| 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 |
2,768.0 |
2,765.0 |
-3.0 |
-0.1% |
2,772.0 |
| High |
2,779.0 |
2,805.0 |
26.0 |
0.9% |
2,805.0 |
| Low |
2,748.0 |
2,761.0 |
13.0 |
0.5% |
2,725.0 |
| Close |
2,768.0 |
2,800.0 |
32.0 |
1.2% |
2,800.0 |
| Range |
31.0 |
44.0 |
13.0 |
41.9% |
80.0 |
| ATR |
42.3 |
42.4 |
0.1 |
0.3% |
0.0 |
| Volume |
1,298,449 |
708,588 |
-589,861 |
-45.4% |
3,728,873 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.7 |
2,904.3 |
2,824.2 |
|
| R3 |
2,876.7 |
2,860.3 |
2,812.1 |
|
| R2 |
2,832.7 |
2,832.7 |
2,808.1 |
|
| R1 |
2,816.3 |
2,816.3 |
2,804.0 |
2,824.5 |
| PP |
2,788.7 |
2,788.7 |
2,788.7 |
2,792.8 |
| S1 |
2,772.3 |
2,772.3 |
2,796.0 |
2,780.5 |
| S2 |
2,744.7 |
2,744.7 |
2,791.9 |
|
| S3 |
2,700.7 |
2,728.3 |
2,787.9 |
|
| S4 |
2,656.7 |
2,684.3 |
2,775.8 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,988.3 |
2,844.0 |
|
| R3 |
2,936.7 |
2,908.3 |
2,822.0 |
|
| R2 |
2,856.7 |
2,856.7 |
2,814.7 |
|
| R1 |
2,828.3 |
2,828.3 |
2,807.3 |
2,842.5 |
| PP |
2,776.7 |
2,776.7 |
2,776.7 |
2,783.8 |
| S1 |
2,748.3 |
2,748.3 |
2,792.7 |
2,762.5 |
| S2 |
2,696.7 |
2,696.7 |
2,785.3 |
|
| S3 |
2,616.7 |
2,668.3 |
2,778.0 |
|
| S4 |
2,536.7 |
2,588.3 |
2,756.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,805.0 |
2,713.0 |
92.0 |
3.3% |
43.2 |
1.5% |
95% |
True |
False |
863,651 |
| 10 |
2,836.0 |
2,713.0 |
123.0 |
4.4% |
44.3 |
1.6% |
71% |
False |
False |
853,163 |
| 20 |
2,860.0 |
2,713.0 |
147.0 |
5.3% |
40.9 |
1.5% |
59% |
False |
False |
821,294 |
| 40 |
2,860.0 |
2,645.0 |
215.0 |
7.7% |
36.8 |
1.3% |
72% |
False |
False |
761,455 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.3% |
41.7 |
1.5% |
84% |
False |
False |
833,937 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.3% |
42.5 |
1.5% |
84% |
False |
False |
639,146 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.8% |
41.4 |
1.5% |
84% |
False |
False |
511,995 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.8% |
42.1 |
1.5% |
84% |
False |
False |
426,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.0 |
|
2.618 |
2,920.2 |
|
1.618 |
2,876.2 |
|
1.000 |
2,849.0 |
|
0.618 |
2,832.2 |
|
HIGH |
2,805.0 |
|
0.618 |
2,788.2 |
|
0.500 |
2,783.0 |
|
0.382 |
2,777.8 |
|
LOW |
2,761.0 |
|
0.618 |
2,733.8 |
|
1.000 |
2,717.0 |
|
1.618 |
2,689.8 |
|
2.618 |
2,645.8 |
|
4.250 |
2,574.0 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.3 |
2,788.3 |
| PP |
2,788.7 |
2,776.7 |
| S1 |
2,783.0 |
2,765.0 |
|