| 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 |
8,203.0 |
8,226.5 |
23.5 |
0.3% |
8,437.5 |
| High |
8,221.5 |
8,264.0 |
42.5 |
0.5% |
8,450.0 |
| Low |
8,103.5 |
8,171.0 |
67.5 |
0.8% |
8,095.0 |
| Close |
8,203.0 |
8,226.0 |
23.0 |
0.3% |
8,123.0 |
| Range |
118.0 |
93.0 |
-25.0 |
-21.2% |
355.0 |
| ATR |
112.8 |
111.3 |
-1.4 |
-1.3% |
0.0 |
| Volume |
440 |
523 |
83 |
18.9% |
1,536 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,499.3 |
8,455.7 |
8,277.2 |
|
| R3 |
8,406.3 |
8,362.7 |
8,251.6 |
|
| R2 |
8,313.3 |
8,313.3 |
8,243.1 |
|
| R1 |
8,269.7 |
8,269.7 |
8,234.5 |
8,245.0 |
| PP |
8,220.3 |
8,220.3 |
8,220.3 |
8,208.0 |
| S1 |
8,176.7 |
8,176.7 |
8,217.5 |
8,152.0 |
| S2 |
8,127.3 |
8,127.3 |
8,209.0 |
|
| S3 |
8,034.3 |
8,083.7 |
8,200.4 |
|
| S4 |
7,941.3 |
7,990.7 |
8,174.9 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,287.7 |
9,060.3 |
8,318.3 |
|
| R3 |
8,932.7 |
8,705.3 |
8,220.6 |
|
| R2 |
8,577.7 |
8,577.7 |
8,188.1 |
|
| R1 |
8,350.3 |
8,350.3 |
8,155.5 |
8,286.5 |
| PP |
8,222.7 |
8,222.7 |
8,222.7 |
8,190.8 |
| S1 |
7,995.3 |
7,995.3 |
8,090.5 |
7,931.5 |
| S2 |
7,867.7 |
7,867.7 |
8,057.9 |
|
| S3 |
7,512.7 |
7,640.3 |
8,025.4 |
|
| S4 |
7,157.7 |
7,285.3 |
7,927.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,277.0 |
8,095.0 |
182.0 |
2.2% |
110.0 |
1.3% |
72% |
False |
False |
353 |
| 10 |
8,450.0 |
8,095.0 |
355.0 |
4.3% |
108.2 |
1.3% |
37% |
False |
False |
336 |
| 20 |
8,462.0 |
8,095.0 |
367.0 |
4.5% |
98.2 |
1.2% |
36% |
False |
False |
270 |
| 40 |
8,469.5 |
8,095.0 |
374.5 |
4.6% |
91.8 |
1.1% |
35% |
False |
False |
207 |
| 60 |
8,469.5 |
7,700.0 |
769.5 |
9.4% |
102.4 |
1.2% |
68% |
False |
False |
183 |
| 80 |
8,576.5 |
7,700.0 |
876.5 |
10.7% |
106.7 |
1.3% |
60% |
False |
False |
158 |
| 100 |
8,576.5 |
7,442.5 |
1,134.0 |
13.8% |
103.3 |
1.3% |
69% |
False |
False |
151 |
| 120 |
8,576.5 |
7,442.5 |
1,134.0 |
13.8% |
104.0 |
1.3% |
69% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,659.3 |
|
2.618 |
8,507.5 |
|
1.618 |
8,414.5 |
|
1.000 |
8,357.0 |
|
0.618 |
8,321.5 |
|
HIGH |
8,264.0 |
|
0.618 |
8,228.5 |
|
0.500 |
8,217.5 |
|
0.382 |
8,206.5 |
|
LOW |
8,171.0 |
|
0.618 |
8,113.5 |
|
1.000 |
8,078.0 |
|
1.618 |
8,020.5 |
|
2.618 |
7,927.5 |
|
4.250 |
7,775.8 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,223.2 |
8,214.1 |
| PP |
8,220.3 |
8,202.2 |
| S1 |
8,217.5 |
8,190.3 |
|