| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,026.3 |
1,014.9 |
-11.4 |
-1.1% |
1,045.1 |
| High |
1,030.2 |
1,035.7 |
5.5 |
0.5% |
1,057.0 |
| Low |
1,015.0 |
1,013.4 |
-1.6 |
-0.2% |
1,019.4 |
| Close |
1,017.7 |
1,034.2 |
16.5 |
1.6% |
1,021.0 |
| Range |
15.2 |
22.3 |
7.1 |
46.7% |
37.6 |
| ATR |
13.3 |
13.9 |
0.6 |
4.9% |
0.0 |
| Volume |
129,947 |
82,254 |
-47,693 |
-36.7% |
457,169 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,094.8 |
1,086.8 |
1,046.5 |
|
| R3 |
1,072.3 |
1,064.5 |
1,040.3 |
|
| R2 |
1,050.0 |
1,050.0 |
1,038.3 |
|
| R1 |
1,042.3 |
1,042.3 |
1,036.3 |
1,046.0 |
| PP |
1,027.8 |
1,027.8 |
1,027.8 |
1,029.8 |
| S1 |
1,019.8 |
1,019.8 |
1,032.3 |
1,023.8 |
| S2 |
1,005.5 |
1,005.5 |
1,030.0 |
|
| S3 |
983.3 |
997.5 |
1,028.0 |
|
| S4 |
960.8 |
975.3 |
1,022.0 |
|
|
| 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 |
1,035.7 |
1,008.2 |
27.5 |
2.7% |
16.3 |
1.6% |
95% |
True |
False |
96,535 |
| 10 |
1,057.0 |
1,008.2 |
48.8 |
4.7% |
15.0 |
1.5% |
53% |
False |
False |
95,072 |
| 20 |
1,062.0 |
1,008.2 |
53.8 |
5.2% |
13.0 |
1.3% |
48% |
False |
False |
85,862 |
| 40 |
1,062.0 |
959.1 |
102.9 |
9.9% |
12.8 |
1.2% |
73% |
False |
False |
88,763 |
| 60 |
1,062.0 |
938.0 |
124.0 |
12.0% |
14.0 |
1.3% |
78% |
False |
False |
87,412 |
| 80 |
1,062.0 |
915.8 |
146.2 |
14.1% |
11.8 |
1.1% |
81% |
False |
False |
65,586 |
| 100 |
1,062.0 |
893.4 |
168.6 |
16.3% |
9.5 |
0.9% |
84% |
False |
False |
52,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,130.5 |
|
2.618 |
1,094.0 |
|
1.618 |
1,071.8 |
|
1.000 |
1,058.0 |
|
0.618 |
1,049.5 |
|
HIGH |
1,035.8 |
|
0.618 |
1,027.3 |
|
0.500 |
1,024.5 |
|
0.382 |
1,022.0 |
|
LOW |
1,013.5 |
|
0.618 |
999.5 |
|
1.000 |
991.0 |
|
1.618 |
977.3 |
|
2.618 |
955.0 |
|
4.250 |
918.5 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,031.0 |
1,030.0 |
| PP |
1,027.8 |
1,026.0 |
| S1 |
1,024.5 |
1,022.0 |
|