| 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 |
2,773.0 |
2,748.0 |
-25.0 |
-0.9% |
2,815.0 |
| High |
2,773.0 |
2,752.0 |
-21.0 |
-0.8% |
2,817.0 |
| Low |
2,723.0 |
2,712.0 |
-11.0 |
-0.4% |
2,699.0 |
| Close |
2,741.0 |
2,746.0 |
5.0 |
0.2% |
2,713.0 |
| Range |
50.0 |
40.0 |
-10.0 |
-20.0% |
118.0 |
| ATR |
39.7 |
39.7 |
0.0 |
0.0% |
0.0 |
| Volume |
19,994 |
21,226 |
1,232 |
6.2% |
14,088 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.7 |
2,841.3 |
2,768.0 |
|
| R3 |
2,816.7 |
2,801.3 |
2,757.0 |
|
| R2 |
2,776.7 |
2,776.7 |
2,753.3 |
|
| R1 |
2,761.3 |
2,761.3 |
2,749.7 |
2,749.0 |
| PP |
2,736.7 |
2,736.7 |
2,736.7 |
2,730.5 |
| S1 |
2,721.3 |
2,721.3 |
2,742.3 |
2,709.0 |
| S2 |
2,696.7 |
2,696.7 |
2,738.7 |
|
| S3 |
2,656.7 |
2,681.3 |
2,735.0 |
|
| S4 |
2,616.7 |
2,641.3 |
2,724.0 |
|
|
| 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 |
2,773.0 |
2,699.0 |
74.0 |
2.7% |
39.2 |
1.4% |
64% |
False |
False |
10,266 |
| 10 |
2,820.0 |
2,699.0 |
121.0 |
4.4% |
42.3 |
1.5% |
39% |
False |
False |
5,821 |
| 20 |
2,843.0 |
2,699.0 |
144.0 |
5.2% |
35.9 |
1.3% |
33% |
False |
False |
3,176 |
| 40 |
2,843.0 |
2,626.0 |
217.0 |
7.9% |
31.7 |
1.2% |
55% |
False |
False |
1,827 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.2% |
35.9 |
1.3% |
73% |
False |
False |
1,316 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.2% |
35.3 |
1.3% |
73% |
False |
False |
1,025 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.3% |
34.0 |
1.2% |
73% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.0 |
|
2.618 |
2,856.7 |
|
1.618 |
2,816.7 |
|
1.000 |
2,792.0 |
|
0.618 |
2,776.7 |
|
HIGH |
2,752.0 |
|
0.618 |
2,736.7 |
|
0.500 |
2,732.0 |
|
0.382 |
2,727.3 |
|
LOW |
2,712.0 |
|
0.618 |
2,687.3 |
|
1.000 |
2,672.0 |
|
1.618 |
2,647.3 |
|
2.618 |
2,607.3 |
|
4.250 |
2,542.0 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.3 |
2,742.7 |
| PP |
2,736.7 |
2,739.3 |
| S1 |
2,732.0 |
2,736.0 |
|