| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,103.50 |
3,120.25 |
16.75 |
0.5% |
3,068.50 |
| High |
3,127.00 |
3,147.25 |
20.25 |
0.6% |
3,127.00 |
| Low |
3,096.50 |
3,117.25 |
20.75 |
0.7% |
3,055.50 |
| Close |
3,121.25 |
3,121.00 |
-0.25 |
0.0% |
3,121.25 |
| Range |
30.50 |
30.00 |
-0.50 |
-1.6% |
71.50 |
| ATR |
34.60 |
34.27 |
-0.33 |
-0.9% |
0.00 |
| Volume |
194,415 |
189,292 |
-5,123 |
-2.6% |
1,055,370 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,218.50 |
3,199.75 |
3,137.50 |
|
| R3 |
3,188.50 |
3,169.75 |
3,129.25 |
|
| R2 |
3,158.50 |
3,158.50 |
3,126.50 |
|
| R1 |
3,139.75 |
3,139.75 |
3,123.75 |
3,149.00 |
| PP |
3,128.50 |
3,128.50 |
3,128.50 |
3,133.25 |
| S1 |
3,109.75 |
3,109.75 |
3,118.25 |
3,119.00 |
| S2 |
3,098.50 |
3,098.50 |
3,115.50 |
|
| S3 |
3,068.50 |
3,079.75 |
3,112.75 |
|
| S4 |
3,038.50 |
3,049.75 |
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 |
3,147.25 |
3,055.50 |
91.75 |
2.9% |
37.00 |
1.2% |
71% |
True |
False |
206,776 |
| 10 |
3,148.00 |
3,055.50 |
92.50 |
3.0% |
36.75 |
1.2% |
71% |
False |
False |
221,394 |
| 20 |
3,148.00 |
3,055.50 |
92.50 |
3.0% |
32.50 |
1.0% |
71% |
False |
False |
206,110 |
| 40 |
3,148.00 |
2,894.25 |
253.75 |
8.1% |
32.00 |
1.0% |
89% |
False |
False |
196,303 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
36.75 |
1.2% |
92% |
False |
False |
186,032 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.6% |
34.50 |
1.1% |
92% |
False |
False |
139,640 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
33.50 |
1.1% |
93% |
False |
False |
111,726 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.3% |
30.75 |
1.0% |
93% |
False |
False |
93,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,274.75 |
|
2.618 |
3,225.75 |
|
1.618 |
3,195.75 |
|
1.000 |
3,177.25 |
|
0.618 |
3,165.75 |
|
HIGH |
3,147.25 |
|
0.618 |
3,135.75 |
|
0.500 |
3,132.25 |
|
0.382 |
3,128.75 |
|
LOW |
3,117.25 |
|
0.618 |
3,098.75 |
|
1.000 |
3,087.25 |
|
1.618 |
3,068.75 |
|
2.618 |
3,038.75 |
|
4.250 |
2,989.75 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,132.25 |
3,114.50 |
| PP |
3,128.50 |
3,108.00 |
| S1 |
3,124.75 |
3,101.50 |
|