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 |
8,226.5 |
8,217.0 |
-9.5 |
-0.1% |
8,190.0 |
High |
8,264.0 |
8,305.0 |
41.0 |
0.5% |
8,305.0 |
Low |
8,171.0 |
8,180.0 |
9.0 |
0.1% |
8,103.5 |
Close |
8,226.0 |
8,269.5 |
43.5 |
0.5% |
8,269.5 |
Range |
93.0 |
125.0 |
32.0 |
34.4% |
201.5 |
ATR |
111.3 |
112.3 |
1.0 |
0.9% |
0.0 |
Volume |
523 |
2,709 |
2,186 |
418.0% |
4,286 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,626.5 |
8,573.0 |
8,338.3 |
|
R3 |
8,501.5 |
8,448.0 |
8,303.9 |
|
R2 |
8,376.5 |
8,376.5 |
8,292.4 |
|
R1 |
8,323.0 |
8,323.0 |
8,281.0 |
8,349.8 |
PP |
8,251.5 |
8,251.5 |
8,251.5 |
8,264.9 |
S1 |
8,198.0 |
8,198.0 |
8,258.0 |
8,224.8 |
S2 |
8,126.5 |
8,126.5 |
8,246.6 |
|
S3 |
8,001.5 |
8,073.0 |
8,235.1 |
|
S4 |
7,876.5 |
7,948.0 |
8,200.8 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,830.5 |
8,751.5 |
8,380.3 |
|
R3 |
8,629.0 |
8,550.0 |
8,324.9 |
|
R2 |
8,427.5 |
8,427.5 |
8,306.4 |
|
R1 |
8,348.5 |
8,348.5 |
8,288.0 |
8,388.0 |
PP |
8,226.0 |
8,226.0 |
8,226.0 |
8,245.8 |
S1 |
8,147.0 |
8,147.0 |
8,251.0 |
8,186.5 |
S2 |
8,024.5 |
8,024.5 |
8,232.6 |
|
S3 |
7,823.0 |
7,945.5 |
8,214.1 |
|
S4 |
7,621.5 |
7,744.0 |
8,158.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,305.0 |
8,103.5 |
201.5 |
2.4% |
108.9 |
1.3% |
82% |
True |
False |
857 |
10 |
8,450.0 |
8,095.0 |
355.0 |
4.3% |
113.9 |
1.4% |
49% |
False |
False |
582 |
20 |
8,462.0 |
8,095.0 |
367.0 |
4.4% |
100.3 |
1.2% |
48% |
False |
False |
399 |
40 |
8,469.5 |
8,095.0 |
374.5 |
4.5% |
93.3 |
1.1% |
47% |
False |
False |
265 |
60 |
8,469.5 |
7,700.0 |
769.5 |
9.3% |
104.3 |
1.3% |
74% |
False |
False |
228 |
80 |
8,576.5 |
7,700.0 |
876.5 |
10.6% |
106.7 |
1.3% |
65% |
False |
False |
191 |
100 |
8,576.5 |
7,442.5 |
1,134.0 |
13.7% |
103.6 |
1.3% |
73% |
False |
False |
177 |
120 |
8,576.5 |
7,442.5 |
1,134.0 |
13.7% |
104.7 |
1.3% |
73% |
False |
False |
158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,836.3 |
2.618 |
8,632.3 |
1.618 |
8,507.3 |
1.000 |
8,430.0 |
0.618 |
8,382.3 |
HIGH |
8,305.0 |
0.618 |
8,257.3 |
0.500 |
8,242.5 |
0.382 |
8,227.8 |
LOW |
8,180.0 |
0.618 |
8,102.8 |
1.000 |
8,055.0 |
1.618 |
7,977.8 |
2.618 |
7,852.8 |
4.250 |
7,648.8 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,260.5 |
8,247.8 |
PP |
8,251.5 |
8,226.0 |
S1 |
8,242.5 |
8,204.3 |
|