| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
8,388.0 |
8,221.0 |
-167.0 |
-2.0% |
8,380.0 |
| High |
8,425.5 |
8,239.0 |
-186.5 |
-2.2% |
8,440.0 |
| Low |
8,200.0 |
8,095.0 |
-105.0 |
-1.3% |
8,245.0 |
| Close |
8,268.5 |
8,159.5 |
-109.0 |
-1.3% |
8,417.0 |
| Range |
225.5 |
144.0 |
-81.5 |
-36.1% |
195.0 |
| ATR |
112.4 |
116.8 |
4.4 |
3.9% |
0.0 |
| Volume |
118,582 |
90,408 |
-28,174 |
-23.8% |
395,842 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,596.5 |
8,522.0 |
8,238.7 |
|
| R3 |
8,452.5 |
8,378.0 |
8,199.1 |
|
| R2 |
8,308.5 |
8,308.5 |
8,185.9 |
|
| R1 |
8,234.0 |
8,234.0 |
8,172.7 |
8,199.3 |
| PP |
8,164.5 |
8,164.5 |
8,164.5 |
8,147.1 |
| S1 |
8,090.0 |
8,090.0 |
8,146.3 |
8,055.3 |
| S2 |
8,020.5 |
8,020.5 |
8,133.1 |
|
| S3 |
7,876.5 |
7,946.0 |
8,119.9 |
|
| S4 |
7,732.5 |
7,802.0 |
8,080.3 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,952.3 |
8,879.7 |
8,524.3 |
|
| R3 |
8,757.3 |
8,684.7 |
8,470.6 |
|
| R2 |
8,562.3 |
8,562.3 |
8,452.8 |
|
| R1 |
8,489.7 |
8,489.7 |
8,434.9 |
8,526.0 |
| PP |
8,367.3 |
8,367.3 |
8,367.3 |
8,385.5 |
| S1 |
8,294.7 |
8,294.7 |
8,399.1 |
8,331.0 |
| S2 |
8,172.3 |
8,172.3 |
8,381.3 |
|
| S3 |
7,977.3 |
8,099.7 |
8,363.4 |
|
| S4 |
7,782.3 |
7,904.7 |
8,309.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,448.0 |
8,095.0 |
353.0 |
4.3% |
139.4 |
1.7% |
18% |
False |
True |
93,107 |
| 10 |
8,448.0 |
8,095.0 |
353.0 |
4.3% |
111.0 |
1.4% |
18% |
False |
True |
90,261 |
| 20 |
8,462.0 |
8,095.0 |
367.0 |
4.5% |
103.1 |
1.3% |
18% |
False |
True |
84,535 |
| 40 |
8,462.0 |
7,735.0 |
727.0 |
8.9% |
103.6 |
1.3% |
58% |
False |
False |
85,987 |
| 60 |
8,462.0 |
7,660.0 |
802.0 |
9.8% |
119.1 |
1.5% |
62% |
False |
False |
81,779 |
| 80 |
8,568.0 |
7,660.0 |
908.0 |
11.1% |
115.1 |
1.4% |
55% |
False |
False |
61,451 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
115.0 |
1.4% |
64% |
False |
False |
49,257 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
111.7 |
1.4% |
64% |
False |
False |
41,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,851.0 |
|
2.618 |
8,616.0 |
|
1.618 |
8,472.0 |
|
1.000 |
8,383.0 |
|
0.618 |
8,328.0 |
|
HIGH |
8,239.0 |
|
0.618 |
8,184.0 |
|
0.500 |
8,167.0 |
|
0.382 |
8,150.0 |
|
LOW |
8,095.0 |
|
0.618 |
8,006.0 |
|
1.000 |
7,951.0 |
|
1.618 |
7,862.0 |
|
2.618 |
7,718.0 |
|
4.250 |
7,483.0 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,167.0 |
8,271.5 |
| PP |
8,164.5 |
8,234.2 |
| S1 |
8,162.0 |
8,196.8 |
|