| 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 |
5,181.0 |
5,145.0 |
-36.0 |
-0.7% |
5,129.0 |
| High |
5,182.0 |
5,161.0 |
-21.0 |
-0.4% |
5,204.0 |
| Low |
5,109.0 |
5,110.0 |
1.0 |
0.0% |
5,109.0 |
| Close |
5,138.0 |
5,145.0 |
7.0 |
0.1% |
5,145.0 |
| Range |
73.0 |
51.0 |
-22.0 |
-30.1% |
95.0 |
| ATR |
54.9 |
54.6 |
-0.3 |
-0.5% |
0.0 |
| Volume |
24,967 |
20,298 |
-4,669 |
-18.7% |
122,048 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,291.7 |
5,269.3 |
5,173.1 |
|
| R3 |
5,240.7 |
5,218.3 |
5,159.0 |
|
| R2 |
5,189.7 |
5,189.7 |
5,154.4 |
|
| R1 |
5,167.3 |
5,167.3 |
5,149.7 |
5,170.5 |
| PP |
5,138.7 |
5,138.7 |
5,138.7 |
5,140.3 |
| S1 |
5,116.3 |
5,116.3 |
5,140.3 |
5,119.5 |
| S2 |
5,087.7 |
5,087.7 |
5,135.7 |
|
| S3 |
5,036.7 |
5,065.3 |
5,131.0 |
|
| S4 |
4,985.7 |
5,014.3 |
5,117.0 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,437.7 |
5,386.3 |
5,197.3 |
|
| R3 |
5,342.7 |
5,291.3 |
5,171.1 |
|
| R2 |
5,247.7 |
5,247.7 |
5,162.4 |
|
| R1 |
5,196.3 |
5,196.3 |
5,153.7 |
5,222.0 |
| PP |
5,152.7 |
5,152.7 |
5,152.7 |
5,165.5 |
| S1 |
5,101.3 |
5,101.3 |
5,136.3 |
5,127.0 |
| S2 |
5,057.7 |
5,057.7 |
5,127.6 |
|
| S3 |
4,962.7 |
5,006.3 |
5,118.9 |
|
| S4 |
4,867.7 |
4,911.3 |
5,092.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,204.0 |
5,109.0 |
95.0 |
1.8% |
48.6 |
0.9% |
38% |
False |
False |
24,409 |
| 10 |
5,204.0 |
5,042.0 |
162.0 |
3.1% |
44.8 |
0.9% |
64% |
False |
False |
23,662 |
| 20 |
5,204.0 |
4,996.0 |
208.0 |
4.0% |
46.2 |
0.9% |
72% |
False |
False |
23,559 |
| 40 |
5,204.0 |
4,919.0 |
285.0 |
5.5% |
44.6 |
0.9% |
79% |
False |
False |
22,043 |
| 60 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
52.6 |
1.0% |
90% |
False |
False |
27,664 |
| 80 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
49.2 |
1.0% |
90% |
False |
False |
21,061 |
| 100 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
41.3 |
0.8% |
90% |
False |
False |
16,854 |
| 120 |
5,204.0 |
4,598.0 |
606.0 |
11.8% |
36.0 |
0.7% |
90% |
False |
False |
14,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,377.8 |
|
2.618 |
5,294.5 |
|
1.618 |
5,243.5 |
|
1.000 |
5,212.0 |
|
0.618 |
5,192.5 |
|
HIGH |
5,161.0 |
|
0.618 |
5,141.5 |
|
0.500 |
5,135.5 |
|
0.382 |
5,129.5 |
|
LOW |
5,110.0 |
|
0.618 |
5,078.5 |
|
1.000 |
5,059.0 |
|
1.618 |
5,027.5 |
|
2.618 |
4,976.5 |
|
4.250 |
4,893.3 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,141.8 |
5,145.5 |
| PP |
5,138.7 |
5,145.3 |
| S1 |
5,135.5 |
5,145.2 |
|