| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,816.0 |
50.0 |
1.8% |
2,852.0 |
| High |
2,823.0 |
2,836.0 |
13.0 |
0.5% |
2,859.0 |
| Low |
2,766.0 |
2,793.0 |
27.0 |
1.0% |
2,766.0 |
| Close |
2,807.0 |
2,826.0 |
19.0 |
0.7% |
2,826.0 |
| Range |
57.0 |
43.0 |
-14.0 |
-24.6% |
93.0 |
| ATR |
39.6 |
39.8 |
0.2 |
0.6% |
0.0 |
| Volume |
647,328 |
290,339 |
-356,989 |
-55.1% |
3,590,267 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.3 |
2,929.7 |
2,849.7 |
|
| R3 |
2,904.3 |
2,886.7 |
2,837.8 |
|
| R2 |
2,861.3 |
2,861.3 |
2,833.9 |
|
| R1 |
2,843.7 |
2,843.7 |
2,829.9 |
2,852.5 |
| PP |
2,818.3 |
2,818.3 |
2,818.3 |
2,822.8 |
| S1 |
2,800.7 |
2,800.7 |
2,822.1 |
2,809.5 |
| S2 |
2,775.3 |
2,775.3 |
2,818.1 |
|
| S3 |
2,732.3 |
2,757.7 |
2,814.2 |
|
| S4 |
2,689.3 |
2,714.7 |
2,802.4 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,096.0 |
3,054.0 |
2,877.2 |
|
| R3 |
3,003.0 |
2,961.0 |
2,851.6 |
|
| R2 |
2,910.0 |
2,910.0 |
2,843.1 |
|
| R1 |
2,868.0 |
2,868.0 |
2,834.5 |
2,842.5 |
| PP |
2,817.0 |
2,817.0 |
2,817.0 |
2,804.3 |
| S1 |
2,775.0 |
2,775.0 |
2,817.5 |
2,749.5 |
| S2 |
2,724.0 |
2,724.0 |
2,809.0 |
|
| S3 |
2,631.0 |
2,682.0 |
2,800.4 |
|
| S4 |
2,538.0 |
2,589.0 |
2,774.9 |
|
|
| 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% |
44.8 |
1.6% |
65% |
False |
False |
718,053 |
| 10 |
2,860.0 |
2,766.0 |
94.0 |
3.3% |
38.7 |
1.4% |
64% |
False |
False |
754,031 |
| 20 |
2,860.0 |
2,736.0 |
124.0 |
4.4% |
35.2 |
1.2% |
73% |
False |
False |
711,838 |
| 40 |
2,860.0 |
2,535.0 |
325.0 |
11.5% |
37.1 |
1.3% |
90% |
False |
False |
739,236 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.2% |
43.2 |
1.5% |
91% |
False |
False |
714,497 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.2% |
41.1 |
1.5% |
91% |
False |
False |
536,324 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.6% |
41.1 |
1.5% |
91% |
False |
False |
429,612 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.6% |
40.9 |
1.4% |
91% |
False |
False |
358,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,018.8 |
|
2.618 |
2,948.6 |
|
1.618 |
2,905.6 |
|
1.000 |
2,879.0 |
|
0.618 |
2,862.6 |
|
HIGH |
2,836.0 |
|
0.618 |
2,819.6 |
|
0.500 |
2,814.5 |
|
0.382 |
2,809.4 |
|
LOW |
2,793.0 |
|
0.618 |
2,766.4 |
|
1.000 |
2,750.0 |
|
1.618 |
2,723.4 |
|
2.618 |
2,680.4 |
|
4.250 |
2,610.3 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.2 |
2,817.7 |
| PP |
2,818.3 |
2,809.3 |
| S1 |
2,814.5 |
2,801.0 |
|