| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,603.0 |
6,572.0 |
-31.0 |
-0.5% |
6,607.0 |
| High |
6,635.0 |
6,574.5 |
-60.5 |
-0.9% |
6,640.0 |
| Low |
6,566.0 |
6,445.0 |
-121.0 |
-1.8% |
6,452.0 |
| Close |
6,588.0 |
6,472.0 |
-116.0 |
-1.8% |
6,548.5 |
| Range |
69.0 |
129.5 |
60.5 |
87.7% |
188.0 |
| ATR |
85.5 |
89.6 |
4.1 |
4.8% |
0.0 |
| Volume |
119,732 |
79,497 |
-40,235 |
-33.6% |
389,879 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,885.5 |
6,808.5 |
6,543.0 |
|
| R3 |
6,756.0 |
6,679.0 |
6,507.5 |
|
| R2 |
6,626.5 |
6,626.5 |
6,495.5 |
|
| R1 |
6,549.5 |
6,549.5 |
6,484.0 |
6,523.0 |
| PP |
6,497.0 |
6,497.0 |
6,497.0 |
6,484.0 |
| S1 |
6,420.0 |
6,420.0 |
6,460.0 |
6,394.0 |
| S2 |
6,367.5 |
6,367.5 |
6,448.5 |
|
| S3 |
6,238.0 |
6,290.5 |
6,436.5 |
|
| S4 |
6,108.5 |
6,161.0 |
6,401.0 |
|
|
| 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 |
6,445.0 |
190.0 |
2.9% |
86.0 |
1.3% |
14% |
False |
True |
82,520 |
| 10 |
6,664.0 |
6,445.0 |
219.0 |
3.4% |
88.5 |
1.4% |
12% |
False |
True |
80,281 |
| 20 |
6,669.5 |
6,445.0 |
224.5 |
3.5% |
82.0 |
1.3% |
12% |
False |
True |
83,553 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
90.5 |
1.4% |
72% |
False |
False |
88,861 |
| 60 |
6,726.0 |
5,955.5 |
770.5 |
11.9% |
92.0 |
1.4% |
67% |
False |
False |
78,949 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
80.0 |
1.2% |
60% |
False |
False |
59,309 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
71.0 |
1.1% |
60% |
False |
False |
47,458 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
60.0 |
0.9% |
60% |
False |
False |
39,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,125.0 |
|
2.618 |
6,913.5 |
|
1.618 |
6,784.0 |
|
1.000 |
6,704.0 |
|
0.618 |
6,654.5 |
|
HIGH |
6,574.5 |
|
0.618 |
6,525.0 |
|
0.500 |
6,510.0 |
|
0.382 |
6,494.5 |
|
LOW |
6,445.0 |
|
0.618 |
6,365.0 |
|
1.000 |
6,315.5 |
|
1.618 |
6,235.5 |
|
2.618 |
6,106.0 |
|
4.250 |
5,894.5 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,510.0 |
6,540.0 |
| PP |
6,497.0 |
6,517.5 |
| S1 |
6,484.5 |
6,494.5 |
|