| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,364.5 |
6,463.5 |
99.0 |
1.6% |
6,494.5 |
| High |
6,465.0 |
6,512.5 |
47.5 |
0.7% |
6,512.5 |
| Low |
6,346.5 |
6,415.5 |
69.0 |
1.1% |
6,346.5 |
| Close |
6,430.5 |
6,486.0 |
55.5 |
0.9% |
6,486.0 |
| Range |
118.5 |
97.0 |
-21.5 |
-18.1% |
166.0 |
| ATR |
87.6 |
88.2 |
0.7 |
0.8% |
0.0 |
| Volume |
79,418 |
97,664 |
18,246 |
23.0% |
394,620 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,762.5 |
6,721.0 |
6,539.5 |
|
| R3 |
6,665.5 |
6,624.0 |
6,512.5 |
|
| R2 |
6,568.5 |
6,568.5 |
6,504.0 |
|
| R1 |
6,527.0 |
6,527.0 |
6,495.0 |
6,548.0 |
| PP |
6,471.5 |
6,471.5 |
6,471.5 |
6,481.5 |
| S1 |
6,430.0 |
6,430.0 |
6,477.0 |
6,451.0 |
| S2 |
6,374.5 |
6,374.5 |
6,468.0 |
|
| S3 |
6,277.5 |
6,333.0 |
6,459.5 |
|
| S4 |
6,180.5 |
6,236.0 |
6,432.5 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,946.5 |
6,882.0 |
6,577.5 |
|
| R3 |
6,780.5 |
6,716.0 |
6,531.5 |
|
| R2 |
6,614.5 |
6,614.5 |
6,516.5 |
|
| R1 |
6,550.0 |
6,550.0 |
6,501.0 |
6,499.0 |
| PP |
6,448.5 |
6,448.5 |
6,448.5 |
6,423.0 |
| S1 |
6,384.0 |
6,384.0 |
6,471.0 |
6,333.0 |
| S2 |
6,282.5 |
6,282.5 |
6,455.5 |
|
| S3 |
6,116.5 |
6,218.0 |
6,440.5 |
|
| S4 |
5,950.5 |
6,052.0 |
6,394.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,512.5 |
6,346.5 |
166.0 |
2.6% |
89.0 |
1.4% |
84% |
True |
False |
78,924 |
| 10 |
6,635.0 |
6,346.5 |
288.5 |
4.4% |
85.0 |
1.3% |
48% |
False |
False |
81,070 |
| 20 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
86.0 |
1.3% |
43% |
False |
False |
82,920 |
| 40 |
6,669.5 |
6,130.0 |
539.5 |
8.3% |
86.5 |
1.3% |
66% |
False |
False |
84,849 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
92.0 |
1.4% |
74% |
False |
False |
86,415 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
83.5 |
1.3% |
62% |
False |
False |
65,050 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
73.5 |
1.1% |
62% |
False |
False |
52,061 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
64.5 |
1.0% |
62% |
False |
False |
43,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,925.0 |
|
2.618 |
6,766.5 |
|
1.618 |
6,669.5 |
|
1.000 |
6,609.5 |
|
0.618 |
6,572.5 |
|
HIGH |
6,512.5 |
|
0.618 |
6,475.5 |
|
0.500 |
6,464.0 |
|
0.382 |
6,452.5 |
|
LOW |
6,415.5 |
|
0.618 |
6,355.5 |
|
1.000 |
6,318.5 |
|
1.618 |
6,258.5 |
|
2.618 |
6,161.5 |
|
4.250 |
6,003.0 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,478.5 |
6,467.0 |
| PP |
6,471.5 |
6,448.5 |
| S1 |
6,464.0 |
6,429.5 |
|