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 |
1,647.75 |
1,645.00 |
-2.75 |
-0.2% |
1,629.25 |
High |
1,651.25 |
1,657.25 |
6.00 |
0.4% |
1,657.25 |
Low |
1,644.00 |
1,632.25 |
-11.75 |
-0.7% |
1,624.50 |
Close |
1,646.25 |
1,646.75 |
0.50 |
0.0% |
1,646.75 |
Range |
7.25 |
25.00 |
17.75 |
244.8% |
32.75 |
ATR |
16.26 |
16.89 |
0.62 |
3.8% |
0.00 |
Volume |
27,175 |
56,485 |
29,310 |
107.9% |
133,763 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.50 |
1,708.50 |
1,660.50 |
|
R3 |
1,695.50 |
1,683.50 |
1,653.50 |
|
R2 |
1,670.50 |
1,670.50 |
1,651.25 |
|
R1 |
1,658.50 |
1,658.50 |
1,649.00 |
1,664.50 |
PP |
1,645.50 |
1,645.50 |
1,645.50 |
1,648.50 |
S1 |
1,633.50 |
1,633.50 |
1,644.50 |
1,639.50 |
S2 |
1,620.50 |
1,620.50 |
1,642.25 |
|
S3 |
1,595.50 |
1,608.50 |
1,640.00 |
|
S4 |
1,570.50 |
1,583.50 |
1,633.00 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.00 |
1,726.75 |
1,664.75 |
|
R3 |
1,708.25 |
1,694.00 |
1,655.75 |
|
R2 |
1,675.50 |
1,675.50 |
1,652.75 |
|
R1 |
1,661.25 |
1,661.25 |
1,649.75 |
1,668.50 |
PP |
1,642.75 |
1,642.75 |
1,642.75 |
1,646.50 |
S1 |
1,628.50 |
1,628.50 |
1,643.75 |
1,635.50 |
S2 |
1,610.00 |
1,610.00 |
1,640.75 |
|
S3 |
1,577.25 |
1,595.75 |
1,637.75 |
|
S4 |
1,544.50 |
1,563.00 |
1,628.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,657.25 |
1,618.75 |
38.50 |
2.3% |
18.00 |
1.1% |
73% |
True |
False |
28,338 |
10 |
1,660.75 |
1,618.25 |
42.50 |
2.6% |
17.50 |
1.1% |
67% |
False |
False |
18,264 |
20 |
1,689.50 |
1,618.25 |
71.25 |
4.3% |
17.00 |
1.0% |
40% |
False |
False |
12,041 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.9% |
14.75 |
0.9% |
36% |
False |
False |
7,630 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.50 |
1.1% |
66% |
False |
False |
6,276 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
18.00 |
1.1% |
66% |
False |
False |
4,812 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
17.00 |
1.0% |
71% |
False |
False |
3,867 |
120 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
16.50 |
1.0% |
71% |
False |
False |
3,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,763.50 |
2.618 |
1,722.75 |
1.618 |
1,697.75 |
1.000 |
1,682.25 |
0.618 |
1,672.75 |
HIGH |
1,657.25 |
0.618 |
1,647.75 |
0.500 |
1,644.75 |
0.382 |
1,641.75 |
LOW |
1,632.25 |
0.618 |
1,616.75 |
1.000 |
1,607.25 |
1.618 |
1,591.75 |
2.618 |
1,566.75 |
4.250 |
1,526.00 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,646.00 |
1,645.50 |
PP |
1,645.50 |
1,644.25 |
S1 |
1,644.75 |
1,643.00 |
|