| 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 |
2,753.0 |
2,751.0 |
-2.0 |
-0.1% |
2,773.0 |
| High |
2,764.0 |
2,792.0 |
28.0 |
1.0% |
2,792.0 |
| Low |
2,736.0 |
2,748.0 |
12.0 |
0.4% |
2,712.0 |
| Close |
2,755.0 |
2,786.0 |
31.0 |
1.1% |
2,786.0 |
| Range |
28.0 |
44.0 |
16.0 |
57.1% |
80.0 |
| ATR |
38.9 |
39.3 |
0.4 |
0.9% |
0.0 |
| Volume |
5,634 |
26,128 |
20,494 |
363.8% |
72,982 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.3 |
2,890.7 |
2,810.2 |
|
| R3 |
2,863.3 |
2,846.7 |
2,798.1 |
|
| R2 |
2,819.3 |
2,819.3 |
2,794.1 |
|
| R1 |
2,802.7 |
2,802.7 |
2,790.0 |
2,811.0 |
| PP |
2,775.3 |
2,775.3 |
2,775.3 |
2,779.5 |
| S1 |
2,758.7 |
2,758.7 |
2,782.0 |
2,767.0 |
| S2 |
2,731.3 |
2,731.3 |
2,777.9 |
|
| S3 |
2,687.3 |
2,714.7 |
2,773.9 |
|
| S4 |
2,643.3 |
2,670.7 |
2,761.8 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.3 |
2,974.7 |
2,830.0 |
|
| R3 |
2,923.3 |
2,894.7 |
2,808.0 |
|
| R2 |
2,843.3 |
2,843.3 |
2,800.7 |
|
| R1 |
2,814.7 |
2,814.7 |
2,793.3 |
2,829.0 |
| PP |
2,763.3 |
2,763.3 |
2,763.3 |
2,770.5 |
| S1 |
2,734.7 |
2,734.7 |
2,778.7 |
2,749.0 |
| S2 |
2,683.3 |
2,683.3 |
2,771.3 |
|
| S3 |
2,603.3 |
2,654.7 |
2,764.0 |
|
| S4 |
2,523.3 |
2,574.7 |
2,742.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,792.0 |
2,699.0 |
93.0 |
3.3% |
42.0 |
1.5% |
94% |
True |
False |
15,871 |
| 10 |
2,820.0 |
2,699.0 |
121.0 |
4.3% |
41.8 |
1.5% |
72% |
False |
False |
8,720 |
| 20 |
2,843.0 |
2,699.0 |
144.0 |
5.2% |
36.8 |
1.3% |
60% |
False |
False |
4,747 |
| 40 |
2,843.0 |
2,634.0 |
209.0 |
7.5% |
32.1 |
1.2% |
73% |
False |
False |
2,485 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.0% |
35.6 |
1.3% |
84% |
False |
False |
1,843 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.0% |
35.8 |
1.3% |
84% |
False |
False |
1,418 |
| 100 |
2,843.0 |
2,480.0 |
363.0 |
13.0% |
33.8 |
1.2% |
84% |
False |
False |
1,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.0 |
|
2.618 |
2,907.2 |
|
1.618 |
2,863.2 |
|
1.000 |
2,836.0 |
|
0.618 |
2,819.2 |
|
HIGH |
2,792.0 |
|
0.618 |
2,775.2 |
|
0.500 |
2,770.0 |
|
0.382 |
2,764.8 |
|
LOW |
2,748.0 |
|
0.618 |
2,720.8 |
|
1.000 |
2,704.0 |
|
1.618 |
2,676.8 |
|
2.618 |
2,632.8 |
|
4.250 |
2,561.0 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.7 |
2,774.7 |
| PP |
2,775.3 |
2,763.3 |
| S1 |
2,770.0 |
2,752.0 |
|