| 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 |
6,460.0 |
6,448.0 |
-12.0 |
-0.2% |
6,442.0 |
| High |
6,490.0 |
6,460.0 |
-30.0 |
-0.5% |
6,469.0 |
| Low |
6,414.5 |
6,400.0 |
-14.5 |
-0.2% |
6,364.0 |
| Close |
6,429.0 |
6,446.0 |
17.0 |
0.3% |
6,380.0 |
| Range |
75.5 |
60.0 |
-15.5 |
-20.5% |
105.0 |
| ATR |
72.3 |
71.4 |
-0.9 |
-1.2% |
0.0 |
| Volume |
489 |
1,132 |
643 |
131.5% |
896 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,615.5 |
6,590.5 |
6,479.0 |
|
| R3 |
6,555.5 |
6,530.5 |
6,462.5 |
|
| R2 |
6,495.5 |
6,495.5 |
6,457.0 |
|
| R1 |
6,470.5 |
6,470.5 |
6,451.5 |
6,453.0 |
| PP |
6,435.5 |
6,435.5 |
6,435.5 |
6,426.5 |
| S1 |
6,410.5 |
6,410.5 |
6,440.5 |
6,393.0 |
| S2 |
6,375.5 |
6,375.5 |
6,435.0 |
|
| S3 |
6,315.5 |
6,350.5 |
6,429.5 |
|
| S4 |
6,255.5 |
6,290.5 |
6,413.0 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,719.5 |
6,654.5 |
6,438.0 |
|
| R3 |
6,614.5 |
6,549.5 |
6,409.0 |
|
| R2 |
6,509.5 |
6,509.5 |
6,399.0 |
|
| R1 |
6,444.5 |
6,444.5 |
6,389.5 |
6,424.5 |
| PP |
6,404.5 |
6,404.5 |
6,404.5 |
6,394.0 |
| S1 |
6,339.5 |
6,339.5 |
6,370.5 |
6,319.5 |
| S2 |
6,299.5 |
6,299.5 |
6,361.0 |
|
| S3 |
6,194.5 |
6,234.5 |
6,351.0 |
|
| S4 |
6,089.5 |
6,129.5 |
6,322.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,500.0 |
6,376.0 |
124.0 |
1.9% |
76.0 |
1.2% |
56% |
False |
False |
431 |
| 10 |
6,500.0 |
6,337.0 |
163.0 |
2.5% |
74.0 |
1.1% |
67% |
False |
False |
275 |
| 20 |
6,588.0 |
6,337.0 |
251.0 |
3.9% |
66.0 |
1.0% |
43% |
False |
False |
298 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.3% |
57.0 |
0.9% |
39% |
False |
False |
194 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.3% |
55.0 |
0.9% |
75% |
False |
False |
153 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
43.0 |
0.7% |
65% |
False |
False |
121 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
34.5 |
0.5% |
65% |
False |
False |
101 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
29.0 |
0.4% |
65% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,715.0 |
|
2.618 |
6,617.0 |
|
1.618 |
6,557.0 |
|
1.000 |
6,520.0 |
|
0.618 |
6,497.0 |
|
HIGH |
6,460.0 |
|
0.618 |
6,437.0 |
|
0.500 |
6,430.0 |
|
0.382 |
6,423.0 |
|
LOW |
6,400.0 |
|
0.618 |
6,363.0 |
|
1.000 |
6,340.0 |
|
1.618 |
6,303.0 |
|
2.618 |
6,243.0 |
|
4.250 |
6,145.0 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,440.5 |
6,450.0 |
| PP |
6,435.5 |
6,448.5 |
| S1 |
6,430.0 |
6,447.5 |
|