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 |
1,391.9 |
1,369.7 |
-22.2 |
-1.6% |
1,380.0 |
High |
1,397.4 |
1,393.4 |
-4.0 |
-0.3% |
1,416.7 |
Low |
1,365.8 |
1,364.8 |
-1.0 |
-0.1% |
1,364.8 |
Close |
1,373.7 |
1,387.3 |
13.6 |
1.0% |
1,387.3 |
Range |
31.6 |
28.6 |
-3.0 |
-9.5% |
51.9 |
ATR |
24.6 |
24.9 |
0.3 |
1.2% |
0.0 |
Volume |
2,980 |
1,295 |
-1,685 |
-56.5% |
7,756 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.6 |
1,456.1 |
1,403.0 |
|
R3 |
1,439.0 |
1,427.5 |
1,395.2 |
|
R2 |
1,410.4 |
1,410.4 |
1,392.5 |
|
R1 |
1,398.9 |
1,398.9 |
1,389.9 |
1,404.7 |
PP |
1,381.8 |
1,381.8 |
1,381.8 |
1,384.7 |
S1 |
1,370.3 |
1,370.3 |
1,384.7 |
1,376.1 |
S2 |
1,353.2 |
1,353.2 |
1,382.1 |
|
S3 |
1,324.6 |
1,341.7 |
1,379.4 |
|
S4 |
1,296.0 |
1,313.1 |
1,371.6 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.3 |
1,518.2 |
1,415.8 |
|
R3 |
1,493.4 |
1,466.3 |
1,401.6 |
|
R2 |
1,441.5 |
1,441.5 |
1,396.8 |
|
R1 |
1,414.4 |
1,414.4 |
1,392.1 |
1,428.0 |
PP |
1,389.6 |
1,389.6 |
1,389.6 |
1,396.4 |
S1 |
1,362.5 |
1,362.5 |
1,382.5 |
1,376.1 |
S2 |
1,337.7 |
1,337.7 |
1,377.8 |
|
S3 |
1,285.8 |
1,310.6 |
1,373.0 |
|
S4 |
1,233.9 |
1,258.7 |
1,358.8 |
|
|
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 |
1,364.8 |
51.9 |
3.7% |
29.2 |
2.1% |
43% |
False |
True |
1,985 |
10 |
1,433.7 |
1,364.8 |
68.9 |
5.0% |
24.8 |
1.8% |
33% |
False |
True |
1,829 |
20 |
1,433.7 |
1,307.6 |
126.1 |
9.1% |
23.6 |
1.7% |
63% |
False |
False |
1,616 |
40 |
1,433.7 |
1,271.7 |
162.0 |
11.7% |
21.8 |
1.6% |
71% |
False |
False |
1,766 |
60 |
1,433.7 |
1,187.9 |
245.8 |
17.7% |
22.9 |
1.6% |
81% |
False |
False |
1,628 |
80 |
1,433.7 |
1,187.9 |
245.8 |
17.7% |
23.0 |
1.7% |
81% |
False |
False |
1,327 |
100 |
1,482.1 |
1,187.9 |
294.2 |
21.2% |
21.4 |
1.5% |
68% |
False |
False |
1,290 |
120 |
1,622.3 |
1,187.9 |
434.4 |
31.3% |
21.6 |
1.6% |
46% |
False |
False |
1,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.0 |
2.618 |
1,468.3 |
1.618 |
1,439.7 |
1.000 |
1,422.0 |
0.618 |
1,411.1 |
HIGH |
1,393.4 |
0.618 |
1,382.5 |
0.500 |
1,379.1 |
0.382 |
1,375.7 |
LOW |
1,364.8 |
0.618 |
1,347.1 |
1.000 |
1,336.2 |
1.618 |
1,318.5 |
2.618 |
1,289.9 |
4.250 |
1,243.3 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,384.6 |
1,389.4 |
PP |
1,381.8 |
1,388.7 |
S1 |
1,379.1 |
1,388.0 |
|