| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,120.25 |
3,123.50 |
3.25 |
0.1% |
3,068.50 |
| High |
3,147.25 |
3,124.75 |
-22.50 |
-0.7% |
3,127.00 |
| Low |
3,117.25 |
3,052.50 |
-64.75 |
-2.1% |
3,055.50 |
| Close |
3,121.00 |
3,059.50 |
-61.50 |
-2.0% |
3,121.25 |
| Range |
30.00 |
72.25 |
42.25 |
140.8% |
71.50 |
| ATR |
34.27 |
36.98 |
2.71 |
7.9% |
0.00 |
| Volume |
189,292 |
360,118 |
170,826 |
90.2% |
1,055,370 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.75 |
3,249.75 |
3,099.25 |
|
| R3 |
3,223.50 |
3,177.50 |
3,079.25 |
|
| R2 |
3,151.25 |
3,151.25 |
3,072.75 |
|
| R1 |
3,105.25 |
3,105.25 |
3,066.00 |
3,092.00 |
| PP |
3,079.00 |
3,079.00 |
3,079.00 |
3,072.25 |
| S1 |
3,033.00 |
3,033.00 |
3,053.00 |
3,020.00 |
| S2 |
3,006.75 |
3,006.75 |
3,046.25 |
|
| S3 |
2,934.50 |
2,960.75 |
3,039.75 |
|
| S4 |
2,862.25 |
2,888.50 |
3,019.75 |
|
|
| 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 |
3,052.50 |
94.75 |
3.1% |
44.75 |
1.5% |
7% |
False |
True |
245,999 |
| 10 |
3,147.25 |
3,052.50 |
94.75 |
3.1% |
39.75 |
1.3% |
7% |
False |
True |
233,493 |
| 20 |
3,148.00 |
3,052.50 |
95.50 |
3.1% |
34.50 |
1.1% |
7% |
False |
True |
212,252 |
| 40 |
3,148.00 |
2,897.00 |
251.00 |
8.2% |
32.50 |
1.1% |
65% |
False |
False |
200,290 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
37.00 |
1.2% |
73% |
False |
False |
192,002 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
35.00 |
1.1% |
73% |
False |
False |
144,140 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.6% |
34.00 |
1.1% |
79% |
False |
False |
115,327 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.6% |
31.50 |
1.0% |
79% |
False |
False |
96,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,431.75 |
|
2.618 |
3,314.00 |
|
1.618 |
3,241.75 |
|
1.000 |
3,197.00 |
|
0.618 |
3,169.50 |
|
HIGH |
3,124.75 |
|
0.618 |
3,097.25 |
|
0.500 |
3,088.50 |
|
0.382 |
3,080.00 |
|
LOW |
3,052.50 |
|
0.618 |
3,007.75 |
|
1.000 |
2,980.25 |
|
1.618 |
2,935.50 |
|
2.618 |
2,863.25 |
|
4.250 |
2,745.50 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,088.50 |
3,100.00 |
| PP |
3,079.00 |
3,086.50 |
| S1 |
3,069.25 |
3,073.00 |
|