| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,688.00 |
1,677.75 |
-10.25 |
-0.6% |
1,696.50 |
| High |
1,689.50 |
1,682.25 |
-7.25 |
-0.4% |
1,698.25 |
| Low |
1,676.00 |
1,669.00 |
-7.00 |
-0.4% |
1,674.50 |
| Close |
1,679.75 |
1,680.75 |
1.00 |
0.1% |
1,679.75 |
| Range |
13.50 |
13.25 |
-0.25 |
-1.9% |
23.75 |
| ATR |
14.59 |
14.49 |
-0.10 |
-0.7% |
0.00 |
| Volume |
2,045 |
3,324 |
1,279 |
62.5% |
13,350 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,717.00 |
1,712.25 |
1,688.00 |
|
| R3 |
1,703.75 |
1,699.00 |
1,684.50 |
|
| R2 |
1,690.50 |
1,690.50 |
1,683.25 |
|
| R1 |
1,685.75 |
1,685.75 |
1,682.00 |
1,688.00 |
| PP |
1,677.25 |
1,677.25 |
1,677.25 |
1,678.50 |
| S1 |
1,672.50 |
1,672.50 |
1,679.50 |
1,675.00 |
| S2 |
1,664.00 |
1,664.00 |
1,678.25 |
|
| S3 |
1,650.75 |
1,659.25 |
1,677.00 |
|
| S4 |
1,637.50 |
1,646.00 |
1,673.50 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,755.50 |
1,741.25 |
1,692.75 |
|
| R3 |
1,731.75 |
1,717.50 |
1,686.25 |
|
| R2 |
1,708.00 |
1,708.00 |
1,684.00 |
|
| R1 |
1,693.75 |
1,693.75 |
1,682.00 |
1,689.00 |
| PP |
1,684.25 |
1,684.25 |
1,684.25 |
1,681.75 |
| S1 |
1,670.00 |
1,670.00 |
1,677.50 |
1,665.25 |
| S2 |
1,660.50 |
1,660.50 |
1,675.50 |
|
| S3 |
1,636.75 |
1,646.25 |
1,673.25 |
|
| S4 |
1,613.00 |
1,622.50 |
1,666.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,697.00 |
1,669.00 |
28.00 |
1.7% |
13.00 |
0.8% |
42% |
False |
True |
2,905 |
| 10 |
1,698.50 |
1,669.00 |
29.50 |
1.8% |
12.25 |
0.7% |
40% |
False |
True |
2,819 |
| 20 |
1,698.50 |
1,660.00 |
38.50 |
2.3% |
12.75 |
0.8% |
54% |
False |
False |
3,283 |
| 40 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
17.00 |
1.0% |
88% |
False |
False |
3,501 |
| 60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.50 |
1.1% |
88% |
False |
False |
2,479 |
| 80 |
1,698.50 |
1,523.50 |
175.00 |
10.4% |
16.75 |
1.0% |
90% |
False |
False |
1,889 |
| 100 |
1,698.50 |
1,519.50 |
179.00 |
10.7% |
16.25 |
1.0% |
90% |
False |
False |
1,537 |
| 120 |
1,698.50 |
1,466.00 |
232.50 |
13.8% |
15.50 |
0.9% |
92% |
False |
False |
1,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,738.50 |
|
2.618 |
1,717.00 |
|
1.618 |
1,703.75 |
|
1.000 |
1,695.50 |
|
0.618 |
1,690.50 |
|
HIGH |
1,682.25 |
|
0.618 |
1,677.25 |
|
0.500 |
1,675.50 |
|
0.382 |
1,674.00 |
|
LOW |
1,669.00 |
|
0.618 |
1,660.75 |
|
1.000 |
1,655.75 |
|
1.618 |
1,647.50 |
|
2.618 |
1,634.25 |
|
4.250 |
1,612.75 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,679.00 |
1,680.50 |
| PP |
1,677.25 |
1,680.00 |
| S1 |
1,675.50 |
1,679.75 |
|