| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,494.5 |
6,437.5 |
-57.0 |
-0.9% |
6,555.0 |
| High |
6,500.0 |
6,453.5 |
-46.5 |
-0.7% |
6,635.0 |
| Low |
6,424.0 |
6,382.5 |
-41.5 |
-0.6% |
6,437.5 |
| Close |
6,448.5 |
6,433.0 |
-15.5 |
-0.2% |
6,475.0 |
| Range |
76.0 |
71.0 |
-5.0 |
-6.6% |
197.5 |
| ATR |
86.6 |
85.5 |
-1.1 |
-1.3% |
0.0 |
| Volume |
78,176 |
67,405 |
-10,771 |
-13.8% |
416,089 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,636.0 |
6,605.5 |
6,472.0 |
|
| R3 |
6,565.0 |
6,534.5 |
6,452.5 |
|
| R2 |
6,494.0 |
6,494.0 |
6,446.0 |
|
| R1 |
6,463.5 |
6,463.5 |
6,439.5 |
6,443.0 |
| PP |
6,423.0 |
6,423.0 |
6,423.0 |
6,413.0 |
| S1 |
6,392.5 |
6,392.5 |
6,426.5 |
6,372.0 |
| S2 |
6,352.0 |
6,352.0 |
6,420.0 |
|
| S3 |
6,281.0 |
6,321.5 |
6,413.5 |
|
| S4 |
6,210.0 |
6,250.5 |
6,394.0 |
|
|
| 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 |
6,382.5 |
252.5 |
3.9% |
81.0 |
1.3% |
20% |
False |
True |
82,174 |
| 10 |
6,635.0 |
6,382.5 |
252.5 |
3.9% |
83.5 |
1.3% |
20% |
False |
True |
77,213 |
| 20 |
6,669.5 |
6,382.5 |
287.0 |
4.5% |
84.5 |
1.3% |
18% |
False |
True |
81,405 |
| 40 |
6,669.5 |
6,040.0 |
629.5 |
9.8% |
86.0 |
1.3% |
62% |
False |
False |
85,940 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.1% |
91.5 |
1.4% |
67% |
False |
False |
82,426 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
81.5 |
1.3% |
56% |
False |
False |
61,952 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
72.0 |
1.1% |
56% |
False |
False |
49,571 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
62.0 |
1.0% |
56% |
False |
False |
41,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,755.0 |
|
2.618 |
6,639.5 |
|
1.618 |
6,568.5 |
|
1.000 |
6,524.5 |
|
0.618 |
6,497.5 |
|
HIGH |
6,453.5 |
|
0.618 |
6,426.5 |
|
0.500 |
6,418.0 |
|
0.382 |
6,409.5 |
|
LOW |
6,382.5 |
|
0.618 |
6,338.5 |
|
1.000 |
6,311.5 |
|
1.618 |
6,267.5 |
|
2.618 |
6,196.5 |
|
4.250 |
6,081.0 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,428.0 |
6,441.0 |
| PP |
6,423.0 |
6,438.5 |
| S1 |
6,418.0 |
6,436.0 |
|