| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,848.0 |
2,829.0 |
-19.0 |
-0.7% |
2,833.0 |
| High |
2,851.0 |
2,859.0 |
8.0 |
0.3% |
2,860.0 |
| Low |
2,806.0 |
2,825.0 |
19.0 |
0.7% |
2,802.0 |
| Close |
2,834.0 |
2,853.0 |
19.0 |
0.7% |
2,853.0 |
| Range |
45.0 |
34.0 |
-11.0 |
-24.4% |
58.0 |
| ATR |
36.8 |
36.6 |
-0.2 |
-0.5% |
0.0 |
| Volume |
824,413 |
682,376 |
-142,037 |
-17.2% |
3,950,051 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.7 |
2,934.3 |
2,871.7 |
|
| R3 |
2,913.7 |
2,900.3 |
2,862.4 |
|
| R2 |
2,879.7 |
2,879.7 |
2,859.2 |
|
| R1 |
2,866.3 |
2,866.3 |
2,856.1 |
2,873.0 |
| PP |
2,845.7 |
2,845.7 |
2,845.7 |
2,849.0 |
| S1 |
2,832.3 |
2,832.3 |
2,849.9 |
2,839.0 |
| S2 |
2,811.7 |
2,811.7 |
2,846.8 |
|
| S3 |
2,777.7 |
2,798.3 |
2,843.7 |
|
| S4 |
2,743.7 |
2,764.3 |
2,834.3 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.3 |
2,990.7 |
2,884.9 |
|
| R3 |
2,954.3 |
2,932.7 |
2,869.0 |
|
| R2 |
2,896.3 |
2,896.3 |
2,863.6 |
|
| R1 |
2,874.7 |
2,874.7 |
2,858.3 |
2,885.5 |
| PP |
2,838.3 |
2,838.3 |
2,838.3 |
2,843.8 |
| S1 |
2,816.7 |
2,816.7 |
2,847.7 |
2,827.5 |
| S2 |
2,780.3 |
2,780.3 |
2,842.4 |
|
| S3 |
2,722.3 |
2,758.7 |
2,837.1 |
|
| S4 |
2,664.3 |
2,700.7 |
2,821.1 |
|
|
| 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 |
2,802.0 |
58.0 |
2.0% |
32.6 |
1.1% |
88% |
False |
False |
790,010 |
| 10 |
2,860.0 |
2,775.0 |
85.0 |
3.0% |
32.1 |
1.1% |
92% |
False |
False |
721,158 |
| 20 |
2,860.0 |
2,712.0 |
148.0 |
5.2% |
31.9 |
1.1% |
95% |
False |
False |
714,345 |
| 40 |
2,860.0 |
2,488.0 |
372.0 |
13.0% |
39.0 |
1.4% |
98% |
False |
False |
798,839 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.0% |
42.9 |
1.5% |
98% |
False |
False |
654,848 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.0% |
40.3 |
1.4% |
98% |
False |
False |
492,075 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.5% |
41.7 |
1.5% |
98% |
False |
False |
393,719 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.5% |
41.1 |
1.4% |
98% |
False |
False |
328,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,003.5 |
|
2.618 |
2,948.0 |
|
1.618 |
2,914.0 |
|
1.000 |
2,893.0 |
|
0.618 |
2,880.0 |
|
HIGH |
2,859.0 |
|
0.618 |
2,846.0 |
|
0.500 |
2,842.0 |
|
0.382 |
2,838.0 |
|
LOW |
2,825.0 |
|
0.618 |
2,804.0 |
|
1.000 |
2,791.0 |
|
1.618 |
2,770.0 |
|
2.618 |
2,736.0 |
|
4.250 |
2,680.5 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,849.3 |
2,846.3 |
| PP |
2,845.7 |
2,839.7 |
| S1 |
2,842.0 |
2,833.0 |
|