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 |
1,019.3 |
1,011.0 |
-8.3 |
-0.8% |
1,036.5 |
High |
1,024.3 |
1,023.0 |
-1.3 |
-0.1% |
1,039.7 |
Low |
1,003.2 |
1,010.0 |
6.8 |
0.7% |
1,007.9 |
Close |
1,012.4 |
1,021.7 |
9.3 |
0.9% |
1,006.6 |
Range |
21.1 |
13.0 |
-8.1 |
-38.4% |
31.8 |
ATR |
10.3 |
10.4 |
0.2 |
1.9% |
0.0 |
Volume |
299 |
2,552 |
2,253 |
753.5% |
27 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,057.3 |
1,052.5 |
1,028.8 |
|
R3 |
1,044.3 |
1,039.5 |
1,025.3 |
|
R2 |
1,031.3 |
1,031.3 |
1,024.0 |
|
R1 |
1,026.5 |
1,026.5 |
1,023.0 |
1,028.8 |
PP |
1,018.3 |
1,018.3 |
1,018.3 |
1,019.5 |
S1 |
1,013.5 |
1,013.5 |
1,020.5 |
1,015.8 |
S2 |
1,005.3 |
1,005.3 |
1,019.3 |
|
S3 |
992.3 |
1,000.5 |
1,018.0 |
|
S4 |
979.3 |
987.5 |
1,014.5 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.5 |
1,091.8 |
1,024.0 |
|
R3 |
1,081.8 |
1,060.0 |
1,015.3 |
|
R2 |
1,049.8 |
1,049.8 |
1,012.5 |
|
R1 |
1,028.3 |
1,028.3 |
1,009.5 |
1,023.3 |
PP |
1,018.0 |
1,018.0 |
1,018.0 |
1,015.5 |
S1 |
996.5 |
996.5 |
1,003.8 |
991.3 |
S2 |
986.3 |
986.3 |
1,000.8 |
|
S3 |
954.5 |
964.8 |
997.8 |
|
S4 |
922.8 |
932.8 |
989.0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,078.3 |
2.618 |
1,057.0 |
1.618 |
1,044.0 |
1.000 |
1,036.0 |
0.618 |
1,031.0 |
HIGH |
1,023.0 |
0.618 |
1,018.0 |
0.500 |
1,016.5 |
0.382 |
1,015.0 |
LOW |
1,010.0 |
0.618 |
1,002.0 |
1.000 |
997.0 |
1.618 |
989.0 |
2.618 |
976.0 |
4.250 |
954.8 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,020.0 |
1,019.0 |
PP |
1,018.3 |
1,016.5 |
S1 |
1,016.5 |
1,013.8 |
|