| 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 |
14,850 |
14,818 |
-32 |
-0.2% |
14,985 |
| High |
14,927 |
14,950 |
23 |
0.2% |
15,033 |
| Low |
14,761 |
14,782 |
21 |
0.1% |
14,740 |
| Close |
14,827 |
14,924 |
97 |
0.7% |
14,795 |
| Range |
166 |
168 |
2 |
1.2% |
293 |
| ATR |
139 |
141 |
2 |
1.5% |
0 |
| Volume |
168,753 |
114,036 |
-54,717 |
-32.4% |
637,663 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,389 |
15,325 |
15,017 |
|
| R3 |
15,221 |
15,157 |
14,970 |
|
| R2 |
15,053 |
15,053 |
14,955 |
|
| R1 |
14,989 |
14,989 |
14,940 |
15,021 |
| PP |
14,885 |
14,885 |
14,885 |
14,902 |
| S1 |
14,821 |
14,821 |
14,909 |
14,853 |
| S2 |
14,717 |
14,717 |
14,893 |
|
| S3 |
14,549 |
14,653 |
14,878 |
|
| S4 |
14,381 |
14,485 |
14,832 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,735 |
15,558 |
14,956 |
|
| R3 |
15,442 |
15,265 |
14,876 |
|
| R2 |
15,149 |
15,149 |
14,849 |
|
| R1 |
14,972 |
14,972 |
14,822 |
14,914 |
| PP |
14,856 |
14,856 |
14,856 |
14,827 |
| S1 |
14,679 |
14,679 |
14,768 |
14,621 |
| S2 |
14,563 |
14,563 |
14,741 |
|
| S3 |
14,270 |
14,386 |
14,715 |
|
| S4 |
13,977 |
14,093 |
14,634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,950 |
14,740 |
210 |
1.4% |
142 |
1.0% |
88% |
True |
False |
128,619 |
| 10 |
15,033 |
14,740 |
293 |
2.0% |
146 |
1.0% |
63% |
False |
False |
135,647 |
| 20 |
15,523 |
14,740 |
783 |
5.2% |
141 |
0.9% |
23% |
False |
False |
135,391 |
| 40 |
15,600 |
14,740 |
860 |
5.8% |
125 |
0.8% |
21% |
False |
False |
120,175 |
| 60 |
15,600 |
14,474 |
1,126 |
7.5% |
155 |
1.0% |
40% |
False |
False |
130,092 |
| 80 |
15,600 |
14,474 |
1,126 |
7.5% |
159 |
1.1% |
40% |
False |
False |
97,692 |
| 100 |
15,600 |
14,312 |
1,288 |
8.6% |
152 |
1.0% |
48% |
False |
False |
78,170 |
| 120 |
15,600 |
14,241 |
1,359 |
9.1% |
140 |
0.9% |
50% |
False |
False |
65,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,664 |
|
2.618 |
15,390 |
|
1.618 |
15,222 |
|
1.000 |
15,118 |
|
0.618 |
15,054 |
|
HIGH |
14,950 |
|
0.618 |
14,886 |
|
0.500 |
14,866 |
|
0.382 |
14,846 |
|
LOW |
14,782 |
|
0.618 |
14,678 |
|
1.000 |
14,614 |
|
1.618 |
14,510 |
|
2.618 |
14,342 |
|
4.250 |
14,068 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,905 |
14,899 |
| PP |
14,885 |
14,873 |
| S1 |
14,866 |
14,848 |
|