| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,062.00 |
3,103.50 |
41.50 |
1.4% |
3,068.50 |
| High |
3,107.00 |
3,127.00 |
20.00 |
0.6% |
3,127.00 |
| Low |
3,055.50 |
3,096.50 |
41.00 |
1.3% |
3,055.50 |
| Close |
3,101.75 |
3,121.25 |
19.50 |
0.6% |
3,121.25 |
| Range |
51.50 |
30.50 |
-21.00 |
-40.8% |
71.50 |
| ATR |
34.91 |
34.60 |
-0.32 |
-0.9% |
0.00 |
| Volume |
190,514 |
194,415 |
3,901 |
2.0% |
1,055,370 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,206.50 |
3,194.25 |
3,138.00 |
|
| R3 |
3,176.00 |
3,163.75 |
3,129.75 |
|
| R2 |
3,145.50 |
3,145.50 |
3,126.75 |
|
| R1 |
3,133.25 |
3,133.25 |
3,124.00 |
3,139.50 |
| PP |
3,115.00 |
3,115.00 |
3,115.00 |
3,118.00 |
| S1 |
3,102.75 |
3,102.75 |
3,118.50 |
3,109.00 |
| S2 |
3,084.50 |
3,084.50 |
3,115.75 |
|
| S3 |
3,054.00 |
3,072.25 |
3,112.75 |
|
| S4 |
3,023.50 |
3,041.75 |
3,104.50 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,315.75 |
3,290.00 |
3,160.50 |
|
| R3 |
3,244.25 |
3,218.50 |
3,141.00 |
|
| R2 |
3,172.75 |
3,172.75 |
3,134.25 |
|
| R1 |
3,147.00 |
3,147.00 |
3,127.75 |
3,160.00 |
| PP |
3,101.25 |
3,101.25 |
3,101.25 |
3,107.75 |
| S1 |
3,075.50 |
3,075.50 |
3,114.75 |
3,088.50 |
| S2 |
3,029.75 |
3,029.75 |
3,108.25 |
|
| S3 |
2,958.25 |
3,004.00 |
3,101.50 |
|
| S4 |
2,886.75 |
2,932.50 |
3,082.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,127.00 |
3,055.50 |
71.50 |
2.3% |
39.00 |
1.3% |
92% |
True |
False |
211,074 |
| 10 |
3,148.00 |
3,055.50 |
92.50 |
3.0% |
37.25 |
1.2% |
71% |
False |
False |
219,593 |
| 20 |
3,148.00 |
3,055.50 |
92.50 |
3.0% |
32.00 |
1.0% |
71% |
False |
False |
206,143 |
| 40 |
3,148.00 |
2,884.25 |
263.75 |
8.5% |
32.25 |
1.0% |
90% |
False |
False |
197,551 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
36.75 |
1.2% |
92% |
False |
False |
182,880 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
34.50 |
1.1% |
92% |
False |
False |
137,278 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
33.25 |
1.1% |
94% |
False |
False |
109,834 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
30.50 |
1.0% |
94% |
False |
False |
91,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,256.50 |
|
2.618 |
3,206.75 |
|
1.618 |
3,176.25 |
|
1.000 |
3,157.50 |
|
0.618 |
3,145.75 |
|
HIGH |
3,127.00 |
|
0.618 |
3,115.25 |
|
0.500 |
3,111.75 |
|
0.382 |
3,108.25 |
|
LOW |
3,096.50 |
|
0.618 |
3,077.75 |
|
1.000 |
3,066.00 |
|
1.618 |
3,047.25 |
|
2.618 |
3,016.75 |
|
4.250 |
2,967.00 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,118.00 |
3,111.25 |
| PP |
3,115.00 |
3,101.25 |
| S1 |
3,111.75 |
3,091.25 |
|