| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,081.75 |
3,062.00 |
-19.75 |
-0.6% |
3,113.50 |
| High |
3,098.75 |
3,107.00 |
8.25 |
0.3% |
3,148.00 |
| Low |
3,059.25 |
3,055.50 |
-3.75 |
-0.1% |
3,066.50 |
| Close |
3,062.50 |
3,101.75 |
39.25 |
1.3% |
3,069.75 |
| Range |
39.50 |
51.50 |
12.00 |
30.4% |
81.50 |
| ATR |
33.64 |
34.91 |
1.28 |
3.8% |
0.00 |
| Volume |
295,659 |
190,514 |
-105,145 |
-35.6% |
1,140,563 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,242.50 |
3,223.75 |
3,130.00 |
|
| R3 |
3,191.00 |
3,172.25 |
3,116.00 |
|
| R2 |
3,139.50 |
3,139.50 |
3,111.25 |
|
| R1 |
3,120.75 |
3,120.75 |
3,106.50 |
3,130.00 |
| PP |
3,088.00 |
3,088.00 |
3,088.00 |
3,092.75 |
| S1 |
3,069.25 |
3,069.25 |
3,097.00 |
3,078.50 |
| S2 |
3,036.50 |
3,036.50 |
3,092.25 |
|
| S3 |
2,985.00 |
3,017.75 |
3,087.50 |
|
| S4 |
2,933.50 |
2,966.25 |
3,073.50 |
|
|
| 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 |
3,107.00 |
3,055.50 |
51.50 |
1.7% |
37.25 |
1.2% |
90% |
True |
True |
209,998 |
| 10 |
3,148.00 |
3,055.50 |
92.50 |
3.0% |
37.00 |
1.2% |
50% |
False |
True |
220,133 |
| 20 |
3,148.00 |
3,037.50 |
110.50 |
3.6% |
32.25 |
1.0% |
58% |
False |
False |
205,601 |
| 40 |
3,148.00 |
2,882.25 |
265.75 |
8.6% |
32.25 |
1.0% |
83% |
False |
False |
197,028 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
37.00 |
1.2% |
86% |
False |
False |
179,666 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
34.50 |
1.1% |
86% |
False |
False |
134,851 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.4% |
33.25 |
1.1% |
89% |
False |
False |
107,890 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.4% |
30.50 |
1.0% |
89% |
False |
False |
89,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,326.00 |
|
2.618 |
3,241.75 |
|
1.618 |
3,190.25 |
|
1.000 |
3,158.50 |
|
0.618 |
3,138.75 |
|
HIGH |
3,107.00 |
|
0.618 |
3,087.25 |
|
0.500 |
3,081.25 |
|
0.382 |
3,075.25 |
|
LOW |
3,055.50 |
|
0.618 |
3,023.75 |
|
1.000 |
3,004.00 |
|
1.618 |
2,972.25 |
|
2.618 |
2,920.75 |
|
4.250 |
2,836.50 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,095.00 |
3,095.00 |
| PP |
3,088.00 |
3,088.00 |
| S1 |
3,081.25 |
3,081.25 |
|