |
False |
6,787 |
| 10 |
2,820.0 |
2,699.0 |
121.0 |
4.4% |
42.0 |
1.5% |
35% |
False |
False |
3,724 |
| 20 |
2,843.0 |
2,699.0 |
144.0 |
5.3% |
35.9 |
1.3% |
29% |
False |
False |
2,136 |
| 40 |
2,843.0 |
2,626.0 |
217.0 |
7.9% |
31.1 |
1.1% |
53% |
False |
False |
1,301 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.2% |
35.8 |
1.3% |
72% |
False |
False |
962 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.2% |
35.2 |
1.3% |
72% |
False |
False |
760 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.4% |
33.8 |
1.2% |
72% |
False |
False |
622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.5 |
|
2.618 |
2,903.9 |
|
1.618 |
2,853.9 |
|
1.000 |
2,823.0 |
|
0.618 |
2,803.9 |
|
HIGH |
2,773.0 |
|
0.618 |
2,753.9 |
|
0.500 |
2,748.0 |
|
0.382 |
2,742.1 |
|
LOW |
2,723.0 |
|
0.618 |
2,692.1 |
|
1.000 |
2,673.0 |
|
1.618 |
2,642.1 |
|
2.618 |
2,592.1 |
|
4.250 |
2,510.5 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.0 |
2,739.3 |
| PP |
2,745.7 |
2,737.7 |
| S1 |
2,743.3 |
2,736.0 |
|