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 |
1,412.0 |
1,391.9 |
-20.1 |
-1.4% |
1,403.0 |
High |
1,414.0 |
1,397.4 |
-16.6 |
-1.2% |
1,433.7 |
Low |
1,385.9 |
1,365.8 |
-20.1 |
-1.5% |
1,390.0 |
Close |
1,390.7 |
1,373.7 |
-17.0 |
-1.2% |
1,396.8 |
Range |
28.1 |
31.6 |
3.5 |
12.5% |
43.7 |
ATR |
24.1 |
24.6 |
0.5 |
2.2% |
0.0 |
Volume |
1,310 |
2,980 |
1,670 |
127.5% |
8,503 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.8 |
1,455.3 |
1,391.1 |
|
R3 |
1,442.2 |
1,423.7 |
1,382.4 |
|
R2 |
1,410.6 |
1,410.6 |
1,379.5 |
|
R1 |
1,392.1 |
1,392.1 |
1,376.6 |
1,385.6 |
PP |
1,379.0 |
1,379.0 |
1,379.0 |
1,375.7 |
S1 |
1,360.5 |
1,360.5 |
1,370.8 |
1,354.0 |
S2 |
1,347.4 |
1,347.4 |
1,367.9 |
|
S3 |
1,315.8 |
1,328.9 |
1,365.0 |
|
S4 |
1,284.2 |
1,297.3 |
1,356.3 |
|
|
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 |
1,416.7 |
1,365.8 |
50.9 |
3.7% |
26.2 |
1.9% |
16% |
False |
True |
1,992 |
10 |
1,433.7 |
1,357.9 |
75.8 |
5.5% |
24.0 |
1.7% |
21% |
False |
False |
1,808 |
20 |
1,433.7 |
1,285.2 |
148.5 |
10.8% |
23.6 |
1.7% |
60% |
False |
False |
1,683 |
40 |
1,433.7 |
1,271.7 |
162.0 |
11.8% |
21.5 |
1.6% |
63% |
False |
False |
1,784 |
60 |
1,433.7 |
1,187.9 |
245.8 |
17.9% |
22.7 |
1.7% |
76% |
False |
False |
1,621 |
80 |
1,441.1 |
1,187.9 |
253.2 |
18.4% |
22.8 |
1.7% |
73% |
False |
False |
1,329 |
100 |
1,482.1 |
1,187.9 |
294.2 |
21.4% |
21.9 |
1.6% |
63% |
False |
False |
1,287 |
120 |
1,622.3 |
1,187.9 |
434.4 |
31.6% |
21.5 |
1.6% |
43% |
False |
False |
1,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,531.7 |
2.618 |
1,480.1 |
1.618 |
1,448.5 |
1.000 |
1,429.0 |
0.618 |
1,416.9 |
HIGH |
1,397.4 |
0.618 |
1,385.3 |
0.500 |
1,381.6 |
0.382 |
1,377.9 |
LOW |
1,365.8 |
0.618 |
1,346.3 |
1.000 |
1,334.2 |
1.618 |
1,314.7 |
2.618 |
1,283.1 |
4.250 |
1,231.5 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,381.6 |
1,391.3 |
PP |
1,379.0 |
1,385.4 |
S1 |
1,376.3 |
1,379.6 |
|