| 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 |
2,748.0 |
2,753.0 |
5.0 |
0.2% |
2,815.0 |
| High |
2,752.0 |
2,764.0 |
12.0 |
0.4% |
2,817.0 |
| Low |
2,712.0 |
2,736.0 |
24.0 |
0.9% |
2,699.0 |
| Close |
2,746.0 |
2,755.0 |
9.0 |
0.3% |
2,713.0 |
| Range |
40.0 |
28.0 |
-12.0 |
-30.0% |
118.0 |
| ATR |
39.7 |
38.9 |
-0.8 |
-2.1% |
0.0 |
| Volume |
21,226 |
5,634 |
-15,592 |
-73.5% |
14,088 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.7 |
2,823.3 |
2,770.4 |
|
| R3 |
2,807.7 |
2,795.3 |
2,762.7 |
|
| R2 |
2,779.7 |
2,779.7 |
2,760.1 |
|
| R1 |
2,767.3 |
2,767.3 |
2,757.6 |
2,773.5 |
| PP |
2,751.7 |
2,751.7 |
2,751.7 |
2,754.8 |
| S1 |
2,739.3 |
2,739.3 |
2,752.4 |
2,745.5 |
| S2 |
2,723.7 |
2,723.7 |
2,749.9 |
|
| S3 |
2,695.7 |
2,711.3 |
2,747.3 |
|
| S4 |
2,667.7 |
2,683.3 |
2,739.6 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.0 |
3,023.0 |
2,777.9 |
|
| R3 |
2,979.0 |
2,905.0 |
2,745.5 |
|
| R2 |
2,861.0 |
2,861.0 |
2,734.6 |
|
| R1 |
2,787.0 |
2,787.0 |
2,723.8 |
2,765.0 |
| PP |
2,743.0 |
2,743.0 |
2,743.0 |
2,732.0 |
| S1 |
2,669.0 |
2,669.0 |
2,702.2 |
2,647.0 |
| S2 |
2,625.0 |
2,625.0 |
2,691.4 |
|
| S3 |
2,507.0 |
2,551.0 |
2,680.6 |
|
| S4 |
2,389.0 |
2,433.0 |
2,648.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,773.0 |
2,699.0 |
74.0 |
2.7% |
38.4 |
1.4% |
76% |
False |
False |
10,990 |
| 10 |
2,820.0 |
2,699.0 |
121.0 |
4.4% |
42.6 |
1.5% |
46% |
False |
False |
6,154 |
| 20 |
2,843.0 |
2,699.0 |
144.0 |
5.2% |
36.1 |
1.3% |
39% |
False |
False |
3,445 |
| 40 |
2,843.0 |
2,634.0 |
209.0 |
7.6% |
31.7 |
1.1% |
58% |
False |
False |
1,959 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.1% |
35.6 |
1.3% |
76% |
False |
False |
1,409 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.1% |
35.5 |
1.3% |
76% |
False |
False |
1,095 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.3% |
34.1 |
1.2% |
76% |
False |
False |
891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.0 |
|
2.618 |
2,837.3 |
|
1.618 |
2,809.3 |
|
1.000 |
2,792.0 |
|
0.618 |
2,781.3 |
|
HIGH |
2,764.0 |
|
0.618 |
2,753.3 |
|
0.500 |
2,750.0 |
|
0.382 |
2,746.7 |
|
LOW |
2,736.0 |
|
0.618 |
2,718.7 |
|
1.000 |
2,708.0 |
|
1.618 |
2,690.7 |
|
2.618 |
2,662.7 |
|
4.250 |
2,617.0 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.3 |
2,750.8 |
| PP |
2,751.7 |
2,746.7 |
| S1 |
2,750.0 |
2,742.5 |
|