| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
8,339.0 |
8,356.0 |
17.0 |
0.2% |
8,428.0 |
| High |
8,370.0 |
8,373.5 |
3.5 |
0.0% |
8,438.5 |
| Low |
8,285.5 |
8,239.0 |
-46.5 |
-0.6% |
8,232.5 |
| Close |
8,328.0 |
8,364.0 |
36.0 |
0.4% |
8,328.0 |
| Range |
84.5 |
134.5 |
50.0 |
59.2% |
206.0 |
| ATR |
111.4 |
113.1 |
1.6 |
1.5% |
0.0 |
| Volume |
93,111 |
84,845 |
-8,266 |
-8.9% |
412,293 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,729.0 |
8,681.0 |
8,438.0 |
|
| R3 |
8,594.5 |
8,546.5 |
8,401.0 |
|
| R2 |
8,460.0 |
8,460.0 |
8,388.7 |
|
| R1 |
8,412.0 |
8,412.0 |
8,376.3 |
8,436.0 |
| PP |
8,325.5 |
8,325.5 |
8,325.5 |
8,337.5 |
| S1 |
8,277.5 |
8,277.5 |
8,351.7 |
8,301.5 |
| S2 |
8,191.0 |
8,191.0 |
8,339.3 |
|
| S3 |
8,056.5 |
8,143.0 |
8,327.0 |
|
| S4 |
7,922.0 |
8,008.5 |
8,290.0 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,951.0 |
8,845.5 |
8,441.3 |
|
| R3 |
8,745.0 |
8,639.5 |
8,384.7 |
|
| R2 |
8,539.0 |
8,539.0 |
8,365.8 |
|
| R1 |
8,433.5 |
8,433.5 |
8,346.9 |
8,383.3 |
| PP |
8,333.0 |
8,333.0 |
8,333.0 |
8,307.9 |
| S1 |
8,227.5 |
8,227.5 |
8,309.1 |
8,177.3 |
| S2 |
8,127.0 |
8,127.0 |
8,290.2 |
|
| S3 |
7,921.0 |
8,021.5 |
8,271.4 |
|
| S4 |
7,715.0 |
7,815.5 |
8,214.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,438.5 |
8,232.5 |
206.0 |
2.5% |
108.5 |
1.3% |
64% |
False |
False |
82,255 |
| 10 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
101.5 |
1.2% |
60% |
False |
False |
81,494 |
| 20 |
8,462.0 |
8,140.0 |
322.0 |
3.8% |
98.5 |
1.2% |
70% |
False |
False |
84,121 |
| 40 |
8,462.0 |
7,660.0 |
802.0 |
9.6% |
116.8 |
1.4% |
88% |
False |
False |
93,136 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
121.3 |
1.5% |
78% |
False |
False |
64,032 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
115.5 |
1.4% |
82% |
False |
False |
48,134 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
115.5 |
1.4% |
82% |
False |
False |
38,559 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
111.8 |
1.3% |
82% |
False |
False |
32,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,945.1 |
|
2.618 |
8,725.6 |
|
1.618 |
8,591.1 |
|
1.000 |
8,508.0 |
|
0.618 |
8,456.6 |
|
HIGH |
8,373.5 |
|
0.618 |
8,322.1 |
|
0.500 |
8,306.3 |
|
0.382 |
8,290.4 |
|
LOW |
8,239.0 |
|
0.618 |
8,155.9 |
|
1.000 |
8,104.5 |
|
1.618 |
8,021.4 |
|
2.618 |
7,886.9 |
|
4.250 |
7,667.4 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,344.8 |
8,344.8 |
| PP |
8,325.5 |
8,325.5 |
| S1 |
8,306.3 |
8,306.3 |
|