| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,377.1 |
1,364.9 |
-12.2 |
-0.9% |
1,313.5 |
| High |
1,384.1 |
1,378.0 |
-6.1 |
-0.4% |
1,379.2 |
| Low |
1,362.0 |
1,351.6 |
-10.4 |
-0.8% |
1,313.5 |
| Close |
1,365.7 |
1,372.6 |
6.9 |
0.5% |
1,371.0 |
| Range |
22.1 |
26.4 |
4.3 |
19.5% |
65.7 |
| ATR |
27.1 |
27.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
123,415 |
137,476 |
14,061 |
11.4% |
812,828 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.6 |
1,436.0 |
1,387.1 |
|
| R3 |
1,420.2 |
1,409.6 |
1,379.9 |
|
| R2 |
1,393.8 |
1,393.8 |
1,377.4 |
|
| R1 |
1,383.2 |
1,383.2 |
1,375.0 |
1,388.5 |
| PP |
1,367.4 |
1,367.4 |
1,367.4 |
1,370.1 |
| S1 |
1,356.8 |
1,356.8 |
1,370.2 |
1,362.1 |
| S2 |
1,341.0 |
1,341.0 |
1,367.8 |
|
| S3 |
1,314.6 |
1,330.4 |
1,365.3 |
|
| S4 |
1,288.2 |
1,304.0 |
1,358.1 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,551.7 |
1,527.0 |
1,407.1 |
|
| R3 |
1,486.0 |
1,461.3 |
1,389.1 |
|
| R2 |
1,420.3 |
1,420.3 |
1,383.0 |
|
| R1 |
1,395.6 |
1,395.6 |
1,377.0 |
1,408.0 |
| PP |
1,354.6 |
1,354.6 |
1,354.6 |
1,360.7 |
| S1 |
1,329.9 |
1,329.9 |
1,365.0 |
1,342.3 |
| S2 |
1,288.9 |
1,288.9 |
1,359.0 |
|
| S3 |
1,223.2 |
1,264.2 |
1,352.9 |
|
| S4 |
1,157.5 |
1,198.5 |
1,334.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,384.1 |
1,315.1 |
69.0 |
5.0% |
28.6 |
2.1% |
83% |
False |
False |
157,176 |
| 10 |
1,384.1 |
1,271.8 |
112.3 |
8.2% |
25.8 |
1.9% |
90% |
False |
False |
144,041 |
| 20 |
1,384.1 |
1,271.8 |
112.3 |
8.2% |
26.2 |
1.9% |
90% |
False |
False |
131,756 |
| 40 |
1,384.1 |
1,182.6 |
201.5 |
14.7% |
28.0 |
2.0% |
94% |
False |
False |
76,652 |
| 60 |
1,426.0 |
1,182.6 |
243.4 |
17.7% |
27.5 |
2.0% |
78% |
False |
False |
52,859 |
| 80 |
1,490.5 |
1,182.6 |
307.9 |
22.4% |
28.2 |
2.1% |
62% |
False |
False |
41,121 |
| 100 |
1,608.5 |
1,182.6 |
425.9 |
31.0% |
30.5 |
2.2% |
45% |
False |
False |
33,697 |
| 120 |
1,621.8 |
1,182.6 |
439.2 |
32.0% |
27.7 |
2.0% |
43% |
False |
False |
28,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,490.2 |
|
2.618 |
1,447.1 |
|
1.618 |
1,420.7 |
|
1.000 |
1,404.4 |
|
0.618 |
1,394.3 |
|
HIGH |
1,378.0 |
|
0.618 |
1,367.9 |
|
0.500 |
1,364.8 |
|
0.382 |
1,361.7 |
|
LOW |
1,351.6 |
|
0.618 |
1,335.3 |
|
1.000 |
1,325.2 |
|
1.618 |
1,308.9 |
|
2.618 |
1,282.5 |
|
4.250 |
1,239.4 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,370.0 |
1,371.0 |
| PP |
1,367.4 |
1,369.4 |
| S1 |
1,364.8 |
1,367.9 |
|