| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1,639.00 |
1,640.25 |
1.25 |
0.1% |
1,660.75 |
| High |
1,645.00 |
1,650.00 |
5.00 |
0.3% |
1,667.50 |
| Low |
1,625.50 |
1,630.75 |
5.25 |
0.3% |
1,624.75 |
| Close |
1,631.25 |
1,639.00 |
7.75 |
0.5% |
1,631.25 |
| Range |
19.50 |
19.25 |
-0.25 |
-1.3% |
42.75 |
| ATR |
17.08 |
17.24 |
0.15 |
0.9% |
0.00 |
| Volume |
1,932,571 |
2,318,259 |
385,688 |
20.0% |
8,791,964 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,697.75 |
1,687.50 |
1,649.50 |
|
| R3 |
1,678.50 |
1,668.25 |
1,644.25 |
|
| R2 |
1,659.25 |
1,659.25 |
1,642.50 |
|
| R1 |
1,649.00 |
1,649.00 |
1,640.75 |
1,644.50 |
| PP |
1,640.00 |
1,640.00 |
1,640.00 |
1,637.50 |
| S1 |
1,629.75 |
1,629.75 |
1,637.25 |
1,625.25 |
| S2 |
1,620.75 |
1,620.75 |
1,635.50 |
|
| S3 |
1,601.50 |
1,610.50 |
1,633.75 |
|
| S4 |
1,582.25 |
1,591.25 |
1,628.50 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.50 |
1,743.00 |
1,654.75 |
|
| R3 |
1,726.75 |
1,700.25 |
1,643.00 |
|
| R2 |
1,684.00 |
1,684.00 |
1,639.00 |
|
| R1 |
1,657.50 |
1,657.50 |
1,635.25 |
1,649.50 |
| PP |
1,641.25 |
1,641.25 |
1,641.25 |
1,637.00 |
| S1 |
1,614.75 |
1,614.75 |
1,627.25 |
1,606.50 |
| S2 |
1,598.50 |
1,598.50 |
1,623.50 |
|
| S3 |
1,555.75 |
1,572.00 |
1,619.50 |
|
| S4 |
1,513.00 |
1,529.25 |
1,607.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,655.50 |
1,624.75 |
30.75 |
1.9% |
20.00 |
1.2% |
46% |
False |
False |
1,979,246 |
| 10 |
1,667.50 |
1,624.75 |
42.75 |
2.6% |
19.00 |
1.2% |
33% |
False |
False |
1,767,897 |
| 20 |
1,703.50 |
1,624.75 |
78.75 |
4.8% |
17.00 |
1.0% |
18% |
False |
False |
1,674,545 |
| 40 |
1,705.00 |
1,624.75 |
80.25 |
4.9% |
15.00 |
0.9% |
18% |
False |
False |
1,475,927 |
| 60 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.25 |
1.1% |
57% |
False |
False |
1,549,941 |
| 80 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
19.00 |
1.2% |
57% |
False |
False |
1,169,697 |
| 100 |
1,705.00 |
1,524.75 |
180.25 |
11.0% |
18.75 |
1.1% |
63% |
False |
False |
938,052 |
| 120 |
1,705.00 |
1,523.50 |
181.50 |
11.1% |
18.25 |
1.1% |
64% |
False |
False |
782,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,731.75 |
|
2.618 |
1,700.50 |
|
1.618 |
1,681.25 |
|
1.000 |
1,669.25 |
|
0.618 |
1,662.00 |
|
HIGH |
1,650.00 |
|
0.618 |
1,642.75 |
|
0.500 |
1,640.50 |
|
0.382 |
1,638.00 |
|
LOW |
1,630.75 |
|
0.618 |
1,618.75 |
|
1.000 |
1,611.50 |
|
1.618 |
1,599.50 |
|
2.618 |
1,580.25 |
|
4.250 |
1,549.00 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,640.50 |
1,638.50 |
| PP |
1,640.00 |
1,638.25 |
| S1 |
1,639.50 |
1,637.75 |
|