| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,836.0 |
2,850.0 |
14.0 |
0.5% |
2,820.0 |
| High |
2,853.0 |
2,860.0 |
7.0 |
0.2% |
2,837.0 |
| Low |
2,828.0 |
2,836.0 |
8.0 |
0.3% |
2,775.0 |
| Close |
2,841.0 |
2,852.0 |
11.0 |
0.4% |
2,823.0 |
| Range |
25.0 |
24.0 |
-1.0 |
-4.0% |
62.0 |
| ATR |
37.1 |
36.1 |
-0.9 |
-2.5% |
0.0 |
| Volume |
765,433 |
926,371 |
160,938 |
21.0% |
3,261,530 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.3 |
2,910.7 |
2,865.2 |
|
| R3 |
2,897.3 |
2,886.7 |
2,858.6 |
|
| R2 |
2,873.3 |
2,873.3 |
2,856.4 |
|
| R1 |
2,862.7 |
2,862.7 |
2,854.2 |
2,868.0 |
| PP |
2,849.3 |
2,849.3 |
2,849.3 |
2,852.0 |
| S1 |
2,838.7 |
2,838.7 |
2,849.8 |
2,844.0 |
| S2 |
2,825.3 |
2,825.3 |
2,847.6 |
|
| S3 |
2,801.3 |
2,814.7 |
2,845.4 |
|
| S4 |
2,777.3 |
2,790.7 |
2,838.8 |
|
|
| 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 |
2,860.0 |
2,793.0 |
67.0 |
2.3% |
29.8 |
1.0% |
88% |
True |
False |
744,932 |
| 10 |
2,860.0 |
2,774.0 |
86.0 |
3.0% |
32.2 |
1.1% |
91% |
True |
False |
677,538 |
| 20 |
2,860.0 |
2,668.0 |
192.0 |
6.7% |
31.6 |
1.1% |
96% |
True |
False |
709,955 |
| 40 |
2,860.0 |
2,488.0 |
372.0 |
13.0% |
40.3 |
1.4% |
98% |
True |
False |
834,627 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.0% |
42.9 |
1.5% |
98% |
True |
False |
629,743 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.0% |
40.8 |
1.4% |
98% |
True |
False |
473,245 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.5% |
41.6 |
1.5% |
98% |
True |
False |
378,654 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.5% |
41.2 |
1.4% |
98% |
True |
False |
315,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.0 |
|
2.618 |
2,922.8 |
|
1.618 |
2,898.8 |
|
1.000 |
2,884.0 |
|
0.618 |
2,874.8 |
|
HIGH |
2,860.0 |
|
0.618 |
2,850.8 |
|
0.500 |
2,848.0 |
|
0.382 |
2,845.2 |
|
LOW |
2,836.0 |
|
0.618 |
2,821.2 |
|
1.000 |
2,812.0 |
|
1.618 |
2,797.2 |
|
2.618 |
2,773.2 |
|
4.250 |
2,734.0 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,850.7 |
2,845.0 |
| PP |
2,849.3 |
2,838.0 |
| S1 |
2,848.0 |
2,831.0 |
|