| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,390.5 |
6,414.0 |
23.5 |
0.4% |
6,494.5 |
| High |
6,441.0 |
6,499.0 |
58.0 |
0.9% |
6,512.5 |
| Low |
6,387.0 |
6,408.0 |
21.0 |
0.3% |
6,346.5 |
| Close |
6,424.0 |
6,485.5 |
61.5 |
1.0% |
6,486.0 |
| Range |
54.0 |
91.0 |
37.0 |
68.5% |
166.0 |
| ATR |
86.5 |
86.8 |
0.3 |
0.4% |
0.0 |
| Volume |
78,675 |
96,006 |
17,331 |
22.0% |
394,620 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,737.0 |
6,702.5 |
6,535.5 |
|
| R3 |
6,646.0 |
6,611.5 |
6,510.5 |
|
| R2 |
6,555.0 |
6,555.0 |
6,502.0 |
|
| R1 |
6,520.5 |
6,520.5 |
6,494.0 |
6,538.0 |
| PP |
6,464.0 |
6,464.0 |
6,464.0 |
6,473.0 |
| S1 |
6,429.5 |
6,429.5 |
6,477.0 |
6,447.0 |
| S2 |
6,373.0 |
6,373.0 |
6,469.0 |
|
| S3 |
6,282.0 |
6,338.5 |
6,460.5 |
|
| S4 |
6,191.0 |
6,247.5 |
6,435.5 |
|
|
| 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% |
91.5 |
1.4% |
84% |
False |
False |
85,438 |
| 10 |
6,574.5 |
6,346.5 |
228.0 |
3.5% |
87.5 |
1.3% |
61% |
False |
False |
79,029 |
| 20 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
87.0 |
1.3% |
43% |
False |
False |
79,954 |
| 40 |
6,669.5 |
6,184.0 |
485.5 |
7.5% |
85.5 |
1.3% |
62% |
False |
False |
84,498 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
91.5 |
1.4% |
74% |
False |
False |
90,375 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
85.5 |
1.3% |
62% |
False |
False |
68,165 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
74.5 |
1.1% |
62% |
False |
False |
54,559 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
66.5 |
1.0% |
62% |
False |
False |
45,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,886.0 |
|
2.618 |
6,737.0 |
|
1.618 |
6,646.0 |
|
1.000 |
6,590.0 |
|
0.618 |
6,555.0 |
|
HIGH |
6,499.0 |
|
0.618 |
6,464.0 |
|
0.500 |
6,453.5 |
|
0.382 |
6,443.0 |
|
LOW |
6,408.0 |
|
0.618 |
6,352.0 |
|
1.000 |
6,317.0 |
|
1.618 |
6,261.0 |
|
2.618 |
6,170.0 |
|
4.250 |
6,021.0 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,475.0 |
6,471.5 |
| PP |
6,464.0 |
6,457.0 |
| S1 |
6,453.5 |
6,443.0 |
|