| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,365.6 |
1,376.1 |
10.5 |
0.8% |
1,377.1 |
| High |
1,381.4 |
1,399.9 |
18.5 |
1.3% |
1,399.9 |
| Low |
1,354.5 |
1,367.8 |
13.3 |
1.0% |
1,351.6 |
| Close |
1,370.8 |
1,395.8 |
25.0 |
1.8% |
1,395.8 |
| Range |
26.9 |
32.1 |
5.2 |
19.3% |
48.3 |
| ATR |
26.6 |
27.0 |
0.4 |
1.5% |
0.0 |
| Volume |
147,575 |
161,580 |
14,005 |
9.5% |
720,281 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.1 |
1,472.1 |
1,413.5 |
|
| R3 |
1,452.0 |
1,440.0 |
1,404.6 |
|
| R2 |
1,419.9 |
1,419.9 |
1,401.7 |
|
| R1 |
1,407.9 |
1,407.9 |
1,398.7 |
1,413.9 |
| PP |
1,387.8 |
1,387.8 |
1,387.8 |
1,390.9 |
| S1 |
1,375.8 |
1,375.8 |
1,392.9 |
1,381.8 |
| S2 |
1,355.7 |
1,355.7 |
1,389.9 |
|
| S3 |
1,323.6 |
1,343.7 |
1,387.0 |
|
| S4 |
1,291.5 |
1,311.6 |
1,378.1 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,527.3 |
1,509.9 |
1,422.4 |
|
| R3 |
1,479.0 |
1,461.6 |
1,409.1 |
|
| R2 |
1,430.7 |
1,430.7 |
1,404.7 |
|
| R1 |
1,413.3 |
1,413.3 |
1,400.2 |
1,422.0 |
| PP |
1,382.4 |
1,382.4 |
1,382.4 |
1,386.8 |
| S1 |
1,365.0 |
1,365.0 |
1,391.4 |
1,373.7 |
| S2 |
1,334.1 |
1,334.1 |
1,386.9 |
|
| S3 |
1,285.8 |
1,316.7 |
1,382.5 |
|
| S4 |
1,237.5 |
1,268.4 |
1,369.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,399.9 |
1,351.6 |
48.3 |
3.5% |
25.4 |
1.8% |
92% |
True |
False |
144,056 |
| 10 |
1,399.9 |
1,313.5 |
86.4 |
6.2% |
27.5 |
2.0% |
95% |
True |
False |
153,310 |
| 20 |
1,399.9 |
1,271.8 |
128.1 |
9.2% |
25.6 |
1.8% |
97% |
True |
False |
147,107 |
| 40 |
1,399.9 |
1,182.6 |
217.3 |
15.6% |
26.9 |
1.9% |
98% |
True |
False |
87,376 |
| 60 |
1,426.0 |
1,182.6 |
243.4 |
17.4% |
27.7 |
2.0% |
88% |
False |
False |
59,932 |
| 80 |
1,490.5 |
1,182.6 |
307.9 |
22.1% |
28.4 |
2.0% |
69% |
False |
False |
46,694 |
| 100 |
1,594.6 |
1,182.6 |
412.0 |
29.5% |
30.6 |
2.2% |
52% |
False |
False |
38,258 |
| 120 |
1,621.8 |
1,182.6 |
439.2 |
31.5% |
28.0 |
2.0% |
49% |
False |
False |
32,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,536.3 |
|
2.618 |
1,483.9 |
|
1.618 |
1,451.8 |
|
1.000 |
1,432.0 |
|
0.618 |
1,419.7 |
|
HIGH |
1,399.9 |
|
0.618 |
1,387.6 |
|
0.500 |
1,383.9 |
|
0.382 |
1,380.1 |
|
LOW |
1,367.8 |
|
0.618 |
1,348.0 |
|
1.000 |
1,335.7 |
|
1.618 |
1,315.9 |
|
2.618 |
1,283.8 |
|
4.250 |
1,231.4 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,391.8 |
1,389.6 |
| PP |
1,387.8 |
1,383.4 |
| S1 |
1,383.9 |
1,377.2 |
|