| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,833.0 |
2,836.0 |
3.0 |
0.1% |
2,820.0 |
| High |
2,837.0 |
2,853.0 |
16.0 |
0.6% |
2,837.0 |
| Low |
2,802.0 |
2,828.0 |
26.0 |
0.9% |
2,775.0 |
| Close |
2,828.0 |
2,841.0 |
13.0 |
0.5% |
2,823.0 |
| Range |
35.0 |
25.0 |
-10.0 |
-28.6% |
62.0 |
| ATR |
38.0 |
37.1 |
-0.9 |
-2.4% |
0.0 |
| Volume |
751,458 |
765,433 |
13,975 |
1.9% |
3,261,530 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.7 |
2,903.3 |
2,854.8 |
|
| R3 |
2,890.7 |
2,878.3 |
2,847.9 |
|
| R2 |
2,865.7 |
2,865.7 |
2,845.6 |
|
| R1 |
2,853.3 |
2,853.3 |
2,843.3 |
2,859.5 |
| PP |
2,840.7 |
2,840.7 |
2,840.7 |
2,843.8 |
| S1 |
2,828.3 |
2,828.3 |
2,838.7 |
2,834.5 |
| S2 |
2,815.7 |
2,815.7 |
2,836.4 |
|
| S3 |
2,790.7 |
2,803.3 |
2,834.1 |
|
| S4 |
2,765.7 |
2,778.3 |
2,827.3 |
|
|
| 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 |
2,853.0 |
2,775.0 |
78.0 |
2.7% |
30.0 |
1.1% |
85% |
True |
False |
686,498 |
| 10 |
2,853.0 |
2,749.0 |
104.0 |
3.7% |
32.5 |
1.1% |
88% |
True |
False |
669,627 |
| 20 |
2,853.0 |
2,645.0 |
208.0 |
7.3% |
32.8 |
1.2% |
94% |
True |
False |
709,768 |
| 40 |
2,853.0 |
2,488.0 |
365.0 |
12.8% |
40.3 |
1.4% |
97% |
True |
False |
838,056 |
| 60 |
2,853.0 |
2,488.0 |
365.0 |
12.8% |
42.9 |
1.5% |
97% |
True |
False |
614,304 |
| 80 |
2,853.0 |
2,488.0 |
365.0 |
12.8% |
40.8 |
1.4% |
97% |
True |
False |
461,668 |
| 100 |
2,853.0 |
2,475.0 |
378.0 |
13.3% |
41.7 |
1.5% |
97% |
True |
False |
369,393 |
| 120 |
2,853.0 |
2,475.0 |
378.0 |
13.3% |
41.0 |
1.4% |
97% |
True |
False |
308,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,959.3 |
|
2.618 |
2,918.5 |
|
1.618 |
2,893.5 |
|
1.000 |
2,878.0 |
|
0.618 |
2,868.5 |
|
HIGH |
2,853.0 |
|
0.618 |
2,843.5 |
|
0.500 |
2,840.5 |
|
0.382 |
2,837.6 |
|
LOW |
2,828.0 |
|
0.618 |
2,812.6 |
|
1.000 |
2,803.0 |
|
1.618 |
2,787.6 |
|
2.618 |
2,762.6 |
|
4.250 |
2,721.8 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,840.8 |
2,836.5 |
| PP |
2,840.7 |
2,832.0 |
| S1 |
2,840.5 |
2,827.5 |
|