| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,437.5 |
6,438.0 |
0.5 |
0.0% |
6,555.0 |
| High |
6,453.5 |
6,446.0 |
-7.5 |
-0.1% |
6,635.0 |
| Low |
6,382.5 |
6,364.5 |
-18.0 |
-0.3% |
6,437.5 |
| Close |
6,433.0 |
6,384.5 |
-48.5 |
-0.8% |
6,475.0 |
| Range |
71.0 |
81.5 |
10.5 |
14.8% |
197.5 |
| ATR |
85.5 |
85.2 |
-0.3 |
-0.3% |
0.0 |
| Volume |
67,405 |
71,957 |
4,552 |
6.8% |
416,089 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,643.0 |
6,595.0 |
6,429.5 |
|
| R3 |
6,561.5 |
6,513.5 |
6,407.0 |
|
| R2 |
6,480.0 |
6,480.0 |
6,399.5 |
|
| R1 |
6,432.0 |
6,432.0 |
6,392.0 |
6,415.0 |
| PP |
6,398.5 |
6,398.5 |
6,398.5 |
6,390.0 |
| S1 |
6,350.5 |
6,350.5 |
6,377.0 |
6,334.0 |
| S2 |
6,317.0 |
6,317.0 |
6,369.5 |
|
| S3 |
6,235.5 |
6,269.0 |
6,362.0 |
|
| S4 |
6,154.0 |
6,187.5 |
6,339.5 |
|
|
| 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 |
6,574.5 |
6,364.5 |
210.0 |
3.3% |
83.5 |
1.3% |
10% |
False |
True |
72,619 |
| 10 |
6,635.0 |
6,364.5 |
270.5 |
4.2% |
77.5 |
1.2% |
7% |
False |
True |
76,363 |
| 20 |
6,669.5 |
6,364.5 |
305.0 |
4.8% |
84.5 |
1.3% |
7% |
False |
True |
80,383 |
| 40 |
6,669.5 |
6,121.0 |
548.5 |
8.6% |
85.5 |
1.3% |
48% |
False |
False |
85,693 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.2% |
91.0 |
1.4% |
60% |
False |
False |
83,624 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.5% |
81.5 |
1.3% |
50% |
False |
False |
62,844 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.5% |
72.5 |
1.1% |
50% |
False |
False |
50,290 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.5% |
62.5 |
1.0% |
50% |
False |
False |
41,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,792.5 |
|
2.618 |
6,659.5 |
|
1.618 |
6,578.0 |
|
1.000 |
6,527.5 |
|
0.618 |
6,496.5 |
|
HIGH |
6,446.0 |
|
0.618 |
6,415.0 |
|
0.500 |
6,405.0 |
|
0.382 |
6,395.5 |
|
LOW |
6,364.5 |
|
0.618 |
6,314.0 |
|
1.000 |
6,283.0 |
|
1.618 |
6,232.5 |
|
2.618 |
6,151.0 |
|
4.250 |
6,018.0 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,405.0 |
6,432.0 |
| PP |
6,398.5 |
6,416.5 |
| S1 |
6,391.5 |
6,400.5 |
|