| 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 |
1,380.0 |
1,412.0 |
32.0 |
2.3% |
1,403.0 |
| High |
1,416.7 |
1,414.0 |
-2.7 |
-0.2% |
1,433.7 |
| Low |
1,376.3 |
1,385.9 |
9.6 |
0.7% |
1,390.0 |
| Close |
1,412.8 |
1,390.7 |
-22.1 |
-1.6% |
1,396.8 |
| Range |
40.4 |
28.1 |
-12.3 |
-30.4% |
43.7 |
| ATR |
23.8 |
24.1 |
0.3 |
1.3% |
0.0 |
| Volume |
2,171 |
1,310 |
-861 |
-39.7% |
8,503 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.2 |
1,464.0 |
1,406.2 |
|
| R3 |
1,453.1 |
1,435.9 |
1,398.4 |
|
| R2 |
1,425.0 |
1,425.0 |
1,395.9 |
|
| R1 |
1,407.8 |
1,407.8 |
1,393.3 |
1,402.4 |
| PP |
1,396.9 |
1,396.9 |
1,396.9 |
1,394.1 |
| S1 |
1,379.7 |
1,379.7 |
1,388.1 |
1,374.3 |
| S2 |
1,368.8 |
1,368.8 |
1,385.5 |
|
| S3 |
1,340.7 |
1,351.6 |
1,383.0 |
|
| S4 |
1,312.6 |
1,323.5 |
1,375.2 |
|
|
| 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% |
23.3 |
1.7% |
25% |
False |
False |
1,948 |
| 10 |
1,433.7 |
1,357.9 |
75.8 |
5.5% |
22.7 |
1.6% |
43% |
False |
False |
1,592 |
| 20 |
1,433.7 |
1,274.0 |
159.7 |
11.5% |
22.7 |
1.6% |
73% |
False |
False |
1,575 |
| 40 |
1,433.7 |
1,250.2 |
183.5 |
13.2% |
21.1 |
1.5% |
77% |
False |
False |
1,752 |
| 60 |
1,433.7 |
1,187.9 |
245.8 |
17.7% |
22.3 |
1.6% |
83% |
False |
False |
1,574 |
| 80 |
1,443.0 |
1,187.9 |
255.1 |
18.3% |
22.5 |
1.6% |
79% |
False |
False |
1,294 |
| 100 |
1,494.6 |
1,187.9 |
306.7 |
22.1% |
23.0 |
1.7% |
66% |
False |
False |
1,263 |
| 120 |
1,622.3 |
1,187.9 |
434.4 |
31.2% |
21.3 |
1.5% |
47% |
False |
False |
1,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,533.4 |
|
2.618 |
1,487.6 |
|
1.618 |
1,459.5 |
|
1.000 |
1,442.1 |
|
0.618 |
1,431.4 |
|
HIGH |
1,414.0 |
|
0.618 |
1,403.3 |
|
0.500 |
1,400.0 |
|
0.382 |
1,396.6 |
|
LOW |
1,385.9 |
|
0.618 |
1,368.5 |
|
1.000 |
1,357.8 |
|
1.618 |
1,340.4 |
|
2.618 |
1,312.3 |
|
4.250 |
1,266.5 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,400.0 |
1,396.5 |
| PP |
1,396.9 |
1,394.6 |
| S1 |
1,393.8 |
1,392.6 |
|