| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,321.6 |
1,338.0 |
16.4 |
1.2% |
1,315.0 |
| High |
1,335.6 |
1,368.3 |
32.7 |
2.4% |
1,317.9 |
| Low |
1,317.0 |
1,322.4 |
5.4 |
0.4% |
1,274.0 |
| Close |
1,334.3 |
1,361.8 |
27.5 |
2.1% |
1,313.1 |
| Range |
18.6 |
45.9 |
27.3 |
146.8% |
43.9 |
| ATR |
22.5 |
24.2 |
1.7 |
7.4% |
0.0 |
| Volume |
966 |
809 |
-157 |
-16.3% |
7,435 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,488.5 |
1,471.1 |
1,387.0 |
|
| R3 |
1,442.6 |
1,425.2 |
1,374.4 |
|
| R2 |
1,396.7 |
1,396.7 |
1,370.2 |
|
| R1 |
1,379.3 |
1,379.3 |
1,366.0 |
1,388.0 |
| PP |
1,350.8 |
1,350.8 |
1,350.8 |
1,355.2 |
| S1 |
1,333.4 |
1,333.4 |
1,357.6 |
1,342.1 |
| S2 |
1,304.9 |
1,304.9 |
1,353.4 |
|
| S3 |
1,259.0 |
1,287.5 |
1,349.2 |
|
| S4 |
1,213.1 |
1,241.6 |
1,336.6 |
|
|
| 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 |
1,368.3 |
1,307.6 |
60.7 |
4.5% |
24.3 |
1.8% |
89% |
True |
False |
1,192 |
| 10 |
1,368.3 |
1,274.0 |
94.3 |
6.9% |
24.2 |
1.8% |
93% |
True |
False |
1,205 |
| 20 |
1,368.3 |
1,274.0 |
94.3 |
6.9% |
22.0 |
1.6% |
93% |
True |
False |
1,755 |
| 40 |
1,368.3 |
1,187.9 |
180.4 |
13.2% |
23.7 |
1.7% |
96% |
True |
False |
1,714 |
| 60 |
1,423.0 |
1,187.9 |
235.1 |
17.3% |
22.1 |
1.6% |
74% |
False |
False |
1,299 |
| 80 |
1,482.1 |
1,187.9 |
294.2 |
21.6% |
21.1 |
1.6% |
59% |
False |
False |
1,239 |
| 100 |
1,613.6 |
1,187.9 |
425.7 |
31.3% |
22.1 |
1.6% |
41% |
False |
False |
1,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,563.4 |
|
2.618 |
1,488.5 |
|
1.618 |
1,442.6 |
|
1.000 |
1,414.2 |
|
0.618 |
1,396.7 |
|
HIGH |
1,368.3 |
|
0.618 |
1,350.8 |
|
0.500 |
1,345.4 |
|
0.382 |
1,339.9 |
|
LOW |
1,322.4 |
|
0.618 |
1,294.0 |
|
1.000 |
1,276.5 |
|
1.618 |
1,248.1 |
|
2.618 |
1,202.2 |
|
4.250 |
1,127.3 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,356.3 |
1,355.4 |
| PP |
1,350.8 |
1,349.0 |
| S1 |
1,345.4 |
1,342.7 |
|