| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,012.0 |
1,013.0 |
1.0 |
0.1% |
1,021.0 |
| High |
1,018.8 |
1,028.9 |
10.1 |
1.0% |
1,038.7 |
| Low |
1,010.0 |
1,012.0 |
2.0 |
0.2% |
1,008.2 |
| Close |
1,013.9 |
1,024.1 |
10.2 |
1.0% |
1,037.4 |
| Range |
8.8 |
16.9 |
8.1 |
92.0% |
30.5 |
| ATR |
13.9 |
14.1 |
0.2 |
1.5% |
0.0 |
| Volume |
82,009 |
88,385 |
6,376 |
7.8% |
463,569 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,072.3 |
1,065.3 |
1,033.5 |
|
| R3 |
1,055.5 |
1,048.3 |
1,028.8 |
|
| R2 |
1,038.5 |
1,038.5 |
1,027.3 |
|
| R1 |
1,031.3 |
1,031.3 |
1,025.8 |
1,035.0 |
| PP |
1,021.8 |
1,021.8 |
1,021.8 |
1,023.5 |
| S1 |
1,014.5 |
1,014.5 |
1,022.5 |
1,018.0 |
| S2 |
1,004.8 |
1,004.8 |
1,021.0 |
|
| S3 |
987.8 |
997.5 |
1,019.5 |
|
| S4 |
971.0 |
980.8 |
1,014.8 |
|
|
| 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 |
1,010.0 |
33.6 |
3.3% |
14.5 |
1.4% |
42% |
False |
False |
87,542 |
| 10 |
1,043.6 |
1,008.2 |
35.4 |
3.5% |
15.3 |
1.5% |
45% |
False |
False |
92,038 |
| 20 |
1,062.0 |
1,008.2 |
53.8 |
5.3% |
13.5 |
1.3% |
30% |
False |
False |
86,581 |
| 40 |
1,062.0 |
988.3 |
73.7 |
7.2% |
12.5 |
1.2% |
49% |
False |
False |
85,494 |
| 60 |
1,062.0 |
938.0 |
124.0 |
12.1% |
14.0 |
1.4% |
69% |
False |
False |
94,676 |
| 80 |
1,062.0 |
938.0 |
124.0 |
12.1% |
12.5 |
1.2% |
69% |
False |
False |
71,051 |
| 100 |
1,062.0 |
893.4 |
168.6 |
16.5% |
10.3 |
1.0% |
78% |
False |
False |
56,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,100.8 |
|
2.618 |
1,073.3 |
|
1.618 |
1,056.3 |
|
1.000 |
1,045.8 |
|
0.618 |
1,039.3 |
|
HIGH |
1,029.0 |
|
0.618 |
1,022.5 |
|
0.500 |
1,020.5 |
|
0.382 |
1,018.5 |
|
LOW |
1,012.0 |
|
0.618 |
1,001.5 |
|
1.000 |
995.0 |
|
1.618 |
984.8 |
|
2.618 |
967.8 |
|
4.250 |
940.3 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,023.0 |
1,024.0 |
| PP |
1,021.8 |
1,023.8 |
| S1 |
1,020.5 |
1,023.5 |
|