| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
8,447.5 |
8,417.5 |
-30.0 |
-0.4% |
8,428.0 |
| High |
8,459.0 |
8,424.0 |
-35.0 |
-0.4% |
8,438.5 |
| Low |
8,401.5 |
8,308.0 |
-93.5 |
-1.1% |
8,232.5 |
| Close |
8,436.0 |
8,377.5 |
-58.5 |
-0.7% |
8,328.0 |
| Range |
57.5 |
116.0 |
58.5 |
101.7% |
206.0 |
| ATR |
107.1 |
108.6 |
1.5 |
1.4% |
0.0 |
| Volume |
98,280 |
80,271 |
-18,009 |
-18.3% |
412,293 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,717.8 |
8,663.7 |
8,441.3 |
|
| R3 |
8,601.8 |
8,547.7 |
8,409.4 |
|
| R2 |
8,485.8 |
8,485.8 |
8,398.8 |
|
| R1 |
8,431.7 |
8,431.7 |
8,388.1 |
8,400.8 |
| PP |
8,369.8 |
8,369.8 |
8,369.8 |
8,354.4 |
| S1 |
8,315.7 |
8,315.7 |
8,366.9 |
8,284.8 |
| S2 |
8,253.8 |
8,253.8 |
8,356.2 |
|
| S3 |
8,137.8 |
8,199.7 |
8,345.6 |
|
| S4 |
8,021.8 |
8,083.7 |
8,313.7 |
|
|
| 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 |
8,459.0 |
8,239.0 |
220.0 |
2.6% |
91.4 |
1.1% |
63% |
False |
False |
85,653 |
| 10 |
8,459.0 |
8,232.5 |
226.5 |
2.7% |
91.6 |
1.1% |
64% |
False |
False |
79,979 |
| 20 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
93.6 |
1.1% |
66% |
False |
False |
82,916 |
| 40 |
8,462.0 |
7,660.0 |
802.0 |
9.6% |
114.1 |
1.4% |
89% |
False |
False |
94,241 |
| 60 |
8,537.0 |
7,660.0 |
877.0 |
10.5% |
121.0 |
1.4% |
82% |
False |
False |
68,189 |
| 80 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
113.4 |
1.4% |
79% |
False |
False |
51,252 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
115.8 |
1.4% |
83% |
False |
False |
41,053 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
111.8 |
1.3% |
83% |
False |
False |
34,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,917.0 |
|
2.618 |
8,727.7 |
|
1.618 |
8,611.7 |
|
1.000 |
8,540.0 |
|
0.618 |
8,495.7 |
|
HIGH |
8,424.0 |
|
0.618 |
8,379.7 |
|
0.500 |
8,366.0 |
|
0.382 |
8,352.3 |
|
LOW |
8,308.0 |
|
0.618 |
8,236.3 |
|
1.000 |
8,192.0 |
|
1.618 |
8,120.3 |
|
2.618 |
8,004.3 |
|
4.250 |
7,815.0 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,373.7 |
8,383.5 |
| PP |
8,369.8 |
8,381.5 |
| S1 |
8,366.0 |
8,379.5 |
|