| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,034.9 |
1,036.2 |
1.3 |
0.1% |
1,021.0 |
| High |
1,038.7 |
1,043.6 |
4.9 |
0.5% |
1,038.7 |
| Low |
1,029.6 |
1,033.0 |
3.4 |
0.3% |
1,008.2 |
| Close |
1,037.4 |
1,036.8 |
-0.6 |
-0.1% |
1,037.4 |
| Range |
9.1 |
10.6 |
1.5 |
16.5% |
30.5 |
| ATR |
13.6 |
13.4 |
-0.2 |
-1.6% |
0.0 |
| Volume |
58,845 |
76,361 |
17,516 |
29.8% |
463,569 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,069.5 |
1,063.8 |
1,042.8 |
|
| R3 |
1,059.0 |
1,053.3 |
1,039.8 |
|
| R2 |
1,048.5 |
1,048.5 |
1,038.8 |
|
| R1 |
1,042.5 |
1,042.5 |
1,037.8 |
1,045.5 |
| PP |
1,037.8 |
1,037.8 |
1,037.8 |
1,039.3 |
| S1 |
1,032.0 |
1,032.0 |
1,035.8 |
1,035.0 |
| S2 |
1,027.3 |
1,027.3 |
1,034.8 |
|
| S3 |
1,016.5 |
1,021.5 |
1,034.0 |
|
| S4 |
1,006.0 |
1,010.8 |
1,031.0 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,119.5 |
1,109.0 |
1,054.3 |
|
| R3 |
1,089.0 |
1,078.5 |
1,045.8 |
|
| R2 |
1,058.5 |
1,058.5 |
1,043.0 |
|
| R1 |
1,048.0 |
1,048.0 |
1,040.3 |
1,053.3 |
| PP |
1,028.0 |
1,028.0 |
1,028.0 |
1,030.8 |
| S1 |
1,017.5 |
1,017.5 |
1,034.5 |
1,022.8 |
| S2 |
997.5 |
997.5 |
1,031.8 |
|
| S3 |
967.0 |
987.0 |
1,029.0 |
|
| S4 |
936.5 |
956.5 |
1,020.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,043.6 |
1,008.2 |
35.4 |
3.4% |
15.5 |
1.5% |
81% |
True |
False |
89,641 |
| 10 |
1,057.0 |
1,008.2 |
48.8 |
4.7% |
14.3 |
1.4% |
59% |
False |
False |
91,987 |
| 20 |
1,062.0 |
1,008.2 |
53.8 |
5.2% |
12.8 |
1.2% |
53% |
False |
False |
85,066 |
| 40 |
1,062.0 |
970.6 |
91.4 |
8.8% |
12.3 |
1.2% |
72% |
False |
False |
85,893 |
| 60 |
1,062.0 |
938.0 |
124.0 |
12.0% |
14.0 |
1.3% |
80% |
False |
False |
89,659 |
| 80 |
1,062.0 |
938.0 |
124.0 |
12.0% |
12.0 |
1.1% |
80% |
False |
False |
67,276 |
| 100 |
1,062.0 |
893.4 |
168.6 |
16.3% |
9.8 |
0.9% |
85% |
False |
False |
53,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,088.8 |
|
2.618 |
1,071.3 |
|
1.618 |
1,060.8 |
|
1.000 |
1,054.3 |
|
0.618 |
1,050.3 |
|
HIGH |
1,043.5 |
|
0.618 |
1,039.5 |
|
0.500 |
1,038.3 |
|
0.382 |
1,037.0 |
|
LOW |
1,033.0 |
|
0.618 |
1,026.5 |
|
1.000 |
1,022.5 |
|
1.618 |
1,015.8 |
|
2.618 |
1,005.3 |
|
4.250 |
988.0 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,038.3 |
1,034.0 |
| PP |
1,037.8 |
1,031.3 |
| S1 |
1,037.3 |
1,028.5 |
|