| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
14,818 |
14,935 |
117 |
0.8% |
14,985 |
| High |
14,950 |
14,972 |
22 |
0.1% |
15,033 |
| Low |
14,782 |
14,895 |
113 |
0.8% |
14,740 |
| Close |
14,924 |
14,917 |
-7 |
0.0% |
14,795 |
| Range |
168 |
77 |
-91 |
-54.2% |
293 |
| ATR |
141 |
136 |
-5 |
-3.2% |
0 |
| Volume |
114,036 |
87,526 |
-26,510 |
-23.2% |
637,663 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,159 |
15,115 |
14,959 |
|
| R3 |
15,082 |
15,038 |
14,938 |
|
| R2 |
15,005 |
15,005 |
14,931 |
|
| R1 |
14,961 |
14,961 |
14,924 |
14,945 |
| PP |
14,928 |
14,928 |
14,928 |
14,920 |
| S1 |
14,884 |
14,884 |
14,910 |
14,868 |
| S2 |
14,851 |
14,851 |
14,903 |
|
| S3 |
14,774 |
14,807 |
14,896 |
|
| S4 |
14,697 |
14,730 |
14,875 |
|
|
| 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 |
14,972 |
14,745 |
227 |
1.5% |
136 |
0.9% |
76% |
True |
False |
123,282 |
| 10 |
15,033 |
14,740 |
293 |
2.0% |
137 |
0.9% |
60% |
False |
False |
125,516 |
| 20 |
15,523 |
14,740 |
783 |
5.2% |
140 |
0.9% |
23% |
False |
False |
134,423 |
| 40 |
15,600 |
14,740 |
860 |
5.8% |
124 |
0.8% |
21% |
False |
False |
118,897 |
| 60 |
15,600 |
14,474 |
1,126 |
7.5% |
154 |
1.0% |
39% |
False |
False |
131,465 |
| 80 |
15,600 |
14,474 |
1,126 |
7.5% |
160 |
1.1% |
39% |
False |
False |
98,786 |
| 100 |
15,600 |
14,312 |
1,288 |
8.6% |
150 |
1.0% |
47% |
False |
False |
79,046 |
| 120 |
15,600 |
14,241 |
1,359 |
9.1% |
140 |
0.9% |
50% |
False |
False |
65,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,299 |
|
2.618 |
15,174 |
|
1.618 |
15,097 |
|
1.000 |
15,049 |
|
0.618 |
15,020 |
|
HIGH |
14,972 |
|
0.618 |
14,943 |
|
0.500 |
14,934 |
|
0.382 |
14,925 |
|
LOW |
14,895 |
|
0.618 |
14,848 |
|
1.000 |
14,818 |
|
1.618 |
14,771 |
|
2.618 |
14,694 |
|
4.250 |
14,568 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,934 |
14,900 |
| PP |
14,928 |
14,883 |
| S1 |
14,923 |
14,867 |
|