| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,832.0 |
2,806.0 |
-26.0 |
-0.9% |
2,852.0 |
| High |
2,833.0 |
2,820.0 |
-13.0 |
-0.5% |
2,859.0 |
| Low |
2,804.0 |
2,731.0 |
-73.0 |
-2.6% |
2,766.0 |
| Close |
2,820.0 |
2,760.0 |
-60.0 |
-2.1% |
2,826.0 |
| Range |
29.0 |
89.0 |
60.0 |
206.9% |
93.0 |
| ATR |
39.0 |
42.6 |
3.6 |
9.1% |
0.0 |
| Volume |
1,250,485 |
996,460 |
-254,025 |
-20.3% |
3,590,267 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,037.3 |
2,987.7 |
2,809.0 |
|
| R3 |
2,948.3 |
2,898.7 |
2,784.5 |
|
| R2 |
2,859.3 |
2,859.3 |
2,776.3 |
|
| R1 |
2,809.7 |
2,809.7 |
2,768.2 |
2,790.0 |
| PP |
2,770.3 |
2,770.3 |
2,770.3 |
2,760.5 |
| S1 |
2,720.7 |
2,720.7 |
2,751.8 |
2,701.0 |
| S2 |
2,681.3 |
2,681.3 |
2,743.7 |
|
| S3 |
2,592.3 |
2,631.7 |
2,735.5 |
|
| S4 |
2,503.3 |
2,542.7 |
2,711.1 |
|
|
| 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 |
2,731.0 |
105.0 |
3.8% |
50.2 |
1.8% |
28% |
False |
True |
788,310 |
| 10 |
2,860.0 |
2,731.0 |
129.0 |
4.7% |
44.5 |
1.6% |
22% |
False |
True |
827,037 |
| 20 |
2,860.0 |
2,731.0 |
129.0 |
4.7% |
38.5 |
1.4% |
22% |
False |
True |
748,332 |
| 40 |
2,860.0 |
2,535.0 |
325.0 |
11.8% |
37.7 |
1.4% |
69% |
False |
False |
754,777 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.5% |
43.3 |
1.6% |
73% |
False |
False |
750,927 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.5% |
41.2 |
1.5% |
73% |
False |
False |
564,401 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.9% |
41.4 |
1.5% |
74% |
False |
False |
452,075 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.9% |
41.1 |
1.5% |
74% |
False |
False |
377,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.3 |
|
2.618 |
3,053.0 |
|
1.618 |
2,964.0 |
|
1.000 |
2,909.0 |
|
0.618 |
2,875.0 |
|
HIGH |
2,820.0 |
|
0.618 |
2,786.0 |
|
0.500 |
2,775.5 |
|
0.382 |
2,765.0 |
|
LOW |
2,731.0 |
|
0.618 |
2,676.0 |
|
1.000 |
2,642.0 |
|
1.618 |
2,587.0 |
|
2.618 |
2,498.0 |
|
4.250 |
2,352.8 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,775.5 |
2,783.5 |
| PP |
2,770.3 |
2,775.7 |
| S1 |
2,765.2 |
2,767.8 |
|