| 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 |
6,555.0 |
6,544.5 |
-10.5 |
-0.2% |
6,607.0 |
| High |
6,577.0 |
6,608.0 |
31.0 |
0.5% |
6,640.0 |
| Low |
6,500.0 |
6,534.0 |
34.0 |
0.5% |
6,452.0 |
| Close |
6,540.0 |
6,578.5 |
38.5 |
0.6% |
6,548.5 |
| Range |
77.0 |
74.0 |
-3.0 |
-3.9% |
188.0 |
| ATR |
87.7 |
86.8 |
-1.0 |
-1.1% |
0.0 |
| Volume |
79,156 |
71,640 |
-7,516 |
-9.5% |
389,879 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,795.5 |
6,761.0 |
6,619.0 |
|
| R3 |
6,721.5 |
6,687.0 |
6,599.0 |
|
| R2 |
6,647.5 |
6,647.5 |
6,592.0 |
|
| R1 |
6,613.0 |
6,613.0 |
6,585.5 |
6,630.0 |
| PP |
6,573.5 |
6,573.5 |
6,573.5 |
6,582.0 |
| S1 |
6,539.0 |
6,539.0 |
6,571.5 |
6,556.0 |
| S2 |
6,499.5 |
6,499.5 |
6,565.0 |
|
| S3 |
6,425.5 |
6,465.0 |
6,558.0 |
|
| S4 |
6,351.5 |
6,391.0 |
6,538.0 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,111.0 |
7,017.5 |
6,652.0 |
|
| R3 |
6,923.0 |
6,829.5 |
6,600.0 |
|
| R2 |
6,735.0 |
6,735.0 |
6,583.0 |
|
| R1 |
6,641.5 |
6,641.5 |
6,565.5 |
6,594.0 |
| PP |
6,547.0 |
6,547.0 |
6,547.0 |
6,523.0 |
| S1 |
6,453.5 |
6,453.5 |
6,531.5 |
6,406.0 |
| S2 |
6,359.0 |
6,359.0 |
6,514.0 |
|
| S3 |
6,171.0 |
6,265.5 |
6,497.0 |
|
| S4 |
5,983.0 |
6,077.5 |
6,445.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,608.0 |
6,452.0 |
156.0 |
2.4% |
86.0 |
1.3% |
81% |
True |
False |
72,251 |
| 10 |
6,669.5 |
6,452.0 |
217.5 |
3.3% |
90.0 |
1.4% |
58% |
False |
False |
79,856 |
| 20 |
6,669.5 |
6,452.0 |
217.5 |
3.3% |
81.5 |
1.2% |
58% |
False |
False |
82,795 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
10.9% |
92.0 |
1.4% |
87% |
False |
False |
91,315 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
91.5 |
1.4% |
72% |
False |
False |
75,637 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
78.5 |
1.2% |
72% |
False |
False |
56,820 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
69.0 |
1.1% |
72% |
False |
False |
45,468 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
58.5 |
0.9% |
72% |
False |
False |
37,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,922.5 |
|
2.618 |
6,801.5 |
|
1.618 |
6,727.5 |
|
1.000 |
6,682.0 |
|
0.618 |
6,653.5 |
|
HIGH |
6,608.0 |
|
0.618 |
6,579.5 |
|
0.500 |
6,571.0 |
|
0.382 |
6,562.5 |
|
LOW |
6,534.0 |
|
0.618 |
6,488.5 |
|
1.000 |
6,460.0 |
|
1.618 |
6,414.5 |
|
2.618 |
6,340.5 |
|
4.250 |
6,219.5 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,576.0 |
6,569.5 |
| PP |
6,573.5 |
6,560.5 |
| S1 |
6,571.0 |
6,551.5 |
|