| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,793.0 |
2,766.0 |
-27.0 |
-1.0% |
2,833.0 |
| High |
2,799.0 |
2,823.0 |
24.0 |
0.9% |
2,860.0 |
| Low |
2,766.0 |
2,766.0 |
0.0 |
0.0% |
2,802.0 |
| Close |
2,773.0 |
2,807.0 |
34.0 |
1.2% |
2,853.0 |
| Range |
33.0 |
57.0 |
24.0 |
72.7% |
58.0 |
| ATR |
38.2 |
39.6 |
1.3 |
3.5% |
0.0 |
| Volume |
756,938 |
647,328 |
-109,610 |
-14.5% |
3,950,051 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.7 |
2,945.3 |
2,838.4 |
|
| R3 |
2,912.7 |
2,888.3 |
2,822.7 |
|
| R2 |
2,855.7 |
2,855.7 |
2,817.5 |
|
| R1 |
2,831.3 |
2,831.3 |
2,812.2 |
2,843.5 |
| PP |
2,798.7 |
2,798.7 |
2,798.7 |
2,804.8 |
| S1 |
2,774.3 |
2,774.3 |
2,801.8 |
2,786.5 |
| S2 |
2,741.7 |
2,741.7 |
2,796.6 |
|
| S3 |
2,684.7 |
2,717.3 |
2,791.3 |
|
| S4 |
2,627.7 |
2,660.3 |
2,775.7 |
|
|
| 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 |
2,859.0 |
2,766.0 |
93.0 |
3.3% |
43.0 |
1.5% |
44% |
False |
True |
796,460 |
| 10 |
2,860.0 |
2,766.0 |
94.0 |
3.3% |
37.5 |
1.3% |
44% |
False |
True |
789,426 |
| 20 |
2,860.0 |
2,733.0 |
127.0 |
4.5% |
34.8 |
1.2% |
58% |
False |
False |
722,912 |
| 40 |
2,860.0 |
2,535.0 |
325.0 |
11.6% |
37.2 |
1.3% |
84% |
False |
False |
757,645 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.3% |
43.2 |
1.5% |
86% |
False |
False |
709,720 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.3% |
40.9 |
1.5% |
86% |
False |
False |
532,892 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.7% |
41.3 |
1.5% |
86% |
False |
False |
426,710 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.7% |
40.9 |
1.5% |
86% |
False |
False |
356,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,065.3 |
|
2.618 |
2,972.2 |
|
1.618 |
2,915.2 |
|
1.000 |
2,880.0 |
|
0.618 |
2,858.2 |
|
HIGH |
2,823.0 |
|
0.618 |
2,801.2 |
|
0.500 |
2,794.5 |
|
0.382 |
2,787.8 |
|
LOW |
2,766.0 |
|
0.618 |
2,730.8 |
|
1.000 |
2,709.0 |
|
1.618 |
2,673.8 |
|
2.618 |
2,616.8 |
|
4.250 |
2,523.8 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.8 |
2,802.8 |
| PP |
2,798.7 |
2,798.7 |
| S1 |
2,794.5 |
2,794.5 |
|