| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,105.50 |
3,130.00 |
24.50 |
0.8% |
3,134.25 |
| High |
3,118.50 |
3,139.25 |
20.75 |
0.7% |
3,134.25 |
| Low |
3,095.00 |
3,102.25 |
7.25 |
0.2% |
3,094.00 |
| Close |
3,117.25 |
3,130.25 |
13.00 |
0.4% |
3,106.25 |
| Range |
23.50 |
37.00 |
13.50 |
57.4% |
40.25 |
| ATR |
22.80 |
23.81 |
1.01 |
4.5% |
0.00 |
| Volume |
21 |
231 |
210 |
1,000.0% |
1,111 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,235.00 |
3,219.50 |
3,150.50 |
|
| R3 |
3,198.00 |
3,182.50 |
3,140.50 |
|
| R2 |
3,161.00 |
3,161.00 |
3,137.00 |
|
| R1 |
3,145.50 |
3,145.50 |
3,133.75 |
3,153.25 |
| PP |
3,124.00 |
3,124.00 |
3,124.00 |
3,127.75 |
| S1 |
3,108.50 |
3,108.50 |
3,126.75 |
3,116.25 |
| S2 |
3,087.00 |
3,087.00 |
3,123.50 |
|
| S3 |
3,050.00 |
3,071.50 |
3,120.00 |
|
| S4 |
3,013.00 |
3,034.50 |
3,110.00 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,232.25 |
3,209.50 |
3,128.50 |
|
| R3 |
3,192.00 |
3,169.25 |
3,117.25 |
|
| R2 |
3,151.75 |
3,151.75 |
3,113.75 |
|
| R1 |
3,129.00 |
3,129.00 |
3,110.00 |
3,120.25 |
| PP |
3,111.50 |
3,111.50 |
3,111.50 |
3,107.00 |
| S1 |
3,088.75 |
3,088.75 |
3,102.50 |
3,080.00 |
| S2 |
3,071.25 |
3,071.25 |
3,098.75 |
|
| S3 |
3,031.00 |
3,048.50 |
3,095.25 |
|
| S4 |
2,990.75 |
3,008.25 |
3,084.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,139.25 |
3,094.00 |
45.25 |
1.4% |
24.75 |
0.8% |
80% |
True |
False |
228 |
| 10 |
3,139.25 |
3,076.00 |
63.25 |
2.0% |
22.00 |
0.7% |
86% |
True |
False |
160 |
| 20 |
3,139.25 |
3,016.75 |
122.50 |
3.9% |
19.00 |
0.6% |
93% |
True |
False |
134 |
| 40 |
3,139.25 |
2,813.00 |
326.25 |
10.4% |
18.00 |
0.6% |
97% |
True |
False |
76 |
| 60 |
3,139.25 |
2,813.00 |
326.25 |
10.4% |
15.75 |
0.5% |
97% |
True |
False |
51 |
| 80 |
3,139.25 |
2,784.50 |
354.75 |
11.3% |
13.25 |
0.4% |
97% |
True |
False |
38 |
| 100 |
3,139.25 |
2,726.75 |
412.50 |
13.2% |
10.75 |
0.3% |
98% |
True |
False |
31 |
| 120 |
3,139.25 |
2,684.25 |
455.00 |
14.5% |
9.25 |
0.3% |
98% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,296.50 |
|
2.618 |
3,236.00 |
|
1.618 |
3,199.00 |
|
1.000 |
3,176.25 |
|
0.618 |
3,162.00 |
|
HIGH |
3,139.25 |
|
0.618 |
3,125.00 |
|
0.500 |
3,120.75 |
|
0.382 |
3,116.50 |
|
LOW |
3,102.25 |
|
0.618 |
3,079.50 |
|
1.000 |
3,065.25 |
|
1.618 |
3,042.50 |
|
2.618 |
3,005.50 |
|
4.250 |
2,945.00 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,127.00 |
3,126.00 |
| PP |
3,124.00 |
3,121.50 |
| S1 |
3,120.75 |
3,117.00 |
|