| 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 |
3,080.00 |
3,123.75 |
43.75 |
1.4% |
3,118.00 |
| High |
3,125.00 |
3,130.50 |
5.50 |
0.2% |
3,139.00 |
| Low |
3,076.75 |
3,117.25 |
40.50 |
1.3% |
3,050.00 |
| Close |
3,121.00 |
3,120.75 |
-0.25 |
0.0% |
3,066.50 |
| Range |
48.25 |
13.25 |
-35.00 |
-72.5% |
89.00 |
| ATR |
33.26 |
31.83 |
-1.43 |
-4.3% |
0.00 |
| Volume |
1,671 |
788 |
-883 |
-52.8% |
2,796 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.50 |
3,155.00 |
3,128.00 |
|
| R3 |
3,149.25 |
3,141.75 |
3,124.50 |
|
| R2 |
3,136.00 |
3,136.00 |
3,123.25 |
|
| R1 |
3,128.50 |
3,128.50 |
3,122.00 |
3,125.50 |
| PP |
3,122.75 |
3,122.75 |
3,122.75 |
3,121.50 |
| S1 |
3,115.25 |
3,115.25 |
3,119.50 |
3,112.50 |
| S2 |
3,109.50 |
3,109.50 |
3,118.25 |
|
| S3 |
3,096.25 |
3,102.00 |
3,117.00 |
|
| S4 |
3,083.00 |
3,088.75 |
3,113.50 |
|
|
| 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 |
3,130.50 |
3,060.00 |
70.50 |
2.3% |
35.00 |
1.1% |
86% |
True |
False |
890 |
| 10 |
3,139.00 |
3,049.25 |
89.75 |
2.9% |
37.00 |
1.2% |
80% |
False |
False |
723 |
| 20 |
3,139.25 |
3,049.25 |
90.00 |
2.9% |
32.00 |
1.0% |
79% |
False |
False |
476 |
| 40 |
3,139.25 |
3,010.25 |
129.00 |
4.1% |
24.50 |
0.8% |
86% |
False |
False |
285 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
23.50 |
0.8% |
94% |
False |
False |
193 |
| 80 |
3,139.25 |
2,813.00 |
326.25 |
10.5% |
19.00 |
0.6% |
94% |
False |
False |
145 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
16.00 |
0.5% |
96% |
False |
False |
116 |
| 120 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
13.25 |
0.4% |
96% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.75 |
|
2.618 |
3,165.25 |
|
1.618 |
3,152.00 |
|
1.000 |
3,143.75 |
|
0.618 |
3,138.75 |
|
HIGH |
3,130.50 |
|
0.618 |
3,125.50 |
|
0.500 |
3,124.00 |
|
0.382 |
3,122.25 |
|
LOW |
3,117.25 |
|
0.618 |
3,109.00 |
|
1.000 |
3,104.00 |
|
1.618 |
3,095.75 |
|
2.618 |
3,082.50 |
|
4.250 |
3,061.00 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,124.00 |
3,114.00 |
| PP |
3,122.75 |
3,107.00 |
| S1 |
3,121.75 |
3,100.25 |
|