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 |
1,011.0 |
1,022.2 |
11.2 |
1.1% |
1,036.5 |
High |
1,023.0 |
1,026.4 |
3.4 |
0.3% |
1,039.7 |
Low |
1,010.0 |
1,022.2 |
12.2 |
1.2% |
1,007.9 |
Close |
1,021.7 |
1,023.5 |
1.8 |
0.2% |
1,006.6 |
Range |
13.0 |
4.2 |
-8.8 |
-67.7% |
31.8 |
ATR |
10.4 |
10.0 |
-0.4 |
-3.9% |
0.0 |
Volume |
2,552 |
1,043 |
-1,509 |
-59.1% |
27 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.8 |
1,034.3 |
1,025.8 |
|
R3 |
1,032.5 |
1,030.0 |
1,024.8 |
|
R2 |
1,028.3 |
1,028.3 |
1,024.3 |
|
R1 |
1,025.8 |
1,025.8 |
1,024.0 |
1,027.0 |
PP |
1,024.0 |
1,024.0 |
1,024.0 |
1,024.5 |
S1 |
1,021.8 |
1,021.8 |
1,023.0 |
1,022.8 |
S2 |
1,019.8 |
1,019.8 |
1,022.8 |
|
S3 |
1,015.8 |
1,017.5 |
1,022.3 |
|
S4 |
1,011.5 |
1,013.3 |
1,021.3 |
|
|
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 |
1,044.3 |
2.618 |
1,037.5 |
1.618 |
1,033.3 |
1.000 |
1,030.5 |
0.618 |
1,029.0 |
HIGH |
1,026.5 |
0.618 |
1,024.8 |
0.500 |
1,024.3 |
0.382 |
1,023.8 |
LOW |
1,022.3 |
0.618 |
1,019.5 |
1.000 |
1,018.0 |
1.618 |
1,015.5 |
2.618 |
1,011.3 |
4.250 |
1,004.3 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,024.3 |
1,020.5 |
PP |
1,024.0 |
1,017.8 |
S1 |
1,023.8 |
1,014.8 |
|