| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,320.3 |
1,335.8 |
15.5 |
1.2% |
1,312.2 |
| High |
1,335.8 |
1,369.6 |
33.8 |
2.5% |
1,320.3 |
| Low |
1,315.1 |
1,317.9 |
2.8 |
0.2% |
1,271.8 |
| Close |
1,333.4 |
1,360.9 |
27.5 |
2.1% |
1,312.2 |
| Range |
20.7 |
51.7 |
31.0 |
149.8% |
48.5 |
| ATR |
26.1 |
27.9 |
1.8 |
7.0% |
0.0 |
| Volume |
120,612 |
226,648 |
106,036 |
87.9% |
610,046 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,504.6 |
1,484.4 |
1,389.3 |
|
| R3 |
1,452.9 |
1,432.7 |
1,375.1 |
|
| R2 |
1,401.2 |
1,401.2 |
1,370.4 |
|
| R1 |
1,381.0 |
1,381.0 |
1,365.6 |
1,391.1 |
| PP |
1,349.5 |
1,349.5 |
1,349.5 |
1,354.5 |
| S1 |
1,329.3 |
1,329.3 |
1,356.2 |
1,339.4 |
| S2 |
1,297.8 |
1,297.8 |
1,351.4 |
|
| S3 |
1,246.1 |
1,277.6 |
1,346.7 |
|
| S4 |
1,194.4 |
1,225.9 |
1,332.5 |
|
|
| 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 |
1,369.6 |
1,304.1 |
65.5 |
4.8% |
27.6 |
2.0% |
87% |
True |
False |
146,381 |
| 10 |
1,369.6 |
1,271.8 |
97.8 |
7.2% |
27.5 |
2.0% |
91% |
True |
False |
143,982 |
| 20 |
1,369.6 |
1,271.8 |
97.8 |
7.2% |
26.7 |
2.0% |
91% |
True |
False |
115,309 |
| 40 |
1,369.6 |
1,182.6 |
187.0 |
13.7% |
29.5 |
2.2% |
95% |
True |
False |
66,243 |
| 60 |
1,426.0 |
1,182.6 |
243.4 |
17.9% |
28.3 |
2.1% |
73% |
False |
False |
45,958 |
| 80 |
1,490.5 |
1,182.6 |
307.9 |
22.6% |
28.5 |
2.1% |
58% |
False |
False |
35,772 |
| 100 |
1,612.6 |
1,182.6 |
430.0 |
31.6% |
30.1 |
2.2% |
41% |
False |
False |
29,396 |
| 120 |
1,625.2 |
1,182.6 |
442.6 |
32.5% |
27.7 |
2.0% |
40% |
False |
False |
24,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,589.3 |
|
2.618 |
1,505.0 |
|
1.618 |
1,453.3 |
|
1.000 |
1,421.3 |
|
0.618 |
1,401.6 |
|
HIGH |
1,369.6 |
|
0.618 |
1,349.9 |
|
0.500 |
1,343.8 |
|
0.382 |
1,337.6 |
|
LOW |
1,317.9 |
|
0.618 |
1,285.9 |
|
1.000 |
1,266.2 |
|
1.618 |
1,234.2 |
|
2.618 |
1,182.5 |
|
4.250 |
1,098.2 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,355.2 |
1,354.7 |
| PP |
1,349.5 |
1,348.5 |
| S1 |
1,343.8 |
1,342.4 |
|