| 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 |
3,088.75 |
3,087.75 |
-1.00 |
0.0% |
3,120.25 |
| High |
3,113.25 |
3,132.00 |
18.75 |
0.6% |
3,147.25 |
| Low |
3,076.00 |
3,083.25 |
7.25 |
0.2% |
3,052.50 |
| Close |
3,086.50 |
3,128.25 |
41.75 |
1.4% |
3,073.50 |
| Range |
37.25 |
48.75 |
11.50 |
30.9% |
94.75 |
| ATR |
37.50 |
38.31 |
0.80 |
2.1% |
0.00 |
| Volume |
314,381 |
216,735 |
-97,646 |
-31.1% |
1,238,015 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.75 |
3,243.25 |
3,155.00 |
|
| R3 |
3,212.00 |
3,194.50 |
3,141.75 |
|
| R2 |
3,163.25 |
3,163.25 |
3,137.25 |
|
| R1 |
3,145.75 |
3,145.75 |
3,132.75 |
3,154.50 |
| PP |
3,114.50 |
3,114.50 |
3,114.50 |
3,119.00 |
| S1 |
3,097.00 |
3,097.00 |
3,123.75 |
3,105.75 |
| S2 |
3,065.75 |
3,065.75 |
3,119.25 |
|
| S3 |
3,017.00 |
3,048.25 |
3,114.75 |
|
| S4 |
2,968.25 |
2,999.50 |
3,101.50 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,375.25 |
3,319.25 |
3,125.50 |
|
| R3 |
3,280.50 |
3,224.50 |
3,099.50 |
|
| R2 |
3,185.75 |
3,185.75 |
3,090.75 |
|
| R1 |
3,129.75 |
3,129.75 |
3,082.25 |
3,110.50 |
| PP |
3,091.00 |
3,091.00 |
3,091.00 |
3,081.50 |
| S1 |
3,035.00 |
3,035.00 |
3,064.75 |
3,015.50 |
| S2 |
2,996.25 |
2,996.25 |
3,056.25 |
|
| S3 |
2,901.50 |
2,940.25 |
3,047.50 |
|
| S4 |
2,806.75 |
2,845.50 |
3,021.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,132.00 |
3,056.00 |
76.00 |
2.4% |
40.25 |
1.3% |
95% |
True |
False |
243,944 |
| 10 |
3,147.25 |
3,052.50 |
94.75 |
3.0% |
42.50 |
1.4% |
80% |
False |
False |
244,971 |
| 20 |
3,148.00 |
3,052.50 |
95.50 |
3.1% |
38.00 |
1.2% |
79% |
False |
False |
230,468 |
| 40 |
3,148.00 |
2,969.00 |
179.00 |
5.7% |
33.00 |
1.1% |
89% |
False |
False |
207,114 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
37.25 |
1.2% |
94% |
False |
False |
212,075 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
36.50 |
1.2% |
94% |
False |
False |
159,375 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
35.00 |
1.1% |
95% |
False |
False |
127,523 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
32.75 |
1.0% |
95% |
False |
False |
106,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,339.25 |
|
2.618 |
3,259.75 |
|
1.618 |
3,211.00 |
|
1.000 |
3,180.75 |
|
0.618 |
3,162.25 |
|
HIGH |
3,132.00 |
|
0.618 |
3,113.50 |
|
0.500 |
3,107.50 |
|
0.382 |
3,101.75 |
|
LOW |
3,083.25 |
|
0.618 |
3,053.00 |
|
1.000 |
3,034.50 |
|
1.618 |
3,004.25 |
|
2.618 |
2,955.50 |
|
4.250 |
2,876.00 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,121.50 |
3,117.75 |
| PP |
3,114.50 |
3,107.50 |
| S1 |
3,107.50 |
3,097.00 |
|