| 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 |
2,850.0 |
2,848.0 |
-2.0 |
-0.1% |
2,820.0 |
| High |
2,860.0 |
2,851.0 |
-9.0 |
-0.3% |
2,837.0 |
| Low |
2,836.0 |
2,806.0 |
-30.0 |
-1.1% |
2,775.0 |
| Close |
2,852.0 |
2,834.0 |
-18.0 |
-0.6% |
2,823.0 |
| Range |
24.0 |
45.0 |
21.0 |
87.5% |
62.0 |
| ATR |
36.1 |
36.8 |
0.7 |
2.0% |
0.0 |
| Volume |
926,371 |
824,413 |
-101,958 |
-11.0% |
3,261,530 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.3 |
2,944.7 |
2,858.8 |
|
| R3 |
2,920.3 |
2,899.7 |
2,846.4 |
|
| R2 |
2,875.3 |
2,875.3 |
2,842.3 |
|
| R1 |
2,854.7 |
2,854.7 |
2,838.1 |
2,842.5 |
| PP |
2,830.3 |
2,830.3 |
2,830.3 |
2,824.3 |
| S1 |
2,809.7 |
2,809.7 |
2,829.9 |
2,797.5 |
| S2 |
2,785.3 |
2,785.3 |
2,825.8 |
|
| S3 |
2,740.3 |
2,764.7 |
2,821.6 |
|
| S4 |
2,695.3 |
2,719.7 |
2,809.3 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.7 |
2,972.3 |
2,857.1 |
|
| R3 |
2,935.7 |
2,910.3 |
2,840.1 |
|
| R2 |
2,873.7 |
2,873.7 |
2,834.4 |
|
| R1 |
2,848.3 |
2,848.3 |
2,828.7 |
2,861.0 |
| PP |
2,811.7 |
2,811.7 |
2,811.7 |
2,818.0 |
| S1 |
2,786.3 |
2,786.3 |
2,817.3 |
2,799.0 |
| S2 |
2,749.7 |
2,749.7 |
2,811.6 |
|
| S3 |
2,687.7 |
2,724.3 |
2,806.0 |
|
| S4 |
2,625.7 |
2,662.3 |
2,788.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,860.0 |
2,802.0 |
58.0 |
2.0% |
32.0 |
1.1% |
55% |
False |
False |
782,391 |
| 10 |
2,860.0 |
2,775.0 |
85.0 |
3.0% |
31.4 |
1.1% |
69% |
False |
False |
695,816 |
| 20 |
2,860.0 |
2,698.0 |
162.0 |
5.7% |
31.3 |
1.1% |
84% |
False |
False |
709,370 |
| 40 |
2,860.0 |
2,488.0 |
372.0 |
13.1% |
40.1 |
1.4% |
93% |
False |
False |
823,038 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.1% |
43.1 |
1.5% |
93% |
False |
False |
643,479 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.1% |
41.0 |
1.4% |
93% |
False |
False |
483,549 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.6% |
41.7 |
1.5% |
93% |
False |
False |
386,897 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.6% |
41.2 |
1.5% |
93% |
False |
False |
322,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,042.3 |
|
2.618 |
2,968.8 |
|
1.618 |
2,923.8 |
|
1.000 |
2,896.0 |
|
0.618 |
2,878.8 |
|
HIGH |
2,851.0 |
|
0.618 |
2,833.8 |
|
0.500 |
2,828.5 |
|
0.382 |
2,823.2 |
|
LOW |
2,806.0 |
|
0.618 |
2,778.2 |
|
1.000 |
2,761.0 |
|
1.618 |
2,733.2 |
|
2.618 |
2,688.2 |
|
4.250 |
2,614.8 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.2 |
2,833.7 |
| PP |
2,830.3 |
2,833.3 |
| S1 |
2,828.5 |
2,833.0 |
|