| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,126.00 |
3,138.75 |
12.75 |
0.4% |
3,136.25 |
| High |
3,148.00 |
3,143.75 |
-4.25 |
-0.1% |
3,140.25 |
| Low |
3,104.75 |
3,114.25 |
9.50 |
0.3% |
3,090.75 |
| Close |
3,137.00 |
3,123.25 |
-13.75 |
-0.4% |
3,113.25 |
| Range |
43.25 |
29.50 |
-13.75 |
-31.8% |
49.50 |
| ATR |
31.83 |
31.66 |
-0.17 |
-0.5% |
0.00 |
| Volume |
239,126 |
234,087 |
-5,039 |
-2.1% |
929,020 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,215.50 |
3,199.00 |
3,139.50 |
|
| R3 |
3,186.00 |
3,169.50 |
3,131.25 |
|
| R2 |
3,156.50 |
3,156.50 |
3,128.75 |
|
| R1 |
3,140.00 |
3,140.00 |
3,126.00 |
3,133.50 |
| PP |
3,127.00 |
3,127.00 |
3,127.00 |
3,124.00 |
| S1 |
3,110.50 |
3,110.50 |
3,120.50 |
3,104.00 |
| S2 |
3,097.50 |
3,097.50 |
3,117.75 |
|
| S3 |
3,068.00 |
3,081.00 |
3,115.25 |
|
| S4 |
3,038.50 |
3,051.50 |
3,107.00 |
|
|
| 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 |
3,094.25 |
53.75 |
1.7% |
32.75 |
1.0% |
54% |
False |
False |
212,002 |
| 10 |
3,148.00 |
3,088.75 |
59.25 |
1.9% |
29.75 |
1.0% |
58% |
False |
False |
188,999 |
| 20 |
3,148.00 |
3,023.50 |
124.50 |
4.0% |
29.25 |
0.9% |
80% |
False |
False |
198,503 |
| 40 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
34.50 |
1.1% |
93% |
False |
False |
212,587 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
37.00 |
1.2% |
93% |
False |
False |
157,131 |
| 80 |
3,148.00 |
2,799.00 |
349.00 |
11.2% |
33.25 |
1.1% |
93% |
False |
False |
117,894 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
32.25 |
1.0% |
94% |
False |
False |
94,320 |
| 120 |
3,148.00 |
2,690.50 |
457.50 |
14.6% |
29.25 |
0.9% |
95% |
False |
False |
78,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.00 |
|
2.618 |
3,221.00 |
|
1.618 |
3,191.50 |
|
1.000 |
3,173.25 |
|
0.618 |
3,162.00 |
|
HIGH |
3,143.75 |
|
0.618 |
3,132.50 |
|
0.500 |
3,129.00 |
|
0.382 |
3,125.50 |
|
LOW |
3,114.25 |
|
0.618 |
3,096.00 |
|
1.000 |
3,084.75 |
|
1.618 |
3,066.50 |
|
2.618 |
3,037.00 |
|
4.250 |
2,989.00 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,129.00 |
3,122.50 |
| PP |
3,127.00 |
3,121.75 |
| S1 |
3,125.25 |
3,121.00 |
|