| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,036.2 |
1,035.9 |
-0.3 |
0.0% |
1,021.0 |
| High |
1,043.6 |
1,037.2 |
-6.4 |
-0.6% |
1,038.7 |
| Low |
1,033.0 |
1,010.5 |
-22.5 |
-2.2% |
1,008.2 |
| Close |
1,036.8 |
1,011.9 |
-24.9 |
-2.4% |
1,037.4 |
| Range |
10.6 |
26.7 |
16.1 |
151.9% |
30.5 |
| ATR |
13.4 |
14.3 |
1.0 |
7.1% |
0.0 |
| Volume |
76,361 |
132,110 |
55,749 |
73.0% |
463,569 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,100.0 |
1,082.8 |
1,026.5 |
|
| R3 |
1,073.3 |
1,056.0 |
1,019.3 |
|
| R2 |
1,046.5 |
1,046.5 |
1,016.8 |
|
| R1 |
1,029.3 |
1,029.3 |
1,014.3 |
1,024.5 |
| PP |
1,019.8 |
1,019.8 |
1,019.8 |
1,017.5 |
| S1 |
1,002.5 |
1,002.5 |
1,009.5 |
997.8 |
| S2 |
993.3 |
993.3 |
1,007.0 |
|
| S3 |
966.5 |
975.8 |
1,004.5 |
|
| S4 |
939.8 |
949.3 |
997.3 |
|
|
| 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 |
1,010.5 |
33.1 |
3.3% |
16.8 |
1.7% |
4% |
False |
True |
95,903 |
| 10 |
1,052.2 |
1,008.2 |
44.0 |
4.3% |
15.5 |
1.5% |
8% |
False |
False |
96,725 |
| 20 |
1,062.0 |
1,008.2 |
53.8 |
5.3% |
13.5 |
1.3% |
7% |
False |
False |
87,807 |
| 40 |
1,062.0 |
977.8 |
84.2 |
8.3% |
12.5 |
1.2% |
40% |
False |
False |
86,155 |
| 60 |
1,062.0 |
938.0 |
124.0 |
12.3% |
14.3 |
1.4% |
60% |
False |
False |
91,846 |
| 80 |
1,062.0 |
938.0 |
124.0 |
12.3% |
12.3 |
1.2% |
60% |
False |
False |
68,927 |
| 100 |
1,062.0 |
893.4 |
168.6 |
16.7% |
10.0 |
1.0% |
70% |
False |
False |
55,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,150.8 |
|
2.618 |
1,107.0 |
|
1.618 |
1,080.5 |
|
1.000 |
1,064.0 |
|
0.618 |
1,053.8 |
|
HIGH |
1,037.3 |
|
0.618 |
1,027.0 |
|
0.500 |
1,023.8 |
|
0.382 |
1,020.8 |
|
LOW |
1,010.5 |
|
0.618 |
994.0 |
|
1.000 |
983.8 |
|
1.618 |
967.3 |
|
2.618 |
940.5 |
|
4.250 |
897.0 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,023.8 |
1,027.0 |
| PP |
1,019.8 |
1,022.0 |
| S1 |
1,016.0 |
1,017.0 |
|