| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,403.0 |
1,405.6 |
2.6 |
0.2% |
1,378.5 |
| High |
1,405.0 |
1,424.3 |
19.3 |
1.4% |
1,400.4 |
| Low |
1,390.0 |
1,399.4 |
9.4 |
0.7% |
1,352.8 |
| Close |
1,393.9 |
1,421.0 |
27.1 |
1.9% |
1,396.6 |
| Range |
15.0 |
24.9 |
9.9 |
66.0% |
47.6 |
| ATR |
23.0 |
23.5 |
0.5 |
2.3% |
0.0 |
| Volume |
1,505 |
737 |
-768 |
-51.0% |
8,393 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.6 |
1,480.2 |
1,434.7 |
|
| R3 |
1,464.7 |
1,455.3 |
1,427.8 |
|
| R2 |
1,439.8 |
1,439.8 |
1,425.6 |
|
| R1 |
1,430.4 |
1,430.4 |
1,423.3 |
1,435.1 |
| PP |
1,414.9 |
1,414.9 |
1,414.9 |
1,417.3 |
| S1 |
1,405.5 |
1,405.5 |
1,418.7 |
1,410.2 |
| S2 |
1,390.0 |
1,390.0 |
1,416.4 |
|
| S3 |
1,365.1 |
1,380.6 |
1,414.2 |
|
| S4 |
1,340.2 |
1,355.7 |
1,407.3 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,526.1 |
1,508.9 |
1,422.8 |
|
| R3 |
1,478.5 |
1,461.3 |
1,409.7 |
|
| R2 |
1,430.9 |
1,430.9 |
1,405.3 |
|
| R1 |
1,413.7 |
1,413.7 |
1,401.0 |
1,422.3 |
| PP |
1,383.3 |
1,383.3 |
1,383.3 |
1,387.6 |
| S1 |
1,366.1 |
1,366.1 |
1,392.2 |
1,374.7 |
| S2 |
1,335.7 |
1,335.7 |
1,387.9 |
|
| S3 |
1,288.1 |
1,318.5 |
1,383.5 |
|
| S4 |
1,240.5 |
1,270.9 |
1,370.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,424.3 |
1,357.9 |
66.4 |
4.7% |
22.0 |
1.6% |
95% |
True |
False |
1,237 |
| 10 |
1,424.3 |
1,317.0 |
107.3 |
7.6% |
23.8 |
1.7% |
97% |
True |
False |
1,413 |
| 20 |
1,424.3 |
1,274.0 |
150.3 |
10.6% |
23.4 |
1.6% |
98% |
True |
False |
1,429 |
| 40 |
1,424.3 |
1,214.4 |
209.9 |
14.8% |
21.0 |
1.5% |
98% |
True |
False |
1,782 |
| 60 |
1,424.3 |
1,187.9 |
236.4 |
16.6% |
21.9 |
1.5% |
99% |
True |
False |
1,445 |
| 80 |
1,482.1 |
1,187.9 |
294.2 |
20.7% |
21.9 |
1.5% |
79% |
False |
False |
1,312 |
| 100 |
1,593.2 |
1,187.9 |
405.3 |
28.5% |
23.0 |
1.6% |
58% |
False |
False |
1,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,530.1 |
|
2.618 |
1,489.5 |
|
1.618 |
1,464.6 |
|
1.000 |
1,449.2 |
|
0.618 |
1,439.7 |
|
HIGH |
1,424.3 |
|
0.618 |
1,414.8 |
|
0.500 |
1,411.9 |
|
0.382 |
1,408.9 |
|
LOW |
1,399.4 |
|
0.618 |
1,384.0 |
|
1.000 |
1,374.5 |
|
1.618 |
1,359.1 |
|
2.618 |
1,334.2 |
|
4.250 |
1,293.6 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,418.0 |
1,412.9 |
| PP |
1,414.9 |
1,404.8 |
| S1 |
1,411.9 |
1,396.7 |
|