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 |
1,630.75 |
1,647.75 |
17.00 |
1.0% |
1,654.25 |
High |
1,648.25 |
1,651.25 |
3.00 |
0.2% |
1,660.75 |
Low |
1,628.75 |
1,644.00 |
15.25 |
0.9% |
1,618.25 |
Close |
1,646.50 |
1,646.25 |
-0.25 |
0.0% |
1,624.50 |
Range |
19.50 |
7.25 |
-12.25 |
-62.8% |
42.50 |
ATR |
16.96 |
16.26 |
-0.69 |
-4.1% |
0.00 |
Volume |
30,529 |
27,175 |
-3,354 |
-11.0% |
40,171 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.00 |
1,664.75 |
1,650.25 |
|
R3 |
1,661.75 |
1,657.50 |
1,648.25 |
|
R2 |
1,654.50 |
1,654.50 |
1,647.50 |
|
R1 |
1,650.25 |
1,650.25 |
1,647.00 |
1,648.75 |
PP |
1,647.25 |
1,647.25 |
1,647.25 |
1,646.50 |
S1 |
1,643.00 |
1,643.00 |
1,645.50 |
1,641.50 |
S2 |
1,640.00 |
1,640.00 |
1,645.00 |
|
S3 |
1,632.75 |
1,635.75 |
1,644.25 |
|
S4 |
1,625.50 |
1,628.50 |
1,642.25 |
|
|
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 |
1,651.25 |
1,618.75 |
32.50 |
2.0% |
16.25 |
1.0% |
85% |
True |
False |
18,463 |
10 |
1,660.75 |
1,618.25 |
42.50 |
2.6% |
17.50 |
1.1% |
66% |
False |
False |
13,467 |
20 |
1,690.50 |
1,618.25 |
72.25 |
4.4% |
16.50 |
1.0% |
39% |
False |
False |
9,397 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.9% |
14.25 |
0.9% |
35% |
False |
False |
6,329 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.50 |
1.1% |
65% |
False |
False |
5,350 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
18.00 |
1.1% |
65% |
False |
False |
4,109 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
17.00 |
1.0% |
71% |
False |
False |
3,302 |
120 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
16.25 |
1.0% |
71% |
False |
False |
2,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,682.00 |
2.618 |
1,670.25 |
1.618 |
1,663.00 |
1.000 |
1,658.50 |
0.618 |
1,655.75 |
HIGH |
1,651.25 |
0.618 |
1,648.50 |
0.500 |
1,647.50 |
0.382 |
1,646.75 |
LOW |
1,644.00 |
0.618 |
1,639.50 |
1.000 |
1,636.75 |
1.618 |
1,632.25 |
2.618 |
1,625.00 |
4.250 |
1,613.25 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,647.50 |
1,643.50 |
PP |
1,647.25 |
1,640.75 |
S1 |
1,646.75 |
1,638.00 |
|