| 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 |
1,314.0 |
1,315.5 |
1.5 |
0.1% |
1,315.0 |
| High |
1,315.9 |
1,344.2 |
28.3 |
2.2% |
1,317.9 |
| Low |
1,307.6 |
1,315.5 |
7.9 |
0.6% |
1,274.0 |
| Close |
1,313.1 |
1,335.1 |
22.0 |
1.7% |
1,313.1 |
| Range |
8.3 |
28.7 |
20.4 |
245.8% |
43.9 |
| ATR |
22.4 |
23.0 |
0.6 |
2.8% |
0.0 |
| Volume |
2,159 |
752 |
-1,407 |
-65.2% |
7,435 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.7 |
1,405.1 |
1,350.9 |
|
| R3 |
1,389.0 |
1,376.4 |
1,343.0 |
|
| R2 |
1,360.3 |
1,360.3 |
1,340.4 |
|
| R1 |
1,347.7 |
1,347.7 |
1,337.7 |
1,354.0 |
| PP |
1,331.6 |
1,331.6 |
1,331.6 |
1,334.8 |
| S1 |
1,319.0 |
1,319.0 |
1,332.5 |
1,325.3 |
| S2 |
1,302.9 |
1,302.9 |
1,329.8 |
|
| S3 |
1,274.2 |
1,290.3 |
1,327.2 |
|
| S4 |
1,245.5 |
1,261.6 |
1,319.3 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.4 |
1,417.1 |
1,337.2 |
|
| R3 |
1,389.5 |
1,373.2 |
1,325.2 |
|
| R2 |
1,345.6 |
1,345.6 |
1,321.1 |
|
| R1 |
1,329.3 |
1,329.3 |
1,317.1 |
1,315.5 |
| PP |
1,301.7 |
1,301.7 |
1,301.7 |
1,294.8 |
| S1 |
1,285.4 |
1,285.4 |
1,309.1 |
1,271.6 |
| S2 |
1,257.8 |
1,257.8 |
1,305.1 |
|
| S3 |
1,213.9 |
1,241.5 |
1,301.0 |
|
| S4 |
1,170.0 |
1,197.6 |
1,289.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,344.2 |
1,274.0 |
70.2 |
5.3% |
21.0 |
1.6% |
87% |
True |
False |
1,425 |
| 10 |
1,344.2 |
1,274.0 |
70.2 |
5.3% |
22.1 |
1.7% |
87% |
True |
False |
1,472 |
| 20 |
1,346.5 |
1,273.8 |
72.7 |
5.4% |
20.4 |
1.5% |
84% |
False |
False |
1,872 |
| 40 |
1,392.2 |
1,187.9 |
204.3 |
15.3% |
22.8 |
1.7% |
72% |
False |
False |
1,662 |
| 60 |
1,423.0 |
1,187.9 |
235.1 |
17.6% |
22.5 |
1.7% |
63% |
False |
False |
1,264 |
| 80 |
1,482.1 |
1,187.9 |
294.2 |
22.0% |
20.8 |
1.6% |
50% |
False |
False |
1,224 |
| 100 |
1,622.3 |
1,187.9 |
434.4 |
32.5% |
21.4 |
1.6% |
34% |
False |
False |
1,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,466.2 |
|
2.618 |
1,419.3 |
|
1.618 |
1,390.6 |
|
1.000 |
1,372.9 |
|
0.618 |
1,361.9 |
|
HIGH |
1,344.2 |
|
0.618 |
1,333.2 |
|
0.500 |
1,329.9 |
|
0.382 |
1,326.5 |
|
LOW |
1,315.5 |
|
0.618 |
1,297.8 |
|
1.000 |
1,286.8 |
|
1.618 |
1,269.1 |
|
2.618 |
1,240.4 |
|
4.250 |
1,193.5 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,333.4 |
1,328.3 |
| PP |
1,331.6 |
1,321.5 |
| S1 |
1,329.9 |
1,314.7 |
|