| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,371.0 |
1,365.6 |
-5.4 |
-0.4% |
1,313.5 |
| High |
1,378.9 |
1,381.4 |
2.5 |
0.2% |
1,379.2 |
| Low |
1,359.2 |
1,354.5 |
-4.7 |
-0.3% |
1,313.5 |
| Close |
1,370.1 |
1,370.8 |
0.7 |
0.1% |
1,371.0 |
| Range |
19.7 |
26.9 |
7.2 |
36.5% |
65.7 |
| ATR |
26.6 |
26.6 |
0.0 |
0.1% |
0.0 |
| Volume |
150,235 |
147,575 |
-2,660 |
-1.8% |
812,828 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.6 |
1,437.1 |
1,385.6 |
|
| R3 |
1,422.7 |
1,410.2 |
1,378.2 |
|
| R2 |
1,395.8 |
1,395.8 |
1,375.7 |
|
| R1 |
1,383.3 |
1,383.3 |
1,373.3 |
1,389.6 |
| PP |
1,368.9 |
1,368.9 |
1,368.9 |
1,372.0 |
| S1 |
1,356.4 |
1,356.4 |
1,368.3 |
1,362.7 |
| S2 |
1,342.0 |
1,342.0 |
1,365.9 |
|
| S3 |
1,315.1 |
1,329.5 |
1,363.4 |
|
| S4 |
1,288.2 |
1,302.6 |
1,356.0 |
|
|
| 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 |
1,351.6 |
32.5 |
2.4% |
23.5 |
1.7% |
59% |
False |
False |
147,286 |
| 10 |
1,384.1 |
1,304.1 |
80.0 |
5.8% |
25.6 |
1.9% |
83% |
False |
False |
146,833 |
| 20 |
1,384.1 |
1,271.8 |
112.3 |
8.2% |
25.4 |
1.9% |
88% |
False |
False |
142,210 |
| 40 |
1,384.1 |
1,182.6 |
201.5 |
14.7% |
27.3 |
2.0% |
93% |
False |
False |
83,801 |
| 60 |
1,426.0 |
1,182.6 |
243.4 |
17.8% |
27.6 |
2.0% |
77% |
False |
False |
57,582 |
| 80 |
1,490.5 |
1,182.6 |
307.9 |
22.5% |
28.4 |
2.1% |
61% |
False |
False |
44,700 |
| 100 |
1,594.6 |
1,182.6 |
412.0 |
30.1% |
30.6 |
2.2% |
46% |
False |
False |
36,657 |
| 120 |
1,621.8 |
1,182.6 |
439.2 |
32.0% |
27.8 |
2.0% |
43% |
False |
False |
30,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,495.7 |
|
2.618 |
1,451.8 |
|
1.618 |
1,424.9 |
|
1.000 |
1,408.3 |
|
0.618 |
1,398.0 |
|
HIGH |
1,381.4 |
|
0.618 |
1,371.1 |
|
0.500 |
1,368.0 |
|
0.382 |
1,364.8 |
|
LOW |
1,354.5 |
|
0.618 |
1,337.9 |
|
1.000 |
1,327.6 |
|
1.618 |
1,311.0 |
|
2.618 |
1,284.1 |
|
4.250 |
1,240.2 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,369.9 |
1,369.4 |
| PP |
1,368.9 |
1,367.9 |
| S1 |
1,368.0 |
1,366.5 |
|