| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,737.0 |
2,763.0 |
26.0 |
0.9% |
2,832.0 |
| High |
2,762.0 |
2,763.0 |
1.0 |
0.0% |
2,833.0 |
| Low |
2,732.0 |
2,713.0 |
-19.0 |
-0.7% |
2,713.0 |
| Close |
2,758.0 |
2,727.0 |
-31.0 |
-1.1% |
2,727.0 |
| Range |
30.0 |
50.0 |
20.0 |
66.7% |
120.0 |
| ATR |
41.5 |
42.1 |
0.6 |
1.5% |
0.0 |
| Volume |
933,880 |
589,383 |
-344,497 |
-36.9% |
4,512,424 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.3 |
2,855.7 |
2,754.5 |
|
| R3 |
2,834.3 |
2,805.7 |
2,740.8 |
|
| R2 |
2,784.3 |
2,784.3 |
2,736.2 |
|
| R1 |
2,755.7 |
2,755.7 |
2,731.6 |
2,745.0 |
| PP |
2,734.3 |
2,734.3 |
2,734.3 |
2,729.0 |
| S1 |
2,705.7 |
2,705.7 |
2,722.4 |
2,695.0 |
| S2 |
2,684.3 |
2,684.3 |
2,717.8 |
|
| S3 |
2,634.3 |
2,655.7 |
2,713.3 |
|
| S4 |
2,584.3 |
2,605.7 |
2,699.5 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.7 |
3,042.3 |
2,793.0 |
|
| R3 |
2,997.7 |
2,922.3 |
2,760.0 |
|
| R2 |
2,877.7 |
2,877.7 |
2,749.0 |
|
| R1 |
2,802.3 |
2,802.3 |
2,738.0 |
2,780.0 |
| PP |
2,757.7 |
2,757.7 |
2,757.7 |
2,746.5 |
| S1 |
2,682.3 |
2,682.3 |
2,716.0 |
2,660.0 |
| S2 |
2,637.7 |
2,637.7 |
2,705.0 |
|
| S3 |
2,517.7 |
2,562.3 |
2,694.0 |
|
| S4 |
2,397.7 |
2,442.3 |
2,661.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,833.0 |
2,713.0 |
120.0 |
4.4% |
46.8 |
1.7% |
12% |
False |
True |
902,484 |
| 10 |
2,859.0 |
2,713.0 |
146.0 |
5.4% |
45.8 |
1.7% |
10% |
False |
True |
810,269 |
| 20 |
2,860.0 |
2,713.0 |
147.0 |
5.4% |
39.0 |
1.4% |
10% |
False |
True |
765,713 |
| 40 |
2,860.0 |
2,609.0 |
251.0 |
9.2% |
36.3 |
1.3% |
47% |
False |
False |
742,622 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.6% |
42.3 |
1.6% |
64% |
False |
False |
785,130 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.6% |
41.8 |
1.5% |
64% |
False |
False |
592,706 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
14.1% |
41.5 |
1.5% |
65% |
False |
False |
474,728 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
14.1% |
41.4 |
1.5% |
65% |
False |
False |
395,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.5 |
|
2.618 |
2,893.9 |
|
1.618 |
2,843.9 |
|
1.000 |
2,813.0 |
|
0.618 |
2,793.9 |
|
HIGH |
2,763.0 |
|
0.618 |
2,743.9 |
|
0.500 |
2,738.0 |
|
0.382 |
2,732.1 |
|
LOW |
2,713.0 |
|
0.618 |
2,682.1 |
|
1.000 |
2,663.0 |
|
1.618 |
2,632.1 |
|
2.618 |
2,582.1 |
|
4.250 |
2,500.5 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.0 |
2,738.0 |
| PP |
2,734.3 |
2,734.3 |
| S1 |
2,730.7 |
2,730.7 |
|