| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,113.50 |
3,126.00 |
12.50 |
0.4% |
3,136.25 |
| High |
3,129.50 |
3,148.00 |
18.50 |
0.6% |
3,140.25 |
| Low |
3,094.25 |
3,104.75 |
10.50 |
0.3% |
3,090.75 |
| Close |
3,124.00 |
3,137.00 |
13.00 |
0.4% |
3,113.25 |
| Range |
35.25 |
43.25 |
8.00 |
22.7% |
49.50 |
| ATR |
30.95 |
31.83 |
0.88 |
2.8% |
0.00 |
| Volume |
171,281 |
239,126 |
67,845 |
39.6% |
929,020 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,259.75 |
3,241.50 |
3,160.75 |
|
| R3 |
3,216.50 |
3,198.25 |
3,149.00 |
|
| R2 |
3,173.25 |
3,173.25 |
3,145.00 |
|
| R1 |
3,155.00 |
3,155.00 |
3,141.00 |
3,164.00 |
| PP |
3,130.00 |
3,130.00 |
3,130.00 |
3,134.50 |
| S1 |
3,111.75 |
3,111.75 |
3,133.00 |
3,121.00 |
| S2 |
3,086.75 |
3,086.75 |
3,129.00 |
|
| S3 |
3,043.50 |
3,068.50 |
3,125.00 |
|
| S4 |
3,000.25 |
3,025.25 |
3,113.25 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.25 |
3,237.75 |
3,140.50 |
|
| R3 |
3,213.75 |
3,188.25 |
3,126.75 |
|
| R2 |
3,164.25 |
3,164.25 |
3,122.25 |
|
| R1 |
3,138.75 |
3,138.75 |
3,117.75 |
3,126.75 |
| PP |
3,114.75 |
3,114.75 |
3,114.75 |
3,108.75 |
| S1 |
3,089.25 |
3,089.25 |
3,108.75 |
3,077.25 |
| S2 |
3,065.25 |
3,065.25 |
3,104.25 |
|
| S3 |
3,015.75 |
3,039.75 |
3,099.75 |
|
| S4 |
2,966.25 |
2,990.25 |
3,086.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,148.00 |
3,090.75 |
57.25 |
1.8% |
32.50 |
1.0% |
81% |
True |
False |
210,943 |
| 10 |
3,148.00 |
3,079.25 |
68.75 |
2.2% |
29.50 |
0.9% |
84% |
True |
False |
191,011 |
| 20 |
3,148.00 |
3,023.50 |
124.50 |
4.0% |
28.75 |
0.9% |
91% |
True |
False |
196,110 |
| 40 |
3,148.00 |
2,817.75 |
330.25 |
10.5% |
34.50 |
1.1% |
97% |
True |
False |
212,681 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.5% |
36.75 |
1.2% |
97% |
True |
False |
153,232 |
| 80 |
3,148.00 |
2,778.75 |
369.25 |
11.8% |
33.25 |
1.1% |
97% |
True |
False |
114,970 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.2% |
32.00 |
1.0% |
97% |
True |
False |
91,979 |
| 120 |
3,148.00 |
2,690.50 |
457.50 |
14.6% |
29.00 |
0.9% |
98% |
True |
False |
76,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,331.75 |
|
2.618 |
3,261.25 |
|
1.618 |
3,218.00 |
|
1.000 |
3,191.25 |
|
0.618 |
3,174.75 |
|
HIGH |
3,148.00 |
|
0.618 |
3,131.50 |
|
0.500 |
3,126.50 |
|
0.382 |
3,121.25 |
|
LOW |
3,104.75 |
|
0.618 |
3,078.00 |
|
1.000 |
3,061.50 |
|
1.618 |
3,034.75 |
|
2.618 |
2,991.50 |
|
4.250 |
2,921.00 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,133.50 |
3,131.75 |
| PP |
3,130.00 |
3,126.50 |
| S1 |
3,126.50 |
3,121.00 |
|