| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,743.0 |
2,737.0 |
-6.0 |
-0.2% |
2,852.0 |
| High |
2,756.0 |
2,762.0 |
6.0 |
0.2% |
2,859.0 |
| Low |
2,720.0 |
2,732.0 |
12.0 |
0.4% |
2,766.0 |
| Close |
2,743.0 |
2,758.0 |
15.0 |
0.5% |
2,826.0 |
| Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
93.0 |
| ATR |
42.4 |
41.5 |
-0.9 |
-2.1% |
0.0 |
| Volume |
742,216 |
933,880 |
191,664 |
25.8% |
3,590,267 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.7 |
2,829.3 |
2,774.5 |
|
| R3 |
2,810.7 |
2,799.3 |
2,766.3 |
|
| R2 |
2,780.7 |
2,780.7 |
2,763.5 |
|
| R1 |
2,769.3 |
2,769.3 |
2,760.8 |
2,775.0 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,753.5 |
| S1 |
2,739.3 |
2,739.3 |
2,755.3 |
2,745.0 |
| S2 |
2,720.7 |
2,720.7 |
2,752.5 |
|
| S3 |
2,690.7 |
2,709.3 |
2,749.8 |
|
| S4 |
2,660.7 |
2,679.3 |
2,741.5 |
|
|
| 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 |
2,720.0 |
116.0 |
4.2% |
45.4 |
1.6% |
33% |
False |
False |
842,676 |
| 10 |
2,859.0 |
2,720.0 |
139.0 |
5.0% |
44.2 |
1.6% |
27% |
False |
False |
819,568 |
| 20 |
2,860.0 |
2,720.0 |
140.0 |
5.1% |
37.8 |
1.4% |
27% |
False |
False |
757,692 |
| 40 |
2,860.0 |
2,591.0 |
269.0 |
9.8% |
36.7 |
1.3% |
62% |
False |
False |
748,994 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.5% |
42.8 |
1.6% |
73% |
False |
False |
775,671 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.5% |
41.6 |
1.5% |
73% |
False |
False |
585,343 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
14.0% |
41.3 |
1.5% |
74% |
False |
False |
468,835 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
14.0% |
41.3 |
1.5% |
74% |
False |
False |
391,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.5 |
|
2.618 |
2,840.5 |
|
1.618 |
2,810.5 |
|
1.000 |
2,792.0 |
|
0.618 |
2,780.5 |
|
HIGH |
2,762.0 |
|
0.618 |
2,750.5 |
|
0.500 |
2,747.0 |
|
0.382 |
2,743.5 |
|
LOW |
2,732.0 |
|
0.618 |
2,713.5 |
|
1.000 |
2,702.0 |
|
1.618 |
2,683.5 |
|
2.618 |
2,653.5 |
|
4.250 |
2,604.5 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,754.3 |
2,770.0 |
| PP |
2,750.7 |
2,766.0 |
| S1 |
2,747.0 |
2,762.0 |
|