Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,404.3 |
1,380.0 |
-24.3 |
-1.7% |
1,403.0 |
High |
1,410.5 |
1,416.7 |
6.2 |
0.4% |
1,433.7 |
Low |
1,393.3 |
1,376.3 |
-17.0 |
-1.2% |
1,390.0 |
Close |
1,396.8 |
1,412.8 |
16.0 |
1.1% |
1,396.8 |
Range |
17.2 |
40.4 |
23.2 |
134.9% |
43.7 |
ATR |
22.5 |
23.8 |
1.3 |
5.7% |
0.0 |
Volume |
2,171 |
2,171 |
0 |
0.0% |
8,503 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.1 |
1,508.4 |
1,435.0 |
|
R3 |
1,482.7 |
1,468.0 |
1,423.9 |
|
R2 |
1,442.3 |
1,442.3 |
1,420.2 |
|
R1 |
1,427.6 |
1,427.6 |
1,416.5 |
1,435.0 |
PP |
1,401.9 |
1,401.9 |
1,401.9 |
1,405.6 |
S1 |
1,387.2 |
1,387.2 |
1,409.1 |
1,394.6 |
S2 |
1,361.5 |
1,361.5 |
1,405.4 |
|
S3 |
1,321.1 |
1,346.8 |
1,401.7 |
|
S4 |
1,280.7 |
1,306.4 |
1,390.6 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.9 |
1,511.1 |
1,420.8 |
|
R3 |
1,494.2 |
1,467.4 |
1,408.8 |
|
R2 |
1,450.5 |
1,450.5 |
1,404.8 |
|
R1 |
1,423.7 |
1,423.7 |
1,400.8 |
1,415.3 |
PP |
1,406.8 |
1,406.8 |
1,406.8 |
1,402.6 |
S1 |
1,380.0 |
1,380.0 |
1,392.8 |
1,371.6 |
S2 |
1,363.1 |
1,363.1 |
1,388.8 |
|
S3 |
1,319.4 |
1,336.3 |
1,384.8 |
|
S4 |
1,275.7 |
1,292.6 |
1,372.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,433.7 |
1,376.3 |
57.4 |
4.1% |
22.7 |
1.6% |
64% |
False |
True |
1,833 |
10 |
1,433.7 |
1,352.8 |
80.9 |
5.7% |
22.3 |
1.6% |
74% |
False |
False |
1,679 |
20 |
1,433.7 |
1,274.0 |
159.7 |
11.3% |
22.6 |
1.6% |
87% |
False |
False |
1,548 |
40 |
1,433.7 |
1,237.0 |
196.7 |
13.9% |
20.9 |
1.5% |
89% |
False |
False |
1,776 |
60 |
1,433.7 |
1,187.9 |
245.8 |
17.4% |
22.0 |
1.6% |
91% |
False |
False |
1,561 |
80 |
1,443.0 |
1,187.9 |
255.1 |
18.1% |
22.4 |
1.6% |
88% |
False |
False |
1,301 |
100 |
1,567.6 |
1,187.9 |
379.7 |
26.9% |
23.4 |
1.7% |
59% |
False |
False |
1,252 |
120 |
1,622.3 |
1,187.9 |
434.4 |
30.7% |
21.1 |
1.5% |
52% |
False |
False |
1,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,588.4 |
2.618 |
1,522.5 |
1.618 |
1,482.1 |
1.000 |
1,457.1 |
0.618 |
1,441.7 |
HIGH |
1,416.7 |
0.618 |
1,401.3 |
0.500 |
1,396.5 |
0.382 |
1,391.7 |
LOW |
1,376.3 |
0.618 |
1,351.3 |
1.000 |
1,335.9 |
1.618 |
1,310.9 |
2.618 |
1,270.5 |
4.250 |
1,204.6 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,407.4 |
1,407.4 |
PP |
1,401.9 |
1,401.9 |
S1 |
1,396.5 |
1,396.5 |
|