| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,455.0 |
6,494.5 |
39.5 |
0.6% |
6,555.0 |
| High |
6,496.0 |
6,500.0 |
4.0 |
0.1% |
6,635.0 |
| Low |
6,437.5 |
6,424.0 |
-13.5 |
-0.2% |
6,437.5 |
| Close |
6,475.0 |
6,448.5 |
-26.5 |
-0.4% |
6,475.0 |
| Range |
58.5 |
76.0 |
17.5 |
29.9% |
197.5 |
| ATR |
87.4 |
86.6 |
-0.8 |
-0.9% |
0.0 |
| Volume |
66,064 |
78,176 |
12,112 |
18.3% |
416,089 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,685.5 |
6,643.0 |
6,490.5 |
|
| R3 |
6,609.5 |
6,567.0 |
6,469.5 |
|
| R2 |
6,533.5 |
6,533.5 |
6,462.5 |
|
| R1 |
6,491.0 |
6,491.0 |
6,455.5 |
6,474.0 |
| PP |
6,457.5 |
6,457.5 |
6,457.5 |
6,449.0 |
| S1 |
6,415.0 |
6,415.0 |
6,441.5 |
6,398.0 |
| S2 |
6,381.5 |
6,381.5 |
6,434.5 |
|
| S3 |
6,305.5 |
6,339.0 |
6,427.5 |
|
| S4 |
6,229.5 |
6,263.0 |
6,406.5 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,108.5 |
6,989.0 |
6,583.5 |
|
| R3 |
6,911.0 |
6,791.5 |
6,529.5 |
|
| R2 |
6,713.5 |
6,713.5 |
6,511.0 |
|
| R1 |
6,594.0 |
6,594.0 |
6,493.0 |
6,555.0 |
| PP |
6,516.0 |
6,516.0 |
6,516.0 |
6,496.0 |
| S1 |
6,396.5 |
6,396.5 |
6,457.0 |
6,357.5 |
| S2 |
6,318.5 |
6,318.5 |
6,439.0 |
|
| S3 |
6,121.0 |
6,199.0 |
6,420.5 |
|
| S4 |
5,923.5 |
6,001.5 |
6,366.5 |
|
|
| 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 |
6,424.0 |
211.0 |
3.3% |
81.5 |
1.3% |
12% |
False |
True |
83,021 |
| 10 |
6,635.0 |
6,424.0 |
211.0 |
3.3% |
83.5 |
1.3% |
12% |
False |
True |
81,819 |
| 20 |
6,669.5 |
6,424.0 |
245.5 |
3.8% |
84.5 |
1.3% |
10% |
False |
True |
82,280 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
11.1% |
87.5 |
1.4% |
69% |
False |
False |
86,598 |
| 60 |
6,726.0 |
5,955.5 |
770.5 |
11.9% |
91.5 |
1.4% |
64% |
False |
False |
81,314 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
81.0 |
1.3% |
57% |
False |
False |
61,110 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
71.5 |
1.1% |
57% |
False |
False |
48,900 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
61.5 |
1.0% |
57% |
False |
False |
40,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,823.0 |
|
2.618 |
6,699.0 |
|
1.618 |
6,623.0 |
|
1.000 |
6,576.0 |
|
0.618 |
6,547.0 |
|
HIGH |
6,500.0 |
|
0.618 |
6,471.0 |
|
0.500 |
6,462.0 |
|
0.382 |
6,453.0 |
|
LOW |
6,424.0 |
|
0.618 |
6,377.0 |
|
1.000 |
6,348.0 |
|
1.618 |
6,301.0 |
|
2.618 |
6,225.0 |
|
4.250 |
6,101.0 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,462.0 |
6,499.0 |
| PP |
6,457.5 |
6,482.5 |
| S1 |
6,453.0 |
6,465.5 |
|