| 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 |
6,464.0 |
6,485.0 |
21.0 |
0.3% |
6,411.5 |
| High |
6,510.0 |
6,542.0 |
32.0 |
0.5% |
6,542.0 |
| Low |
6,450.0 |
6,464.5 |
14.5 |
0.2% |
6,400.0 |
| Close |
6,492.5 |
6,514.0 |
21.5 |
0.3% |
6,514.0 |
| Range |
60.0 |
77.5 |
17.5 |
29.2% |
142.0 |
| ATR |
70.9 |
71.3 |
0.5 |
0.7% |
0.0 |
| Volume |
257 |
6,625 |
6,368 |
2,477.8% |
8,594 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,739.5 |
6,704.0 |
6,556.5 |
|
| R3 |
6,662.0 |
6,626.5 |
6,535.5 |
|
| R2 |
6,584.5 |
6,584.5 |
6,528.0 |
|
| R1 |
6,549.0 |
6,549.0 |
6,521.0 |
6,567.0 |
| PP |
6,507.0 |
6,507.0 |
6,507.0 |
6,515.5 |
| S1 |
6,471.5 |
6,471.5 |
6,507.0 |
6,489.0 |
| S2 |
6,429.5 |
6,429.5 |
6,500.0 |
|
| S3 |
6,352.0 |
6,394.0 |
6,492.5 |
|
| S4 |
6,274.5 |
6,316.5 |
6,471.5 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,911.5 |
6,854.5 |
6,592.0 |
|
| R3 |
6,769.5 |
6,712.5 |
6,553.0 |
|
| R2 |
6,627.5 |
6,627.5 |
6,540.0 |
|
| R1 |
6,570.5 |
6,570.5 |
6,527.0 |
6,599.0 |
| PP |
6,485.5 |
6,485.5 |
6,485.5 |
6,499.5 |
| S1 |
6,428.5 |
6,428.5 |
6,501.0 |
6,457.0 |
| S2 |
6,343.5 |
6,343.5 |
6,488.0 |
|
| S3 |
6,201.5 |
6,286.5 |
6,475.0 |
|
| S4 |
6,059.5 |
6,144.5 |
6,436.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,542.0 |
6,400.0 |
142.0 |
2.2% |
73.0 |
1.1% |
80% |
True |
False |
1,718 |
| 10 |
6,542.0 |
6,364.0 |
178.0 |
2.7% |
72.5 |
1.1% |
84% |
True |
False |
954 |
| 20 |
6,588.0 |
6,337.0 |
251.0 |
3.9% |
65.0 |
1.0% |
71% |
False |
False |
638 |
| 40 |
6,615.0 |
6,337.0 |
278.0 |
4.3% |
58.0 |
0.9% |
64% |
False |
False |
365 |
| 60 |
6,615.0 |
5,951.5 |
663.5 |
10.2% |
57.5 |
0.9% |
85% |
False |
False |
267 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
44.5 |
0.7% |
74% |
False |
False |
207 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
36.0 |
0.6% |
74% |
False |
False |
170 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
30.0 |
0.5% |
74% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,871.5 |
|
2.618 |
6,745.0 |
|
1.618 |
6,667.5 |
|
1.000 |
6,619.5 |
|
0.618 |
6,590.0 |
|
HIGH |
6,542.0 |
|
0.618 |
6,512.5 |
|
0.500 |
6,503.0 |
|
0.382 |
6,494.0 |
|
LOW |
6,464.5 |
|
0.618 |
6,416.5 |
|
1.000 |
6,387.0 |
|
1.618 |
6,339.0 |
|
2.618 |
6,261.5 |
|
4.250 |
6,135.0 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,510.5 |
6,499.5 |
| PP |
6,507.0 |
6,485.5 |
| S1 |
6,503.0 |
6,471.0 |
|