| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,793.0 |
2,725.0 |
-68.0 |
-2.4% |
2,835.0 |
| High |
2,803.0 |
2,740.0 |
-63.0 |
-2.2% |
2,835.0 |
| Low |
2,719.0 |
2,708.0 |
-11.0 |
-0.4% |
2,754.0 |
| Close |
2,745.0 |
2,728.0 |
-17.0 |
-0.6% |
2,812.0 |
| Range |
84.0 |
32.0 |
-52.0 |
-61.9% |
81.0 |
| ATR |
38.4 |
38.3 |
-0.1 |
-0.3% |
0.0 |
| Volume |
3,829 |
2,015 |
-1,814 |
-47.4% |
3,526 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.3 |
2,806.7 |
2,745.6 |
|
| R3 |
2,789.3 |
2,774.7 |
2,736.8 |
|
| R2 |
2,757.3 |
2,757.3 |
2,733.9 |
|
| R1 |
2,742.7 |
2,742.7 |
2,730.9 |
2,750.0 |
| PP |
2,725.3 |
2,725.3 |
2,725.3 |
2,729.0 |
| S1 |
2,710.7 |
2,710.7 |
2,725.1 |
2,718.0 |
| S2 |
2,693.3 |
2,693.3 |
2,722.1 |
|
| S3 |
2,661.3 |
2,678.7 |
2,719.2 |
|
| S4 |
2,629.3 |
2,646.7 |
2,710.4 |
|
|
| 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 |
2,708.0 |
112.0 |
4.1% |
46.8 |
1.7% |
18% |
False |
True |
1,317 |
| 10 |
2,843.0 |
2,708.0 |
135.0 |
4.9% |
40.4 |
1.5% |
15% |
False |
True |
1,118 |
| 20 |
2,843.0 |
2,708.0 |
135.0 |
4.9% |
34.3 |
1.3% |
15% |
False |
True |
760 |
| 40 |
2,843.0 |
2,565.0 |
278.0 |
10.2% |
32.4 |
1.2% |
59% |
False |
False |
613 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.3% |
36.1 |
1.3% |
68% |
False |
False |
504 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.3% |
34.2 |
1.3% |
68% |
False |
False |
413 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.4% |
33.3 |
1.2% |
69% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.0 |
|
2.618 |
2,823.8 |
|
1.618 |
2,791.8 |
|
1.000 |
2,772.0 |
|
0.618 |
2,759.8 |
|
HIGH |
2,740.0 |
|
0.618 |
2,727.8 |
|
0.500 |
2,724.0 |
|
0.382 |
2,720.2 |
|
LOW |
2,708.0 |
|
0.618 |
2,688.2 |
|
1.000 |
2,676.0 |
|
1.618 |
2,656.2 |
|
2.618 |
2,624.2 |
|
4.250 |
2,572.0 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.7 |
2,762.5 |
| PP |
2,725.3 |
2,751.0 |
| S1 |
2,724.0 |
2,739.5 |
|