| 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 |
2,815.0 |
2,793.0 |
-22.0 |
-0.8% |
2,835.0 |
| High |
2,817.0 |
2,803.0 |
-14.0 |
-0.5% |
2,835.0 |
| Low |
2,791.0 |
2,719.0 |
-72.0 |
-2.6% |
2,754.0 |
| Close |
2,805.0 |
2,745.0 |
-60.0 |
-2.1% |
2,812.0 |
| Range |
26.0 |
84.0 |
58.0 |
223.1% |
81.0 |
| ATR |
34.7 |
38.4 |
3.7 |
10.5% |
0.0 |
| Volume |
146 |
3,829 |
3,683 |
2,522.6% |
3,526 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.7 |
2,960.3 |
2,791.2 |
|
| R3 |
2,923.7 |
2,876.3 |
2,768.1 |
|
| R2 |
2,839.7 |
2,839.7 |
2,760.4 |
|
| R1 |
2,792.3 |
2,792.3 |
2,752.7 |
2,774.0 |
| PP |
2,755.7 |
2,755.7 |
2,755.7 |
2,746.5 |
| S1 |
2,708.3 |
2,708.3 |
2,737.3 |
2,690.0 |
| S2 |
2,671.7 |
2,671.7 |
2,729.6 |
|
| S3 |
2,587.7 |
2,624.3 |
2,721.9 |
|
| S4 |
2,503.7 |
2,540.3 |
2,698.8 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.3 |
3,008.7 |
2,856.6 |
|
| R3 |
2,962.3 |
2,927.7 |
2,834.3 |
|
| R2 |
2,881.3 |
2,881.3 |
2,826.9 |
|
| R1 |
2,846.7 |
2,846.7 |
2,819.4 |
2,823.5 |
| PP |
2,800.3 |
2,800.3 |
2,800.3 |
2,788.8 |
| S1 |
2,765.7 |
2,765.7 |
2,804.6 |
2,742.5 |
| S2 |
2,719.3 |
2,719.3 |
2,797.2 |
|
| S3 |
2,638.3 |
2,684.7 |
2,789.7 |
|
| S4 |
2,557.3 |
2,603.7 |
2,767.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,820.0 |
2,719.0 |
101.0 |
3.7% |
45.4 |
1.7% |
26% |
False |
True |
1,376 |
| 10 |
2,843.0 |
2,719.0 |
124.0 |
4.5% |
38.9 |
1.4% |
21% |
False |
True |
926 |
| 20 |
2,843.0 |
2,719.0 |
124.0 |
4.5% |
33.8 |
1.2% |
21% |
False |
True |
710 |
| 40 |
2,843.0 |
2,523.0 |
320.0 |
11.7% |
32.6 |
1.2% |
69% |
False |
False |
570 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.2% |
36.3 |
1.3% |
73% |
False |
False |
471 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.2% |
34.0 |
1.2% |
73% |
False |
False |
388 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.3% |
33.2 |
1.2% |
73% |
False |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,160.0 |
|
2.618 |
3,022.9 |
|
1.618 |
2,938.9 |
|
1.000 |
2,887.0 |
|
0.618 |
2,854.9 |
|
HIGH |
2,803.0 |
|
0.618 |
2,770.9 |
|
0.500 |
2,761.0 |
|
0.382 |
2,751.1 |
|
LOW |
2,719.0 |
|
0.618 |
2,667.1 |
|
1.000 |
2,635.0 |
|
1.618 |
2,583.1 |
|
2.618 |
2,499.1 |
|
4.250 |
2,362.0 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.0 |
2,769.5 |
| PP |
2,755.7 |
2,761.3 |
| S1 |
2,750.3 |
2,753.2 |
|