| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,021.0 |
1,012.7 |
-8.3 |
-0.8% |
1,045.1 |
| High |
1,024.1 |
1,028.7 |
4.6 |
0.4% |
1,057.0 |
| Low |
1,011.2 |
1,008.2 |
-3.0 |
-0.3% |
1,019.4 |
| Close |
1,012.4 |
1,026.6 |
14.2 |
1.4% |
1,021.0 |
| Range |
12.9 |
20.5 |
7.6 |
58.9% |
37.6 |
| ATR |
12.5 |
13.1 |
0.6 |
4.5% |
0.0 |
| Volume |
91,721 |
100,802 |
9,081 |
9.9% |
457,169 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,082.8 |
1,075.3 |
1,038.0 |
|
| R3 |
1,062.3 |
1,054.8 |
1,032.3 |
|
| R2 |
1,041.8 |
1,041.8 |
1,030.3 |
|
| R1 |
1,034.3 |
1,034.3 |
1,028.5 |
1,038.0 |
| PP |
1,021.3 |
1,021.3 |
1,021.3 |
1,023.0 |
| S1 |
1,013.8 |
1,013.8 |
1,024.8 |
1,017.5 |
| S2 |
1,000.8 |
1,000.8 |
1,022.8 |
|
| S3 |
980.3 |
993.3 |
1,021.0 |
|
| S4 |
959.8 |
972.8 |
1,015.3 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,145.3 |
1,120.8 |
1,041.8 |
|
| R3 |
1,107.8 |
1,083.3 |
1,031.3 |
|
| R2 |
1,070.0 |
1,070.0 |
1,028.0 |
|
| R1 |
1,045.5 |
1,045.5 |
1,024.5 |
1,039.0 |
| PP |
1,032.5 |
1,032.5 |
1,032.5 |
1,029.3 |
| S1 |
1,008.0 |
1,008.0 |
1,017.5 |
1,001.5 |
| S2 |
994.8 |
994.8 |
1,014.0 |
|
| S3 |
957.3 |
970.3 |
1,010.8 |
|
| S4 |
919.8 |
932.8 |
1,000.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,052.2 |
1,008.2 |
44.0 |
4.3% |
14.5 |
1.4% |
42% |
False |
True |
97,548 |
| 10 |
1,057.0 |
1,008.2 |
48.8 |
4.8% |
13.3 |
1.3% |
38% |
False |
True |
89,464 |
| 20 |
1,062.0 |
1,008.2 |
53.8 |
5.2% |
12.8 |
1.3% |
34% |
False |
True |
85,239 |
| 40 |
1,062.0 |
942.1 |
119.9 |
11.7% |
12.5 |
1.2% |
70% |
False |
False |
89,144 |
| 60 |
1,062.0 |
938.0 |
124.0 |
12.1% |
13.8 |
1.3% |
71% |
False |
False |
83,879 |
| 80 |
1,062.0 |
915.8 |
146.2 |
14.2% |
11.3 |
1.1% |
76% |
False |
False |
62,933 |
| 100 |
1,062.0 |
893.4 |
168.6 |
16.4% |
9.3 |
0.9% |
79% |
False |
False |
50,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,115.8 |
|
2.618 |
1,082.3 |
|
1.618 |
1,061.8 |
|
1.000 |
1,049.3 |
|
0.618 |
1,041.3 |
|
HIGH |
1,028.8 |
|
0.618 |
1,020.8 |
|
0.500 |
1,018.5 |
|
0.382 |
1,016.0 |
|
LOW |
1,008.3 |
|
0.618 |
995.5 |
|
1.000 |
987.8 |
|
1.618 |
975.0 |
|
2.618 |
954.5 |
|
4.250 |
921.0 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,024.0 |
1,024.0 |
| PP |
1,021.3 |
1,021.3 |
| S1 |
1,018.5 |
1,018.8 |
|