| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,728.0 |
2,747.0 |
19.0 |
0.7% |
2,815.0 |
| High |
2,746.0 |
2,747.0 |
1.0 |
0.0% |
2,817.0 |
| Low |
2,720.0 |
2,699.0 |
-21.0 |
-0.8% |
2,699.0 |
| Close |
2,744.0 |
2,713.0 |
-31.0 |
-1.1% |
2,713.0 |
| Range |
26.0 |
48.0 |
22.0 |
84.6% |
118.0 |
| ATR |
37.4 |
38.2 |
0.8 |
2.0% |
0.0 |
| Volume |
1,721 |
6,377 |
4,656 |
270.5% |
14,088 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.7 |
2,836.3 |
2,739.4 |
|
| R3 |
2,815.7 |
2,788.3 |
2,726.2 |
|
| R2 |
2,767.7 |
2,767.7 |
2,721.8 |
|
| R1 |
2,740.3 |
2,740.3 |
2,717.4 |
2,730.0 |
| PP |
2,719.7 |
2,719.7 |
2,719.7 |
2,714.5 |
| S1 |
2,692.3 |
2,692.3 |
2,708.6 |
2,682.0 |
| S2 |
2,671.7 |
2,671.7 |
2,704.2 |
|
| S3 |
2,623.7 |
2,644.3 |
2,699.8 |
|
| S4 |
2,575.7 |
2,596.3 |
2,686.6 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,097.0 |
3,023.0 |
2,777.9 |
|
| R3 |
2,979.0 |
2,905.0 |
2,745.5 |
|
| R2 |
2,861.0 |
2,861.0 |
2,734.6 |
|
| R1 |
2,787.0 |
2,787.0 |
2,723.8 |
2,765.0 |
| PP |
2,743.0 |
2,743.0 |
2,743.0 |
2,732.0 |
| S1 |
2,669.0 |
2,669.0 |
2,702.2 |
2,647.0 |
| S2 |
2,625.0 |
2,625.0 |
2,691.4 |
|
| S3 |
2,507.0 |
2,551.0 |
2,680.6 |
|
| S4 |
2,389.0 |
2,433.0 |
2,648.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,817.0 |
2,699.0 |
118.0 |
4.3% |
43.2 |
1.6% |
12% |
False |
True |
2,817 |
| 10 |
2,835.0 |
2,699.0 |
136.0 |
5.0% |
40.5 |
1.5% |
10% |
False |
True |
1,761 |
| 20 |
2,843.0 |
2,699.0 |
144.0 |
5.3% |
34.3 |
1.3% |
10% |
False |
True |
1,138 |
| 40 |
2,843.0 |
2,600.0 |
243.0 |
9.0% |
31.1 |
1.1% |
47% |
False |
False |
805 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.3% |
35.3 |
1.3% |
64% |
False |
False |
630 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.3% |
34.6 |
1.3% |
64% |
False |
False |
510 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.5% |
33.6 |
1.2% |
64% |
False |
False |
423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.0 |
|
2.618 |
2,872.7 |
|
1.618 |
2,824.7 |
|
1.000 |
2,795.0 |
|
0.618 |
2,776.7 |
|
HIGH |
2,747.0 |
|
0.618 |
2,728.7 |
|
0.500 |
2,723.0 |
|
0.382 |
2,717.3 |
|
LOW |
2,699.0 |
|
0.618 |
2,669.3 |
|
1.000 |
2,651.0 |
|
1.618 |
2,621.3 |
|
2.618 |
2,573.3 |
|
4.250 |
2,495.0 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.0 |
2,723.0 |
| PP |
2,719.7 |
2,719.7 |
| S1 |
2,716.3 |
2,716.3 |
|