| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,365.9 |
1,378.5 |
12.6 |
0.9% |
1,315.5 |
| High |
1,380.0 |
1,383.1 |
3.1 |
0.2% |
1,380.0 |
| Low |
1,360.0 |
1,364.0 |
4.0 |
0.3% |
1,315.5 |
| Close |
1,371.9 |
1,366.6 |
-5.3 |
-0.4% |
1,371.9 |
| Range |
20.0 |
19.1 |
-0.9 |
-4.5% |
64.5 |
| ATR |
23.9 |
23.5 |
-0.3 |
-1.4% |
0.0 |
| Volume |
1,721 |
2,275 |
554 |
32.2% |
5,524 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.5 |
1,416.7 |
1,377.1 |
|
| R3 |
1,409.4 |
1,397.6 |
1,371.9 |
|
| R2 |
1,390.3 |
1,390.3 |
1,370.1 |
|
| R1 |
1,378.5 |
1,378.5 |
1,368.4 |
1,374.9 |
| PP |
1,371.2 |
1,371.2 |
1,371.2 |
1,369.4 |
| S1 |
1,359.4 |
1,359.4 |
1,364.8 |
1,355.8 |
| S2 |
1,352.1 |
1,352.1 |
1,363.1 |
|
| S3 |
1,333.0 |
1,340.3 |
1,361.3 |
|
| S4 |
1,313.9 |
1,321.2 |
1,356.1 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.3 |
1,525.1 |
1,407.4 |
|
| R3 |
1,484.8 |
1,460.6 |
1,389.6 |
|
| R2 |
1,420.3 |
1,420.3 |
1,383.7 |
|
| R1 |
1,396.1 |
1,396.1 |
1,377.8 |
1,408.2 |
| PP |
1,355.8 |
1,355.8 |
1,355.8 |
1,361.9 |
| S1 |
1,331.6 |
1,331.6 |
1,366.0 |
1,343.7 |
| S2 |
1,291.3 |
1,291.3 |
1,360.1 |
|
| S3 |
1,226.8 |
1,267.1 |
1,354.2 |
|
| S4 |
1,162.3 |
1,202.6 |
1,336.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,383.1 |
1,317.0 |
66.1 |
4.8% |
24.7 |
1.8% |
75% |
True |
False |
1,409 |
| 10 |
1,383.1 |
1,274.0 |
109.1 |
8.0% |
22.8 |
1.7% |
85% |
True |
False |
1,417 |
| 20 |
1,383.1 |
1,274.0 |
109.1 |
8.0% |
22.1 |
1.6% |
85% |
True |
False |
1,711 |
| 40 |
1,383.1 |
1,187.9 |
195.2 |
14.3% |
22.4 |
1.6% |
92% |
True |
False |
1,747 |
| 60 |
1,423.0 |
1,187.9 |
235.1 |
17.2% |
21.6 |
1.6% |
76% |
False |
False |
1,351 |
| 80 |
1,482.1 |
1,187.9 |
294.2 |
21.5% |
21.2 |
1.5% |
61% |
False |
False |
1,275 |
| 100 |
1,612.4 |
1,187.9 |
424.5 |
31.1% |
22.3 |
1.6% |
42% |
False |
False |
1,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,464.3 |
|
2.618 |
1,433.1 |
|
1.618 |
1,414.0 |
|
1.000 |
1,402.2 |
|
0.618 |
1,394.9 |
|
HIGH |
1,383.1 |
|
0.618 |
1,375.8 |
|
0.500 |
1,373.6 |
|
0.382 |
1,371.3 |
|
LOW |
1,364.0 |
|
0.618 |
1,352.2 |
|
1.000 |
1,344.9 |
|
1.618 |
1,333.1 |
|
2.618 |
1,314.0 |
|
4.250 |
1,282.8 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,373.6 |
1,362.0 |
| PP |
1,371.2 |
1,357.4 |
| S1 |
1,368.9 |
1,352.8 |
|