| 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 |
3,089.75 |
3,080.00 |
-9.75 |
-0.3% |
3,118.00 |
| High |
3,106.00 |
3,125.00 |
19.00 |
0.6% |
3,139.00 |
| Low |
3,070.00 |
3,076.75 |
6.75 |
0.2% |
3,050.00 |
| Close |
3,079.50 |
3,121.00 |
41.50 |
1.3% |
3,066.50 |
| Range |
36.00 |
48.25 |
12.25 |
34.0% |
89.00 |
| ATR |
32.11 |
33.26 |
1.15 |
3.6% |
0.00 |
| Volume |
485 |
1,671 |
1,186 |
244.5% |
2,796 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,252.25 |
3,235.00 |
3,147.50 |
|
| R3 |
3,204.00 |
3,186.75 |
3,134.25 |
|
| R2 |
3,155.75 |
3,155.75 |
3,129.75 |
|
| R1 |
3,138.50 |
3,138.50 |
3,125.50 |
3,147.00 |
| PP |
3,107.50 |
3,107.50 |
3,107.50 |
3,112.00 |
| S1 |
3,090.25 |
3,090.25 |
3,116.50 |
3,099.00 |
| S2 |
3,059.25 |
3,059.25 |
3,112.25 |
|
| S3 |
3,011.00 |
3,042.00 |
3,107.75 |
|
| S4 |
2,962.75 |
2,993.75 |
3,094.50 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,352.25 |
3,298.25 |
3,115.50 |
|
| R3 |
3,263.25 |
3,209.25 |
3,091.00 |
|
| R2 |
3,174.25 |
3,174.25 |
3,082.75 |
|
| R1 |
3,120.25 |
3,120.25 |
3,074.75 |
3,102.75 |
| PP |
3,085.25 |
3,085.25 |
3,085.25 |
3,076.50 |
| S1 |
3,031.25 |
3,031.25 |
3,058.25 |
3,013.75 |
| S2 |
2,996.25 |
2,996.25 |
3,050.25 |
|
| S3 |
2,907.25 |
2,942.25 |
3,042.00 |
|
| S4 |
2,818.25 |
2,853.25 |
3,017.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,125.00 |
3,050.00 |
75.00 |
2.4% |
37.75 |
1.2% |
95% |
True |
False |
877 |
| 10 |
3,139.00 |
3,049.25 |
89.75 |
2.9% |
39.25 |
1.3% |
80% |
False |
False |
661 |
| 20 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
32.50 |
1.0% |
80% |
False |
False |
444 |
| 40 |
3,139.25 |
2,990.25 |
149.00 |
4.8% |
24.25 |
0.8% |
88% |
False |
False |
266 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
23.50 |
0.8% |
94% |
False |
False |
180 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
18.75 |
0.6% |
94% |
False |
False |
135 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
16.00 |
0.5% |
96% |
False |
False |
108 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
13.25 |
0.4% |
96% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,330.00 |
|
2.618 |
3,251.25 |
|
1.618 |
3,203.00 |
|
1.000 |
3,173.25 |
|
0.618 |
3,154.75 |
|
HIGH |
3,125.00 |
|
0.618 |
3,106.50 |
|
0.500 |
3,101.00 |
|
0.382 |
3,095.25 |
|
LOW |
3,076.75 |
|
0.618 |
3,047.00 |
|
1.000 |
3,028.50 |
|
1.618 |
2,998.75 |
|
2.618 |
2,950.50 |
|
4.250 |
2,871.75 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,114.25 |
3,111.50 |
| PP |
3,107.50 |
3,102.00 |
| S1 |
3,101.00 |
3,092.50 |
|