| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,311.4 |
1,313.5 |
2.1 |
0.2% |
1,312.2 |
| High |
1,316.5 |
1,343.7 |
27.2 |
2.1% |
1,320.3 |
| Low |
1,304.1 |
1,313.5 |
9.4 |
0.7% |
1,271.8 |
| Close |
1,312.2 |
1,334.2 |
22.0 |
1.7% |
1,312.2 |
| Range |
12.4 |
30.2 |
17.8 |
143.5% |
48.5 |
| ATR |
26.4 |
26.8 |
0.4 |
1.4% |
0.0 |
| Volume |
96,809 |
141,631 |
44,822 |
46.3% |
610,046 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.1 |
1,407.8 |
1,350.8 |
|
| R3 |
1,390.9 |
1,377.6 |
1,342.5 |
|
| R2 |
1,360.7 |
1,360.7 |
1,339.7 |
|
| R1 |
1,347.4 |
1,347.4 |
1,337.0 |
1,354.1 |
| PP |
1,330.5 |
1,330.5 |
1,330.5 |
1,333.8 |
| S1 |
1,317.2 |
1,317.2 |
1,331.4 |
1,323.9 |
| S2 |
1,300.3 |
1,300.3 |
1,328.7 |
|
| S3 |
1,270.1 |
1,287.0 |
1,325.9 |
|
| S4 |
1,239.9 |
1,256.8 |
1,317.6 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.9 |
1,428.1 |
1,338.9 |
|
| R3 |
1,398.4 |
1,379.6 |
1,325.5 |
|
| R2 |
1,349.9 |
1,349.9 |
1,321.1 |
|
| R1 |
1,331.1 |
1,331.1 |
1,316.6 |
1,336.5 |
| PP |
1,301.4 |
1,301.4 |
1,301.4 |
1,304.1 |
| S1 |
1,282.6 |
1,282.6 |
1,307.8 |
1,288.0 |
| S2 |
1,252.9 |
1,252.9 |
1,303.3 |
|
| S3 |
1,204.4 |
1,234.1 |
1,298.9 |
|
| S4 |
1,155.9 |
1,185.6 |
1,285.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,343.7 |
1,271.8 |
71.9 |
5.4% |
24.0 |
1.8% |
87% |
True |
False |
130,763 |
| 10 |
1,343.7 |
1,271.8 |
71.9 |
5.4% |
25.1 |
1.9% |
87% |
True |
False |
144,862 |
| 20 |
1,349.2 |
1,270.6 |
78.6 |
5.9% |
25.1 |
1.9% |
81% |
False |
False |
94,015 |
| 40 |
1,393.5 |
1,182.6 |
210.9 |
15.8% |
28.7 |
2.1% |
72% |
False |
False |
54,046 |
| 60 |
1,426.0 |
1,182.6 |
243.4 |
18.2% |
29.0 |
2.2% |
62% |
False |
False |
38,022 |
| 80 |
1,490.5 |
1,182.6 |
307.9 |
23.1% |
28.5 |
2.1% |
49% |
False |
False |
29,718 |
| 100 |
1,621.8 |
1,182.6 |
439.2 |
32.9% |
29.6 |
2.2% |
35% |
False |
False |
24,508 |
| 120 |
1,625.2 |
1,182.6 |
442.6 |
33.2% |
27.4 |
2.1% |
34% |
False |
False |
20,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,472.1 |
|
2.618 |
1,422.8 |
|
1.618 |
1,392.6 |
|
1.000 |
1,373.9 |
|
0.618 |
1,362.4 |
|
HIGH |
1,343.7 |
|
0.618 |
1,332.2 |
|
0.500 |
1,328.6 |
|
0.382 |
1,325.0 |
|
LOW |
1,313.5 |
|
0.618 |
1,294.8 |
|
1.000 |
1,283.3 |
|
1.618 |
1,264.6 |
|
2.618 |
1,234.4 |
|
4.250 |
1,185.2 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,332.3 |
1,327.1 |
| PP |
1,330.5 |
1,320.0 |
| S1 |
1,328.6 |
1,312.9 |
|