| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
8,417.5 |
8,353.5 |
-64.0 |
-0.8% |
8,356.0 |
| High |
8,424.0 |
8,403.5 |
-20.5 |
-0.2% |
8,459.0 |
| Low |
8,308.0 |
8,330.5 |
22.5 |
0.3% |
8,239.0 |
| Close |
8,377.5 |
8,389.0 |
11.5 |
0.1% |
8,389.0 |
| Range |
116.0 |
73.0 |
-43.0 |
-37.1% |
220.0 |
| ATR |
108.6 |
106.1 |
-2.5 |
-2.3% |
0.0 |
| Volume |
80,271 |
77,538 |
-2,733 |
-3.4% |
412,693 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,593.3 |
8,564.2 |
8,429.2 |
|
| R3 |
8,520.3 |
8,491.2 |
8,409.1 |
|
| R2 |
8,447.3 |
8,447.3 |
8,402.4 |
|
| R1 |
8,418.2 |
8,418.2 |
8,395.7 |
8,432.8 |
| PP |
8,374.3 |
8,374.3 |
8,374.3 |
8,381.6 |
| S1 |
8,345.2 |
8,345.2 |
8,382.3 |
8,359.8 |
| S2 |
8,301.3 |
8,301.3 |
8,375.6 |
|
| S3 |
8,228.3 |
8,272.2 |
8,368.9 |
|
| S4 |
8,155.3 |
8,199.2 |
8,348.9 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,022.3 |
8,925.7 |
8,510.0 |
|
| R3 |
8,802.3 |
8,705.7 |
8,449.5 |
|
| R2 |
8,582.3 |
8,582.3 |
8,429.3 |
|
| R1 |
8,485.7 |
8,485.7 |
8,409.2 |
8,534.0 |
| PP |
8,362.3 |
8,362.3 |
8,362.3 |
8,386.5 |
| S1 |
8,265.7 |
8,265.7 |
8,368.8 |
8,314.0 |
| S2 |
8,142.3 |
8,142.3 |
8,348.7 |
|
| S3 |
7,922.3 |
8,045.7 |
8,328.5 |
|
| S4 |
7,702.3 |
7,825.7 |
8,268.0 |
|
|
| 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% |
89.1 |
1.1% |
68% |
False |
False |
82,538 |
| 10 |
8,459.0 |
8,232.5 |
226.5 |
2.7% |
92.1 |
1.1% |
69% |
False |
False |
82,498 |
| 20 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
94.5 |
1.1% |
71% |
False |
False |
83,153 |
| 40 |
8,462.0 |
7,660.0 |
802.0 |
9.6% |
110.9 |
1.3% |
91% |
False |
False |
91,992 |
| 60 |
8,537.0 |
7,660.0 |
877.0 |
10.5% |
120.1 |
1.4% |
83% |
False |
False |
69,475 |
| 80 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
112.8 |
1.3% |
80% |
False |
False |
52,219 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
114.7 |
1.4% |
84% |
False |
False |
41,827 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
110.5 |
1.3% |
84% |
False |
False |
35,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,713.8 |
|
2.618 |
8,594.6 |
|
1.618 |
8,521.6 |
|
1.000 |
8,476.5 |
|
0.618 |
8,448.6 |
|
HIGH |
8,403.5 |
|
0.618 |
8,375.6 |
|
0.500 |
8,367.0 |
|
0.382 |
8,358.4 |
|
LOW |
8,330.5 |
|
0.618 |
8,285.4 |
|
1.000 |
8,257.5 |
|
1.618 |
8,212.4 |
|
2.618 |
8,139.4 |
|
4.250 |
8,020.3 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,381.7 |
8,387.2 |
| PP |
8,374.3 |
8,385.3 |
| S1 |
8,367.0 |
8,383.5 |
|