| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,825.0 |
2,833.0 |
8.0 |
0.3% |
2,820.0 |
| High |
2,837.0 |
2,837.0 |
0.0 |
0.0% |
2,837.0 |
| Low |
2,806.0 |
2,802.0 |
-4.0 |
-0.1% |
2,775.0 |
| Close |
2,823.0 |
2,828.0 |
5.0 |
0.2% |
2,823.0 |
| Range |
31.0 |
35.0 |
4.0 |
12.9% |
62.0 |
| ATR |
38.2 |
38.0 |
-0.2 |
-0.6% |
0.0 |
| Volume |
644,284 |
751,458 |
107,174 |
16.6% |
3,261,530 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.3 |
2,912.7 |
2,847.3 |
|
| R3 |
2,892.3 |
2,877.7 |
2,837.6 |
|
| R2 |
2,857.3 |
2,857.3 |
2,834.4 |
|
| R1 |
2,842.7 |
2,842.7 |
2,831.2 |
2,832.5 |
| PP |
2,822.3 |
2,822.3 |
2,822.3 |
2,817.3 |
| S1 |
2,807.7 |
2,807.7 |
2,824.8 |
2,797.5 |
| S2 |
2,787.3 |
2,787.3 |
2,821.6 |
|
| S3 |
2,752.3 |
2,772.7 |
2,818.4 |
|
| S4 |
2,717.3 |
2,737.7 |
2,808.8 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.7 |
2,972.3 |
2,857.1 |
|
| R3 |
2,935.7 |
2,910.3 |
2,840.1 |
|
| R2 |
2,873.7 |
2,873.7 |
2,834.4 |
|
| R1 |
2,848.3 |
2,848.3 |
2,828.7 |
2,861.0 |
| PP |
2,811.7 |
2,811.7 |
2,811.7 |
2,818.0 |
| S1 |
2,786.3 |
2,786.3 |
2,817.3 |
2,799.0 |
| S2 |
2,749.7 |
2,749.7 |
2,811.6 |
|
| S3 |
2,687.7 |
2,724.3 |
2,806.0 |
|
| S4 |
2,625.7 |
2,662.3 |
2,788.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,837.0 |
2,775.0 |
62.0 |
2.2% |
34.0 |
1.2% |
85% |
True |
False |
665,333 |
| 10 |
2,837.0 |
2,744.0 |
93.0 |
3.3% |
32.3 |
1.1% |
90% |
True |
False |
682,295 |
| 20 |
2,837.0 |
2,645.0 |
192.0 |
6.8% |
33.1 |
1.2% |
95% |
True |
False |
715,629 |
| 40 |
2,837.0 |
2,488.0 |
349.0 |
12.3% |
41.0 |
1.4% |
97% |
True |
False |
848,361 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.5% |
43.2 |
1.5% |
96% |
False |
False |
601,549 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
41.0 |
1.4% |
96% |
False |
False |
452,101 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
41.9 |
1.5% |
96% |
False |
False |
361,740 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
41.1 |
1.5% |
96% |
False |
False |
301,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.8 |
|
2.618 |
2,928.6 |
|
1.618 |
2,893.6 |
|
1.000 |
2,872.0 |
|
0.618 |
2,858.6 |
|
HIGH |
2,837.0 |
|
0.618 |
2,823.6 |
|
0.500 |
2,819.5 |
|
0.382 |
2,815.4 |
|
LOW |
2,802.0 |
|
0.618 |
2,780.4 |
|
1.000 |
2,767.0 |
|
1.618 |
2,745.4 |
|
2.618 |
2,710.4 |
|
4.250 |
2,653.3 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,825.2 |
2,823.7 |
| PP |
2,822.3 |
2,819.3 |
| S1 |
2,819.5 |
2,815.0 |
|