| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,816.0 |
2,832.0 |
16.0 |
0.6% |
2,852.0 |
| High |
2,836.0 |
2,833.0 |
-3.0 |
-0.1% |
2,859.0 |
| Low |
2,793.0 |
2,804.0 |
11.0 |
0.4% |
2,766.0 |
| Close |
2,826.0 |
2,820.0 |
-6.0 |
-0.2% |
2,826.0 |
| Range |
43.0 |
29.0 |
-14.0 |
-32.6% |
93.0 |
| ATR |
39.8 |
39.0 |
-0.8 |
-1.9% |
0.0 |
| Volume |
290,339 |
1,250,485 |
960,146 |
330.7% |
3,590,267 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.0 |
2,892.0 |
2,836.0 |
|
| R3 |
2,877.0 |
2,863.0 |
2,828.0 |
|
| R2 |
2,848.0 |
2,848.0 |
2,825.3 |
|
| R1 |
2,834.0 |
2,834.0 |
2,822.7 |
2,826.5 |
| PP |
2,819.0 |
2,819.0 |
2,819.0 |
2,815.3 |
| S1 |
2,805.0 |
2,805.0 |
2,817.3 |
2,797.5 |
| S2 |
2,790.0 |
2,790.0 |
2,814.7 |
|
| S3 |
2,761.0 |
2,776.0 |
2,812.0 |
|
| S4 |
2,732.0 |
2,747.0 |
2,804.1 |
|
|
| 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 |
2,836.0 |
2,766.0 |
70.0 |
2.5% |
41.2 |
1.5% |
77% |
False |
False |
743,013 |
| 10 |
2,860.0 |
2,766.0 |
94.0 |
3.3% |
38.1 |
1.4% |
57% |
False |
False |
803,934 |
| 20 |
2,860.0 |
2,744.0 |
116.0 |
4.1% |
35.2 |
1.2% |
66% |
False |
False |
743,114 |
| 40 |
2,860.0 |
2,535.0 |
325.0 |
11.5% |
36.6 |
1.3% |
88% |
False |
False |
750,017 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.2% |
42.8 |
1.5% |
89% |
False |
False |
734,762 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.2% |
40.8 |
1.4% |
89% |
False |
False |
551,954 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.7% |
41.0 |
1.5% |
90% |
False |
False |
442,115 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.7% |
40.8 |
1.4% |
90% |
False |
False |
368,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.3 |
|
2.618 |
2,908.9 |
|
1.618 |
2,879.9 |
|
1.000 |
2,862.0 |
|
0.618 |
2,850.9 |
|
HIGH |
2,833.0 |
|
0.618 |
2,821.9 |
|
0.500 |
2,818.5 |
|
0.382 |
2,815.1 |
|
LOW |
2,804.0 |
|
0.618 |
2,786.1 |
|
1.000 |
2,775.0 |
|
1.618 |
2,757.1 |
|
2.618 |
2,728.1 |
|
4.250 |
2,680.8 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,819.5 |
2,813.7 |
| PP |
2,819.0 |
2,807.3 |
| S1 |
2,818.5 |
2,801.0 |
|