| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,061.50 |
3,068.25 |
6.75 |
0.2% |
3,068.50 |
| High |
3,084.75 |
3,109.00 |
24.25 |
0.8% |
3,127.00 |
| Low |
3,056.00 |
3,064.00 |
8.00 |
0.3% |
3,055.50 |
| Close |
3,068.25 |
3,089.50 |
21.25 |
0.7% |
3,121.25 |
| Range |
28.75 |
45.00 |
16.25 |
56.5% |
71.50 |
| ATR |
36.40 |
37.01 |
0.61 |
1.7% |
0.00 |
| Volume |
188,487 |
246,337 |
57,850 |
30.7% |
1,055,370 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,222.50 |
3,201.00 |
3,114.25 |
|
| R3 |
3,177.50 |
3,156.00 |
3,102.00 |
|
| R2 |
3,132.50 |
3,132.50 |
3,097.75 |
|
| R1 |
3,111.00 |
3,111.00 |
3,093.50 |
3,121.75 |
| PP |
3,087.50 |
3,087.50 |
3,087.50 |
3,093.00 |
| S1 |
3,066.00 |
3,066.00 |
3,085.50 |
3,076.75 |
| S2 |
3,042.50 |
3,042.50 |
3,081.25 |
|
| S3 |
2,997.50 |
3,021.00 |
3,077.00 |
|
| S4 |
2,952.50 |
2,976.00 |
3,064.75 |
|
|
| 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% |
41.25 |
1.3% |
39% |
False |
False |
235,729 |
| 10 |
3,147.25 |
3,052.50 |
94.75 |
3.1% |
39.25 |
1.3% |
39% |
False |
False |
222,863 |
| 20 |
3,148.00 |
3,052.50 |
95.50 |
3.1% |
35.25 |
1.1% |
39% |
False |
False |
213,592 |
| 40 |
3,148.00 |
2,927.75 |
220.25 |
7.1% |
32.25 |
1.0% |
73% |
False |
False |
202,287 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.7% |
36.75 |
1.2% |
82% |
False |
False |
199,159 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.7% |
35.50 |
1.1% |
82% |
False |
False |
149,570 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.4% |
34.25 |
1.1% |
86% |
False |
False |
119,675 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.4% |
32.00 |
1.0% |
86% |
False |
False |
99,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,300.25 |
|
2.618 |
3,226.75 |
|
1.618 |
3,181.75 |
|
1.000 |
3,154.00 |
|
0.618 |
3,136.75 |
|
HIGH |
3,109.00 |
|
0.618 |
3,091.75 |
|
0.500 |
3,086.50 |
|
0.382 |
3,081.25 |
|
LOW |
3,064.00 |
|
0.618 |
3,036.25 |
|
1.000 |
3,019.00 |
|
1.618 |
2,991.25 |
|
2.618 |
2,946.25 |
|
4.250 |
2,872.75 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,088.50 |
3,089.25 |
| PP |
3,087.50 |
3,089.00 |
| S1 |
3,086.50 |
3,088.50 |
|