| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,836.0 |
2,835.0 |
-1.0 |
0.0% |
2,807.0 |
| High |
2,842.0 |
2,835.0 |
-7.0 |
-0.2% |
2,823.0 |
| Low |
2,825.0 |
2,794.0 |
-31.0 |
-1.1% |
2,761.0 |
| Close |
2,838.0 |
2,819.0 |
-19.0 |
-0.7% |
2,809.0 |
| Range |
17.0 |
41.0 |
24.0 |
141.2% |
62.0 |
| ATR |
31.8 |
32.6 |
0.9 |
2.7% |
0.0 |
| Volume |
92 |
1,155 |
1,063 |
1,155.4% |
2,994 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.0 |
2,920.0 |
2,841.6 |
|
| R3 |
2,898.0 |
2,879.0 |
2,830.3 |
|
| R2 |
2,857.0 |
2,857.0 |
2,826.5 |
|
| R1 |
2,838.0 |
2,838.0 |
2,822.8 |
2,827.0 |
| PP |
2,816.0 |
2,816.0 |
2,816.0 |
2,810.5 |
| S1 |
2,797.0 |
2,797.0 |
2,815.2 |
2,786.0 |
| S2 |
2,775.0 |
2,775.0 |
2,811.5 |
|
| S3 |
2,734.0 |
2,756.0 |
2,807.7 |
|
| S4 |
2,693.0 |
2,715.0 |
2,796.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.7 |
2,958.3 |
2,843.1 |
|
| R3 |
2,921.7 |
2,896.3 |
2,826.1 |
|
| R2 |
2,859.7 |
2,859.7 |
2,820.4 |
|
| R1 |
2,834.3 |
2,834.3 |
2,814.7 |
2,847.0 |
| PP |
2,797.7 |
2,797.7 |
2,797.7 |
2,804.0 |
| S1 |
2,772.3 |
2,772.3 |
2,803.3 |
2,785.0 |
| S2 |
2,735.7 |
2,735.7 |
2,797.6 |
|
| S3 |
2,673.7 |
2,710.3 |
2,792.0 |
|
| S4 |
2,611.7 |
2,648.3 |
2,774.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,842.0 |
2,790.0 |
52.0 |
1.8% |
27.4 |
1.0% |
56% |
False |
False |
766 |
| 10 |
2,842.0 |
2,761.0 |
81.0 |
2.9% |
27.2 |
1.0% |
72% |
False |
False |
496 |
| 20 |
2,842.0 |
2,686.0 |
156.0 |
5.5% |
26.7 |
0.9% |
85% |
False |
False |
354 |
| 40 |
2,842.0 |
2,481.0 |
361.0 |
12.8% |
34.3 |
1.2% |
94% |
False |
False |
479 |
| 60 |
2,842.0 |
2,481.0 |
361.0 |
12.8% |
35.1 |
1.2% |
94% |
False |
False |
369 |
| 80 |
2,842.0 |
2,481.0 |
361.0 |
12.8% |
32.4 |
1.2% |
94% |
False |
False |
300 |
| 100 |
2,842.0 |
2,477.0 |
365.0 |
12.9% |
31.9 |
1.1% |
94% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,009.3 |
|
2.618 |
2,942.3 |
|
1.618 |
2,901.3 |
|
1.000 |
2,876.0 |
|
0.618 |
2,860.3 |
|
HIGH |
2,835.0 |
|
0.618 |
2,819.3 |
|
0.500 |
2,814.5 |
|
0.382 |
2,809.7 |
|
LOW |
2,794.0 |
|
0.618 |
2,768.7 |
|
1.000 |
2,753.0 |
|
1.618 |
2,727.7 |
|
2.618 |
2,686.7 |
|
4.250 |
2,619.8 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,817.5 |
2,818.7 |
| PP |
2,816.0 |
2,818.3 |
| S1 |
2,814.5 |
2,818.0 |
|