| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,046.1 |
1,045.1 |
-1.0 |
-0.1% |
1,057.0 |
| High |
1,051.4 |
1,053.5 |
2.1 |
0.2% |
1,062.0 |
| Low |
1,040.8 |
1,036.1 |
-4.7 |
-0.5% |
1,040.5 |
| Close |
1,045.8 |
1,052.1 |
6.3 |
0.6% |
1,045.8 |
| Range |
10.6 |
17.4 |
6.8 |
64.2% |
21.5 |
| ATR |
11.8 |
12.2 |
0.4 |
3.4% |
0.0 |
| Volume |
88,827 |
77,225 |
-11,602 |
-13.1% |
370,278 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,099.5 |
1,093.3 |
1,061.8 |
|
| R3 |
1,082.0 |
1,075.8 |
1,057.0 |
|
| R2 |
1,064.8 |
1,064.8 |
1,055.3 |
|
| R1 |
1,058.3 |
1,058.3 |
1,053.8 |
1,061.5 |
| PP |
1,047.3 |
1,047.3 |
1,047.3 |
1,048.8 |
| S1 |
1,041.0 |
1,041.0 |
1,050.5 |
1,044.0 |
| S2 |
1,029.8 |
1,029.8 |
1,049.0 |
|
| S3 |
1,012.5 |
1,023.5 |
1,047.3 |
|
| S4 |
995.0 |
1,006.3 |
1,042.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,114.0 |
1,101.3 |
1,057.5 |
|
| R3 |
1,092.5 |
1,079.8 |
1,051.8 |
|
| R2 |
1,071.0 |
1,071.0 |
1,049.8 |
|
| R1 |
1,058.3 |
1,058.3 |
1,047.8 |
1,054.0 |
| PP |
1,049.5 |
1,049.5 |
1,049.5 |
1,047.3 |
| S1 |
1,036.8 |
1,036.8 |
1,043.8 |
1,032.5 |
| S2 |
1,028.0 |
1,028.0 |
1,041.8 |
|
| S3 |
1,006.5 |
1,015.3 |
1,040.0 |
|
| S4 |
985.0 |
993.8 |
1,034.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,061.3 |
1,036.1 |
25.2 |
2.4% |
12.3 |
1.2% |
63% |
False |
True |
79,347 |
| 10 |
1,062.0 |
1,036.1 |
25.9 |
2.5% |
11.0 |
1.0% |
62% |
False |
True |
78,144 |
| 20 |
1,062.0 |
1,034.0 |
28.0 |
2.7% |
11.5 |
1.1% |
65% |
False |
False |
78,508 |
| 40 |
1,062.0 |
938.0 |
124.0 |
11.8% |
13.3 |
1.3% |
92% |
False |
False |
104,230 |
| 60 |
1,062.0 |
938.0 |
124.0 |
11.8% |
13.3 |
1.3% |
92% |
False |
False |
74,345 |
| 80 |
1,062.0 |
909.0 |
153.0 |
14.5% |
10.3 |
1.0% |
94% |
False |
False |
55,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,127.5 |
|
2.618 |
1,099.0 |
|
1.618 |
1,081.8 |
|
1.000 |
1,071.0 |
|
0.618 |
1,064.3 |
|
HIGH |
1,053.5 |
|
0.618 |
1,046.8 |
|
0.500 |
1,044.8 |
|
0.382 |
1,042.8 |
|
LOW |
1,036.0 |
|
0.618 |
1,025.3 |
|
1.000 |
1,018.8 |
|
1.618 |
1,008.0 |
|
2.618 |
990.5 |
|
4.250 |
962.3 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,049.8 |
1,049.8 |
| PP |
1,047.3 |
1,047.3 |
| S1 |
1,044.8 |
1,044.8 |
|