Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,632.25 |
1,629.25 |
-3.00 |
-0.2% |
1,654.25 |
High |
1,638.00 |
1,643.00 |
5.00 |
0.3% |
1,660.75 |
Low |
1,618.75 |
1,624.50 |
5.75 |
0.4% |
1,618.25 |
Close |
1,624.50 |
1,632.50 |
8.00 |
0.5% |
1,624.50 |
Range |
19.25 |
18.50 |
-0.75 |
-3.9% |
42.50 |
ATR |
16.63 |
16.76 |
0.13 |
0.8% |
0.00 |
Volume |
7,929 |
19,574 |
11,645 |
146.9% |
40,171 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.75 |
1,679.25 |
1,642.75 |
|
R3 |
1,670.25 |
1,660.75 |
1,637.50 |
|
R2 |
1,651.75 |
1,651.75 |
1,636.00 |
|
R1 |
1,642.25 |
1,642.25 |
1,634.25 |
1,647.00 |
PP |
1,633.25 |
1,633.25 |
1,633.25 |
1,635.75 |
S1 |
1,623.75 |
1,623.75 |
1,630.75 |
1,628.50 |
S2 |
1,614.75 |
1,614.75 |
1,629.00 |
|
S3 |
1,596.25 |
1,605.25 |
1,627.50 |
|
S4 |
1,577.75 |
1,586.75 |
1,622.25 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.00 |
1,735.75 |
1,648.00 |
|
R3 |
1,719.50 |
1,693.25 |
1,636.25 |
|
R2 |
1,677.00 |
1,677.00 |
1,632.25 |
|
R1 |
1,650.75 |
1,650.75 |
1,628.50 |
1,642.50 |
PP |
1,634.50 |
1,634.50 |
1,634.50 |
1,630.50 |
S1 |
1,608.25 |
1,608.25 |
1,620.50 |
1,600.00 |
S2 |
1,592.00 |
1,592.00 |
1,616.75 |
|
S3 |
1,549.50 |
1,565.75 |
1,612.75 |
|
S4 |
1,507.00 |
1,523.25 |
1,601.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,648.50 |
1,618.25 |
30.25 |
1.9% |
19.50 |
1.2% |
47% |
False |
False |
10,959 |
10 |
1,660.75 |
1,618.25 |
42.50 |
2.6% |
18.50 |
1.1% |
34% |
False |
False |
8,954 |
20 |
1,697.00 |
1,618.25 |
78.75 |
4.8% |
16.50 |
1.0% |
18% |
False |
False |
6,789 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.9% |
14.50 |
0.9% |
18% |
False |
False |
4,992 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.50 |
1.1% |
56% |
False |
False |
4,399 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.75 |
1.1% |
56% |
False |
False |
3,389 |
100 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
17.00 |
1.0% |
63% |
False |
False |
2,726 |
120 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
16.25 |
1.0% |
63% |
False |
False |
2,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.50 |
2.618 |
1,691.50 |
1.618 |
1,673.00 |
1.000 |
1,661.50 |
0.618 |
1,654.50 |
HIGH |
1,643.00 |
0.618 |
1,636.00 |
0.500 |
1,633.75 |
0.382 |
1,631.50 |
LOW |
1,624.50 |
0.618 |
1,613.00 |
1.000 |
1,606.00 |
1.618 |
1,594.50 |
2.618 |
1,576.00 |
4.250 |
1,546.00 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,633.75 |
1,632.00 |
PP |
1,633.25 |
1,631.50 |
S1 |
1,633.00 |
1,631.00 |
|