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 |
14,929.49 |
14,941.55 |
12.06 |
0.1% |
14,801.55 |
High |
14,987.47 |
15,009.84 |
22.37 |
0.1% |
15,009.84 |
Low |
14,923.27 |
14,789.40 |
-133.87 |
-0.9% |
14,777.48 |
Close |
14,937.48 |
14,922.50 |
-14.98 |
-0.1% |
14,922.50 |
Range |
64.20 |
220.44 |
156.24 |
243.4% |
232.36 |
ATR |
120.83 |
127.94 |
7.12 |
5.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,568.57 |
15,465.97 |
15,043.74 |
|
R3 |
15,348.13 |
15,245.53 |
14,983.12 |
|
R2 |
15,127.69 |
15,127.69 |
14,962.91 |
|
R1 |
15,025.09 |
15,025.09 |
14,942.71 |
14,966.17 |
PP |
14,907.25 |
14,907.25 |
14,907.25 |
14,877.79 |
S1 |
14,804.65 |
14,804.65 |
14,902.29 |
14,745.73 |
S2 |
14,686.81 |
14,686.81 |
14,882.09 |
|
S3 |
14,466.37 |
14,584.21 |
14,861.88 |
|
S4 |
14,245.93 |
14,363.77 |
14,801.26 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,600.35 |
15,493.79 |
15,050.30 |
|
R3 |
15,367.99 |
15,261.43 |
14,986.40 |
|
R2 |
15,135.63 |
15,135.63 |
14,965.10 |
|
R1 |
15,029.07 |
15,029.07 |
14,943.80 |
15,082.35 |
PP |
14,903.27 |
14,903.27 |
14,903.27 |
14,929.92 |
S1 |
14,796.71 |
14,796.71 |
14,901.20 |
14,849.99 |
S2 |
14,670.91 |
14,670.91 |
14,879.90 |
|
S3 |
14,438.55 |
14,564.35 |
14,858.60 |
|
S4 |
14,206.19 |
14,331.99 |
14,794.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,009.84 |
14,762.35 |
247.49 |
1.7% |
136.81 |
0.9% |
65% |
True |
False |
|
10 |
15,049.98 |
14,760.41 |
289.57 |
1.9% |
128.78 |
0.9% |
56% |
False |
False |
|
20 |
15,507.76 |
14,760.41 |
747.35 |
5.0% |
128.29 |
0.9% |
22% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
6.0% |
113.31 |
0.8% |
18% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
134.49 |
0.9% |
34% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
142.52 |
1.0% |
34% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.1% |
136.94 |
0.9% |
39% |
False |
False |
|
120 |
15,658.43 |
14,382.09 |
1,276.34 |
8.6% |
135.05 |
0.9% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,946.71 |
2.618 |
15,586.95 |
1.618 |
15,366.51 |
1.000 |
15,230.28 |
0.618 |
15,146.07 |
HIGH |
15,009.84 |
0.618 |
14,925.63 |
0.500 |
14,899.62 |
0.382 |
14,873.61 |
LOW |
14,789.40 |
0.618 |
14,653.17 |
1.000 |
14,568.96 |
1.618 |
14,432.73 |
2.618 |
14,212.29 |
4.250 |
13,852.53 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,914.87 |
14,914.87 |
PP |
14,907.25 |
14,907.25 |
S1 |
14,899.62 |
14,899.62 |
|