| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,071.25 |
3,081.75 |
10.50 |
0.3% |
3,113.50 |
| High |
3,097.00 |
3,098.75 |
1.75 |
0.1% |
3,148.00 |
| Low |
3,063.50 |
3,059.25 |
-4.25 |
-0.1% |
3,066.50 |
| Close |
3,081.00 |
3,062.50 |
-18.50 |
-0.6% |
3,069.75 |
| Range |
33.50 |
39.50 |
6.00 |
17.9% |
81.50 |
| ATR |
33.19 |
33.64 |
0.45 |
1.4% |
0.00 |
| Volume |
164,001 |
295,659 |
131,658 |
80.3% |
1,140,563 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,192.00 |
3,166.75 |
3,084.25 |
|
| R3 |
3,152.50 |
3,127.25 |
3,073.25 |
|
| R2 |
3,113.00 |
3,113.00 |
3,069.75 |
|
| R1 |
3,087.75 |
3,087.75 |
3,066.00 |
3,080.50 |
| PP |
3,073.50 |
3,073.50 |
3,073.50 |
3,070.00 |
| S1 |
3,048.25 |
3,048.25 |
3,059.00 |
3,041.00 |
| S2 |
3,034.00 |
3,034.00 |
3,055.25 |
|
| S3 |
2,994.50 |
3,008.75 |
3,051.75 |
|
| S4 |
2,955.00 |
2,969.25 |
3,040.75 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,339.25 |
3,286.00 |
3,114.50 |
|
| R3 |
3,257.75 |
3,204.50 |
3,092.25 |
|
| R2 |
3,176.25 |
3,176.25 |
3,084.75 |
|
| R1 |
3,123.00 |
3,123.00 |
3,077.25 |
3,109.00 |
| PP |
3,094.75 |
3,094.75 |
3,094.75 |
3,087.75 |
| S1 |
3,041.50 |
3,041.50 |
3,062.25 |
3,027.50 |
| S2 |
3,013.25 |
3,013.25 |
3,054.75 |
|
| S3 |
2,931.75 |
2,960.00 |
3,047.25 |
|
| S4 |
2,850.25 |
2,878.50 |
3,025.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,114.75 |
3,059.25 |
55.50 |
1.8% |
36.75 |
1.2% |
6% |
False |
True |
233,302 |
| 10 |
3,148.00 |
3,059.25 |
88.75 |
2.9% |
34.75 |
1.1% |
4% |
False |
True |
222,652 |
| 20 |
3,148.00 |
3,027.50 |
120.50 |
3.9% |
31.25 |
1.0% |
29% |
False |
False |
206,823 |
| 40 |
3,148.00 |
2,845.75 |
302.25 |
9.9% |
32.25 |
1.1% |
72% |
False |
False |
197,173 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
36.50 |
1.2% |
74% |
False |
False |
176,526 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
34.00 |
1.1% |
74% |
False |
False |
132,471 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.6% |
33.00 |
1.1% |
79% |
False |
False |
105,985 |
| 120 |
3,148.00 |
2,724.00 |
424.00 |
13.8% |
30.25 |
1.0% |
80% |
False |
False |
88,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,266.50 |
|
2.618 |
3,202.25 |
|
1.618 |
3,162.75 |
|
1.000 |
3,138.25 |
|
0.618 |
3,123.25 |
|
HIGH |
3,098.75 |
|
0.618 |
3,083.75 |
|
0.500 |
3,079.00 |
|
0.382 |
3,074.25 |
|
LOW |
3,059.25 |
|
0.618 |
3,034.75 |
|
1.000 |
3,019.75 |
|
1.618 |
2,995.25 |
|
2.618 |
2,955.75 |
|
4.250 |
2,891.50 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,079.00 |
3,080.00 |
| PP |
3,073.50 |
3,074.00 |
| S1 |
3,068.00 |
3,068.25 |
|