| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,399.0 |
1,404.8 |
5.8 |
0.4% |
1,377.1 |
| High |
1,407.0 |
1,424.0 |
17.0 |
1.2% |
1,399.9 |
| Low |
1,388.4 |
1,395.2 |
6.8 |
0.5% |
1,351.6 |
| Close |
1,393.1 |
1,420.2 |
27.1 |
1.9% |
1,395.8 |
| Range |
18.6 |
28.8 |
10.2 |
54.8% |
48.3 |
| ATR |
26.4 |
26.7 |
0.3 |
1.2% |
0.0 |
| Volume |
103,038 |
160,392 |
57,354 |
55.7% |
720,281 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.5 |
1,488.7 |
1,436.0 |
|
| R3 |
1,470.7 |
1,459.9 |
1,428.1 |
|
| R2 |
1,441.9 |
1,441.9 |
1,425.5 |
|
| R1 |
1,431.1 |
1,431.1 |
1,422.8 |
1,436.5 |
| PP |
1,413.1 |
1,413.1 |
1,413.1 |
1,415.9 |
| S1 |
1,402.3 |
1,402.3 |
1,417.6 |
1,407.7 |
| S2 |
1,384.3 |
1,384.3 |
1,414.9 |
|
| S3 |
1,355.5 |
1,373.5 |
1,412.3 |
|
| S4 |
1,326.7 |
1,344.7 |
1,404.4 |
|
|
| 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 |
1,424.0 |
1,354.5 |
69.5 |
4.9% |
25.2 |
1.8% |
95% |
True |
False |
144,564 |
| 10 |
1,424.0 |
1,315.1 |
108.9 |
7.7% |
26.9 |
1.9% |
97% |
True |
False |
150,870 |
| 20 |
1,424.0 |
1,271.8 |
152.2 |
10.7% |
26.5 |
1.9% |
98% |
True |
False |
148,871 |
| 40 |
1,424.0 |
1,209.4 |
214.6 |
15.1% |
25.9 |
1.8% |
98% |
True |
False |
93,011 |
| 60 |
1,426.0 |
1,182.6 |
243.4 |
17.1% |
27.4 |
1.9% |
98% |
False |
False |
64,205 |
| 80 |
1,482.0 |
1,182.6 |
299.4 |
21.1% |
28.3 |
2.0% |
79% |
False |
False |
49,907 |
| 100 |
1,594.6 |
1,182.6 |
412.0 |
29.0% |
30.6 |
2.2% |
58% |
False |
False |
40,826 |
| 120 |
1,621.8 |
1,182.6 |
439.2 |
30.9% |
28.1 |
2.0% |
54% |
False |
False |
34,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,546.4 |
|
2.618 |
1,499.4 |
|
1.618 |
1,470.6 |
|
1.000 |
1,452.8 |
|
0.618 |
1,441.8 |
|
HIGH |
1,424.0 |
|
0.618 |
1,413.0 |
|
0.500 |
1,409.6 |
|
0.382 |
1,406.2 |
|
LOW |
1,395.2 |
|
0.618 |
1,377.4 |
|
1.000 |
1,366.4 |
|
1.618 |
1,348.6 |
|
2.618 |
1,319.8 |
|
4.250 |
1,272.8 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,416.7 |
1,412.1 |
| PP |
1,413.1 |
1,404.0 |
| S1 |
1,409.6 |
1,395.9 |
|