| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
8,150.5 |
8,214.0 |
63.5 |
0.8% |
8,432.0 |
| High |
8,199.5 |
8,214.0 |
14.5 |
0.2% |
8,448.0 |
| Low |
8,131.0 |
8,090.0 |
-41.0 |
-0.5% |
8,090.0 |
| Close |
8,191.0 |
8,117.5 |
-73.5 |
-0.9% |
8,117.5 |
| Range |
68.5 |
124.0 |
55.5 |
81.0% |
358.0 |
| ATR |
113.4 |
114.1 |
0.8 |
0.7% |
0.0 |
| Volume |
99,597 |
66,046 |
-33,551 |
-33.7% |
514,611 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,512.5 |
8,439.0 |
8,185.7 |
|
| R3 |
8,388.5 |
8,315.0 |
8,151.6 |
|
| R2 |
8,264.5 |
8,264.5 |
8,140.2 |
|
| R1 |
8,191.0 |
8,191.0 |
8,128.9 |
8,165.8 |
| PP |
8,140.5 |
8,140.5 |
8,140.5 |
8,127.9 |
| S1 |
8,067.0 |
8,067.0 |
8,106.1 |
8,041.8 |
| S2 |
8,016.5 |
8,016.5 |
8,094.8 |
|
| S3 |
7,892.5 |
7,943.0 |
8,083.4 |
|
| S4 |
7,768.5 |
7,819.0 |
8,049.3 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,292.5 |
9,063.0 |
8,314.4 |
|
| R3 |
8,934.5 |
8,705.0 |
8,216.0 |
|
| R2 |
8,576.5 |
8,576.5 |
8,183.1 |
|
| R1 |
8,347.0 |
8,347.0 |
8,150.3 |
8,282.8 |
| PP |
8,218.5 |
8,218.5 |
8,218.5 |
8,186.4 |
| S1 |
7,989.0 |
7,989.0 |
8,084.7 |
7,924.8 |
| S2 |
7,860.5 |
7,860.5 |
8,051.9 |
|
| S3 |
7,502.5 |
7,631.0 |
8,019.1 |
|
| S4 |
7,144.5 |
7,273.0 |
7,920.6 |
|
|
| 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 |
8,090.0 |
358.0 |
4.4% |
124.7 |
1.5% |
8% |
False |
True |
102,922 |
| 10 |
8,448.0 |
8,090.0 |
358.0 |
4.4% |
111.4 |
1.4% |
8% |
False |
True |
91,045 |
| 20 |
8,459.0 |
8,090.0 |
369.0 |
4.5% |
101.7 |
1.3% |
7% |
False |
True |
86,771 |
| 40 |
8,462.0 |
7,846.5 |
615.5 |
7.6% |
99.0 |
1.2% |
44% |
False |
False |
85,391 |
| 60 |
8,462.0 |
7,660.0 |
802.0 |
9.9% |
117.4 |
1.4% |
57% |
False |
False |
84,457 |
| 80 |
8,568.0 |
7,660.0 |
908.0 |
11.2% |
115.8 |
1.4% |
50% |
False |
False |
63,517 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
114.2 |
1.4% |
60% |
False |
False |
50,910 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
112.2 |
1.4% |
60% |
False |
False |
42,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,741.0 |
|
2.618 |
8,538.6 |
|
1.618 |
8,414.6 |
|
1.000 |
8,338.0 |
|
0.618 |
8,290.6 |
|
HIGH |
8,214.0 |
|
0.618 |
8,166.6 |
|
0.500 |
8,152.0 |
|
0.382 |
8,137.4 |
|
LOW |
8,090.0 |
|
0.618 |
8,013.4 |
|
1.000 |
7,966.0 |
|
1.618 |
7,889.4 |
|
2.618 |
7,765.4 |
|
4.250 |
7,563.0 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,152.0 |
8,164.5 |
| PP |
8,140.5 |
8,148.8 |
| S1 |
8,129.0 |
8,133.2 |
|