| 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 |
3,123.75 |
3,123.00 |
-0.75 |
0.0% |
3,089.75 |
| High |
3,130.50 |
3,142.25 |
11.75 |
0.4% |
3,142.25 |
| Low |
3,117.25 |
3,089.75 |
-27.50 |
-0.9% |
3,070.00 |
| Close |
3,120.75 |
3,122.25 |
1.50 |
0.0% |
3,122.25 |
| Range |
13.25 |
52.50 |
39.25 |
296.2% |
72.25 |
| ATR |
31.83 |
33.31 |
1.48 |
4.6% |
0.00 |
| Volume |
788 |
1,775 |
987 |
125.3% |
4,719 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,275.50 |
3,251.50 |
3,151.00 |
|
| R3 |
3,223.00 |
3,199.00 |
3,136.75 |
|
| R2 |
3,170.50 |
3,170.50 |
3,132.00 |
|
| R1 |
3,146.50 |
3,146.50 |
3,127.00 |
3,132.25 |
| PP |
3,118.00 |
3,118.00 |
3,118.00 |
3,111.00 |
| S1 |
3,094.00 |
3,094.00 |
3,117.50 |
3,079.75 |
| S2 |
3,065.50 |
3,065.50 |
3,112.50 |
|
| S3 |
3,013.00 |
3,041.50 |
3,107.75 |
|
| S4 |
2,960.50 |
2,989.00 |
3,093.50 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,328.25 |
3,297.50 |
3,162.00 |
|
| R3 |
3,256.00 |
3,225.25 |
3,142.00 |
|
| R2 |
3,183.75 |
3,183.75 |
3,135.50 |
|
| R1 |
3,153.00 |
3,153.00 |
3,128.75 |
3,168.50 |
| PP |
3,111.50 |
3,111.50 |
3,111.50 |
3,119.25 |
| S1 |
3,080.75 |
3,080.75 |
3,115.75 |
3,096.00 |
| S2 |
3,039.25 |
3,039.25 |
3,109.00 |
|
| S3 |
2,967.00 |
3,008.50 |
3,102.50 |
|
| S4 |
2,894.75 |
2,936.25 |
3,082.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,142.25 |
3,060.00 |
82.25 |
2.6% |
37.25 |
1.2% |
76% |
True |
False |
1,123 |
| 10 |
3,142.25 |
3,050.00 |
92.25 |
3.0% |
36.75 |
1.2% |
78% |
True |
False |
810 |
| 20 |
3,142.25 |
3,049.25 |
93.00 |
3.0% |
33.50 |
1.1% |
78% |
True |
False |
548 |
| 40 |
3,142.25 |
3,016.75 |
125.50 |
4.0% |
25.00 |
0.8% |
84% |
True |
False |
328 |
| 60 |
3,142.25 |
2,813.00 |
329.25 |
10.5% |
23.50 |
0.8% |
94% |
True |
False |
222 |
| 80 |
3,142.25 |
2,813.00 |
329.25 |
10.5% |
19.50 |
0.6% |
94% |
True |
False |
167 |
| 100 |
3,142.25 |
2,726.75 |
415.50 |
13.3% |
16.50 |
0.5% |
95% |
True |
False |
134 |
| 120 |
3,142.25 |
2,726.75 |
415.50 |
13.3% |
13.75 |
0.4% |
95% |
True |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,365.50 |
|
2.618 |
3,279.75 |
|
1.618 |
3,227.25 |
|
1.000 |
3,194.75 |
|
0.618 |
3,174.75 |
|
HIGH |
3,142.25 |
|
0.618 |
3,122.25 |
|
0.500 |
3,116.00 |
|
0.382 |
3,109.75 |
|
LOW |
3,089.75 |
|
0.618 |
3,057.25 |
|
1.000 |
3,037.25 |
|
1.618 |
3,004.75 |
|
2.618 |
2,952.25 |
|
4.250 |
2,866.50 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,120.25 |
3,118.00 |
| PP |
3,118.00 |
3,113.75 |
| S1 |
3,116.00 |
3,109.50 |
|