| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
8,356.0 |
8,388.0 |
32.0 |
0.4% |
8,428.0 |
| High |
8,373.5 |
8,447.0 |
73.5 |
0.9% |
8,438.5 |
| Low |
8,239.0 |
8,382.5 |
143.5 |
1.7% |
8,232.5 |
| Close |
8,364.0 |
8,416.0 |
52.0 |
0.6% |
8,328.0 |
| Range |
134.5 |
64.5 |
-70.0 |
-52.0% |
206.0 |
| ATR |
113.1 |
110.9 |
-2.1 |
-1.9% |
0.0 |
| Volume |
84,845 |
71,759 |
-13,086 |
-15.4% |
412,293 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,608.7 |
8,576.8 |
8,451.5 |
|
| R3 |
8,544.2 |
8,512.3 |
8,433.7 |
|
| R2 |
8,479.7 |
8,479.7 |
8,427.8 |
|
| R1 |
8,447.8 |
8,447.8 |
8,421.9 |
8,463.8 |
| PP |
8,415.2 |
8,415.2 |
8,415.2 |
8,423.1 |
| S1 |
8,383.3 |
8,383.3 |
8,410.1 |
8,399.3 |
| S2 |
8,350.7 |
8,350.7 |
8,404.2 |
|
| S3 |
8,286.2 |
8,318.8 |
8,398.3 |
|
| S4 |
8,221.7 |
8,254.3 |
8,380.5 |
|
|
| 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 |
8,447.0 |
8,232.5 |
214.5 |
2.5% |
87.1 |
1.0% |
86% |
True |
False |
81,171 |
| 10 |
8,462.0 |
8,214.0 |
248.0 |
2.9% |
98.6 |
1.2% |
81% |
False |
False |
78,601 |
| 20 |
8,462.0 |
8,140.0 |
322.0 |
3.8% |
97.6 |
1.2% |
86% |
False |
False |
82,712 |
| 40 |
8,462.0 |
7,660.0 |
802.0 |
9.5% |
115.3 |
1.4% |
94% |
False |
False |
93,663 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
121.6 |
1.4% |
83% |
False |
False |
65,225 |
| 80 |
8,568.0 |
7,460.0 |
1,108.0 |
13.2% |
115.0 |
1.4% |
86% |
False |
False |
49,027 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
115.8 |
1.4% |
87% |
False |
False |
39,272 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
111.8 |
1.3% |
87% |
False |
False |
33,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,721.1 |
|
2.618 |
8,615.9 |
|
1.618 |
8,551.4 |
|
1.000 |
8,511.5 |
|
0.618 |
8,486.9 |
|
HIGH |
8,447.0 |
|
0.618 |
8,422.4 |
|
0.500 |
8,414.8 |
|
0.382 |
8,407.1 |
|
LOW |
8,382.5 |
|
0.618 |
8,342.6 |
|
1.000 |
8,318.0 |
|
1.618 |
8,278.1 |
|
2.618 |
8,213.6 |
|
4.250 |
8,108.4 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,415.6 |
8,391.7 |
| PP |
8,415.2 |
8,367.3 |
| S1 |
8,414.8 |
8,343.0 |
|