| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
13,395 |
13,900 |
505 |
3.8% |
13,750 |
| High |
14,025 |
14,160 |
135 |
1.0% |
13,780 |
| Low |
13,330 |
13,845 |
515 |
3.9% |
13,180 |
| Close |
13,895 |
14,100 |
205 |
1.5% |
13,330 |
| Range |
695 |
315 |
-380 |
-54.7% |
600 |
| ATR |
382 |
378 |
-5 |
-1.3% |
0 |
| Volume |
27,819 |
12,843 |
-14,976 |
-53.8% |
55,763 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,980 |
14,855 |
14,273 |
|
| R3 |
14,665 |
14,540 |
14,187 |
|
| R2 |
14,350 |
14,350 |
14,158 |
|
| R1 |
14,225 |
14,225 |
14,129 |
14,288 |
| PP |
14,035 |
14,035 |
14,035 |
14,066 |
| S1 |
13,910 |
13,910 |
14,071 |
13,973 |
| S2 |
13,720 |
13,720 |
14,042 |
|
| S3 |
13,405 |
13,595 |
14,014 |
|
| S4 |
13,090 |
13,280 |
13,927 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,230 |
14,880 |
13,660 |
|
| R3 |
14,630 |
14,280 |
13,495 |
|
| R2 |
14,030 |
14,030 |
13,440 |
|
| R1 |
13,680 |
13,680 |
13,385 |
13,555 |
| PP |
13,430 |
13,430 |
13,430 |
13,368 |
| S1 |
13,080 |
13,080 |
13,275 |
12,955 |
| S2 |
12,830 |
12,830 |
13,220 |
|
| S3 |
12,230 |
12,480 |
13,165 |
|
| S4 |
11,630 |
11,880 |
13,000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,160 |
13,180 |
980 |
7.0% |
384 |
2.7% |
94% |
True |
False |
14,928 |
| 10 |
14,160 |
13,180 |
980 |
7.0% |
355 |
2.5% |
94% |
True |
False |
14,861 |
| 20 |
14,240 |
13,180 |
1,060 |
7.5% |
367 |
2.6% |
87% |
False |
False |
16,063 |
| 40 |
15,060 |
13,180 |
1,880 |
13.3% |
370 |
2.6% |
49% |
False |
False |
15,159 |
| 60 |
15,060 |
12,525 |
2,535 |
18.0% |
425 |
3.0% |
62% |
False |
False |
18,524 |
| 80 |
16,120 |
12,420 |
3,700 |
26.2% |
458 |
3.2% |
45% |
False |
False |
14,489 |
| 100 |
16,120 |
12,420 |
3,700 |
26.2% |
401 |
2.8% |
45% |
False |
False |
11,615 |
| 120 |
16,120 |
12,015 |
4,105 |
29.1% |
365 |
2.6% |
51% |
False |
False |
9,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,499 |
|
2.618 |
14,985 |
|
1.618 |
14,670 |
|
1.000 |
14,475 |
|
0.618 |
14,355 |
|
HIGH |
14,160 |
|
0.618 |
14,040 |
|
0.500 |
14,003 |
|
0.382 |
13,965 |
|
LOW |
13,845 |
|
0.618 |
13,650 |
|
1.000 |
13,530 |
|
1.618 |
13,335 |
|
2.618 |
13,020 |
|
4.250 |
12,506 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,068 |
13,970 |
| PP |
14,035 |
13,840 |
| S1 |
14,003 |
13,710 |
|