| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,123.50 |
3,061.50 |
-62.00 |
-2.0% |
3,068.50 |
| High |
3,124.75 |
3,084.75 |
-40.00 |
-1.3% |
3,127.00 |
| Low |
3,052.50 |
3,056.00 |
3.50 |
0.1% |
3,055.50 |
| Close |
3,059.50 |
3,068.25 |
8.75 |
0.3% |
3,121.25 |
| Range |
72.25 |
28.75 |
-43.50 |
-60.2% |
71.50 |
| ATR |
36.98 |
36.40 |
-0.59 |
-1.6% |
0.00 |
| Volume |
360,118 |
188,487 |
-171,631 |
-47.7% |
1,055,370 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.00 |
3,140.75 |
3,084.00 |
|
| R3 |
3,127.25 |
3,112.00 |
3,076.25 |
|
| R2 |
3,098.50 |
3,098.50 |
3,073.50 |
|
| R1 |
3,083.25 |
3,083.25 |
3,071.00 |
3,091.00 |
| PP |
3,069.75 |
3,069.75 |
3,069.75 |
3,073.50 |
| S1 |
3,054.50 |
3,054.50 |
3,065.50 |
3,062.00 |
| S2 |
3,041.00 |
3,041.00 |
3,063.00 |
|
| S3 |
3,012.25 |
3,025.75 |
3,060.25 |
|
| S4 |
2,983.50 |
2,997.00 |
3,052.50 |
|
|
| 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 |
3,052.50 |
94.75 |
3.1% |
42.50 |
1.4% |
17% |
False |
False |
224,565 |
| 10 |
3,147.25 |
3,052.50 |
94.75 |
3.1% |
39.50 |
1.3% |
17% |
False |
False |
228,933 |
| 20 |
3,148.00 |
3,052.50 |
95.50 |
3.1% |
34.75 |
1.1% |
16% |
False |
False |
208,966 |
| 40 |
3,148.00 |
2,897.00 |
251.00 |
8.2% |
32.25 |
1.1% |
68% |
False |
False |
199,930 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
36.75 |
1.2% |
76% |
False |
False |
195,077 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
35.00 |
1.1% |
76% |
False |
False |
146,494 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.5% |
34.25 |
1.1% |
81% |
False |
False |
117,212 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.5% |
31.50 |
1.0% |
81% |
False |
False |
97,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.00 |
|
2.618 |
3,160.00 |
|
1.618 |
3,131.25 |
|
1.000 |
3,113.50 |
|
0.618 |
3,102.50 |
|
HIGH |
3,084.75 |
|
0.618 |
3,073.75 |
|
0.500 |
3,070.50 |
|
0.382 |
3,067.00 |
|
LOW |
3,056.00 |
|
0.618 |
3,038.25 |
|
1.000 |
3,027.25 |
|
1.618 |
3,009.50 |
|
2.618 |
2,980.75 |
|
4.250 |
2,933.75 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,070.50 |
3,100.00 |
| PP |
3,069.75 |
3,089.25 |
| S1 |
3,069.00 |
3,078.75 |
|