| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,414.0 |
6,477.5 |
63.5 |
1.0% |
6,478.5 |
| High |
6,499.0 |
6,501.0 |
2.0 |
0.0% |
6,501.0 |
| Low |
6,408.0 |
6,385.5 |
-22.5 |
-0.4% |
6,385.5 |
| Close |
6,485.5 |
6,408.0 |
-77.5 |
-1.2% |
6,408.0 |
| Range |
91.0 |
115.5 |
24.5 |
26.9% |
115.5 |
| ATR |
86.8 |
88.9 |
2.0 |
2.4% |
0.0 |
| Volume |
96,006 |
64,890 |
-31,116 |
-32.4% |
315,001 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,778.0 |
6,708.5 |
6,471.5 |
|
| R3 |
6,662.5 |
6,593.0 |
6,440.0 |
|
| R2 |
6,547.0 |
6,547.0 |
6,429.0 |
|
| R1 |
6,477.5 |
6,477.5 |
6,418.5 |
6,454.5 |
| PP |
6,431.5 |
6,431.5 |
6,431.5 |
6,420.0 |
| S1 |
6,362.0 |
6,362.0 |
6,397.5 |
6,339.0 |
| S2 |
6,316.0 |
6,316.0 |
6,387.0 |
|
| S3 |
6,200.5 |
6,246.5 |
6,376.0 |
|
| S4 |
6,085.0 |
6,131.0 |
6,344.5 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,778.0 |
6,708.5 |
6,471.5 |
|
| R3 |
6,662.5 |
6,593.0 |
6,440.0 |
|
| R2 |
6,547.0 |
6,547.0 |
6,429.0 |
|
| R1 |
6,477.5 |
6,477.5 |
6,418.5 |
6,454.5 |
| PP |
6,431.5 |
6,431.5 |
6,431.5 |
6,420.0 |
| S1 |
6,362.0 |
6,362.0 |
6,397.5 |
6,339.0 |
| S2 |
6,316.0 |
6,316.0 |
6,387.0 |
|
| S3 |
6,200.5 |
6,246.5 |
6,376.0 |
|
| S4 |
6,085.0 |
6,131.0 |
6,344.5 |
|
|
| 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 |
6,385.5 |
127.0 |
2.0% |
91.0 |
1.4% |
18% |
False |
True |
82,533 |
| 10 |
6,512.5 |
6,346.5 |
166.0 |
2.6% |
86.0 |
1.3% |
37% |
False |
False |
77,568 |
| 20 |
6,664.0 |
6,346.5 |
317.5 |
5.0% |
87.5 |
1.4% |
19% |
False |
False |
78,925 |
| 40 |
6,669.5 |
6,315.5 |
354.0 |
5.5% |
83.5 |
1.3% |
26% |
False |
False |
82,490 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.1% |
91.5 |
1.4% |
63% |
False |
False |
91,352 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
86.5 |
1.3% |
53% |
False |
False |
68,975 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
75.5 |
1.2% |
53% |
False |
False |
55,208 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
67.5 |
1.1% |
53% |
False |
False |
46,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,992.0 |
|
2.618 |
6,803.5 |
|
1.618 |
6,688.0 |
|
1.000 |
6,616.5 |
|
0.618 |
6,572.5 |
|
HIGH |
6,501.0 |
|
0.618 |
6,457.0 |
|
0.500 |
6,443.0 |
|
0.382 |
6,429.5 |
|
LOW |
6,385.5 |
|
0.618 |
6,314.0 |
|
1.000 |
6,270.0 |
|
1.618 |
6,198.5 |
|
2.618 |
6,083.0 |
|
4.250 |
5,894.5 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,443.0 |
6,443.0 |
| PP |
6,431.5 |
6,431.5 |
| S1 |
6,420.0 |
6,420.0 |
|