| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,376.1 |
1,399.0 |
22.9 |
1.7% |
1,377.1 |
| High |
1,399.9 |
1,407.0 |
7.1 |
0.5% |
1,399.9 |
| Low |
1,367.8 |
1,388.4 |
20.6 |
1.5% |
1,351.6 |
| Close |
1,395.8 |
1,393.1 |
-2.7 |
-0.2% |
1,395.8 |
| Range |
32.1 |
18.6 |
-13.5 |
-42.1% |
48.3 |
| ATR |
27.0 |
26.4 |
-0.6 |
-2.2% |
0.0 |
| Volume |
161,580 |
103,038 |
-58,542 |
-36.2% |
720,281 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.0 |
1,441.1 |
1,403.3 |
|
| R3 |
1,433.4 |
1,422.5 |
1,398.2 |
|
| R2 |
1,414.8 |
1,414.8 |
1,396.5 |
|
| R1 |
1,403.9 |
1,403.9 |
1,394.8 |
1,400.1 |
| PP |
1,396.2 |
1,396.2 |
1,396.2 |
1,394.2 |
| S1 |
1,385.3 |
1,385.3 |
1,391.4 |
1,381.5 |
| S2 |
1,377.6 |
1,377.6 |
1,389.7 |
|
| S3 |
1,359.0 |
1,366.7 |
1,388.0 |
|
| S4 |
1,340.4 |
1,348.1 |
1,382.9 |
|
|
| 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 |
1,407.0 |
1,351.6 |
55.4 |
4.0% |
24.7 |
1.8% |
75% |
True |
False |
139,980 |
| 10 |
1,407.0 |
1,315.1 |
91.9 |
6.6% |
26.4 |
1.9% |
85% |
True |
False |
149,451 |
| 20 |
1,407.0 |
1,271.8 |
135.2 |
9.7% |
25.7 |
1.8% |
90% |
True |
False |
147,157 |
| 40 |
1,407.0 |
1,209.4 |
197.6 |
14.2% |
26.1 |
1.9% |
93% |
True |
False |
89,453 |
| 60 |
1,426.0 |
1,182.6 |
243.4 |
17.5% |
27.3 |
2.0% |
86% |
False |
False |
61,574 |
| 80 |
1,490.5 |
1,182.6 |
307.9 |
22.1% |
28.4 |
2.0% |
68% |
False |
False |
47,935 |
| 100 |
1,594.6 |
1,182.6 |
412.0 |
29.6% |
30.6 |
2.2% |
51% |
False |
False |
39,269 |
| 120 |
1,621.8 |
1,182.6 |
439.2 |
31.5% |
28.0 |
2.0% |
48% |
False |
False |
32,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,486.1 |
|
2.618 |
1,455.7 |
|
1.618 |
1,437.1 |
|
1.000 |
1,425.6 |
|
0.618 |
1,418.5 |
|
HIGH |
1,407.0 |
|
0.618 |
1,399.9 |
|
0.500 |
1,397.7 |
|
0.382 |
1,395.5 |
|
LOW |
1,388.4 |
|
0.618 |
1,376.9 |
|
1.000 |
1,369.8 |
|
1.618 |
1,358.3 |
|
2.618 |
1,339.7 |
|
4.250 |
1,309.4 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,397.7 |
1,389.0 |
| PP |
1,396.2 |
1,384.9 |
| S1 |
1,394.6 |
1,380.8 |
|