| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,544.5 |
6,603.0 |
58.5 |
0.9% |
6,607.0 |
| High |
6,608.0 |
6,635.0 |
27.0 |
0.4% |
6,640.0 |
| Low |
6,534.0 |
6,566.0 |
32.0 |
0.5% |
6,452.0 |
| Close |
6,578.5 |
6,588.0 |
9.5 |
0.1% |
6,548.5 |
| Range |
74.0 |
69.0 |
-5.0 |
-6.8% |
188.0 |
| ATR |
86.8 |
85.5 |
-1.3 |
-1.5% |
0.0 |
| Volume |
71,640 |
119,732 |
48,092 |
67.1% |
389,879 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,803.5 |
6,764.5 |
6,626.0 |
|
| R3 |
6,734.5 |
6,695.5 |
6,607.0 |
|
| R2 |
6,665.5 |
6,665.5 |
6,600.5 |
|
| R1 |
6,626.5 |
6,626.5 |
6,594.5 |
6,611.5 |
| PP |
6,596.5 |
6,596.5 |
6,596.5 |
6,589.0 |
| S1 |
6,557.5 |
6,557.5 |
6,581.5 |
6,542.5 |
| S2 |
6,527.5 |
6,527.5 |
6,575.5 |
|
| S3 |
6,458.5 |
6,488.5 |
6,569.0 |
|
| S4 |
6,389.5 |
6,419.5 |
6,550.0 |
|
|
| 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 |
6,635.0 |
6,472.0 |
163.0 |
2.5% |
71.5 |
1.1% |
71% |
True |
False |
80,106 |
| 10 |
6,669.5 |
6,452.0 |
217.5 |
3.3% |
86.0 |
1.3% |
63% |
False |
False |
80,879 |
| 20 |
6,669.5 |
6,452.0 |
217.5 |
3.3% |
81.0 |
1.2% |
63% |
False |
False |
83,633 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
10.8% |
92.0 |
1.4% |
89% |
False |
False |
90,951 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
92.0 |
1.4% |
74% |
False |
False |
77,631 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
78.5 |
1.2% |
74% |
False |
False |
58,316 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
69.5 |
1.1% |
74% |
False |
False |
46,663 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
59.0 |
0.9% |
74% |
False |
False |
38,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,928.0 |
|
2.618 |
6,815.5 |
|
1.618 |
6,746.5 |
|
1.000 |
6,704.0 |
|
0.618 |
6,677.5 |
|
HIGH |
6,635.0 |
|
0.618 |
6,608.5 |
|
0.500 |
6,600.5 |
|
0.382 |
6,592.5 |
|
LOW |
6,566.0 |
|
0.618 |
6,523.5 |
|
1.000 |
6,497.0 |
|
1.618 |
6,454.5 |
|
2.618 |
6,385.5 |
|
4.250 |
6,273.0 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,600.5 |
6,581.0 |
| PP |
6,596.5 |
6,574.5 |
| S1 |
6,592.0 |
6,567.5 |
|