| 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 |
2,829.0 |
2,852.0 |
23.0 |
0.8% |
2,833.0 |
| High |
2,859.0 |
2,859.0 |
0.0 |
0.0% |
2,860.0 |
| Low |
2,825.0 |
2,812.0 |
-13.0 |
-0.5% |
2,802.0 |
| Close |
2,853.0 |
2,824.0 |
-29.0 |
-1.0% |
2,853.0 |
| Range |
34.0 |
47.0 |
13.0 |
38.2% |
58.0 |
| ATR |
36.6 |
37.4 |
0.7 |
2.0% |
0.0 |
| Volume |
682,376 |
1,125,684 |
443,308 |
65.0% |
3,950,051 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.7 |
2,945.3 |
2,849.9 |
|
| R3 |
2,925.7 |
2,898.3 |
2,836.9 |
|
| R2 |
2,878.7 |
2,878.7 |
2,832.6 |
|
| R1 |
2,851.3 |
2,851.3 |
2,828.3 |
2,841.5 |
| PP |
2,831.7 |
2,831.7 |
2,831.7 |
2,826.8 |
| S1 |
2,804.3 |
2,804.3 |
2,819.7 |
2,794.5 |
| S2 |
2,784.7 |
2,784.7 |
2,815.4 |
|
| S3 |
2,737.7 |
2,757.3 |
2,811.1 |
|
| S4 |
2,690.7 |
2,710.3 |
2,798.2 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.3 |
2,990.7 |
2,884.9 |
|
| R3 |
2,954.3 |
2,932.7 |
2,869.0 |
|
| R2 |
2,896.3 |
2,896.3 |
2,863.6 |
|
| R1 |
2,874.7 |
2,874.7 |
2,858.3 |
2,885.5 |
| PP |
2,838.3 |
2,838.3 |
2,838.3 |
2,843.8 |
| S1 |
2,816.7 |
2,816.7 |
2,847.7 |
2,827.5 |
| S2 |
2,780.3 |
2,780.3 |
2,842.4 |
|
| S3 |
2,722.3 |
2,758.7 |
2,837.1 |
|
| S4 |
2,664.3 |
2,700.7 |
2,821.1 |
|
|
| 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 |
2,806.0 |
54.0 |
1.9% |
35.0 |
1.2% |
33% |
False |
False |
864,855 |
| 10 |
2,860.0 |
2,775.0 |
85.0 |
3.0% |
34.5 |
1.2% |
58% |
False |
False |
765,094 |
| 20 |
2,860.0 |
2,720.0 |
140.0 |
5.0% |
33.1 |
1.2% |
74% |
False |
False |
738,059 |
| 40 |
2,860.0 |
2,488.0 |
372.0 |
13.2% |
38.4 |
1.4% |
90% |
False |
False |
786,171 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.2% |
43.1 |
1.5% |
90% |
False |
False |
673,598 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.2% |
40.3 |
1.4% |
90% |
False |
False |
506,144 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.6% |
41.2 |
1.5% |
91% |
False |
False |
404,972 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.6% |
40.7 |
1.4% |
91% |
False |
False |
337,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,058.8 |
|
2.618 |
2,982.0 |
|
1.618 |
2,935.0 |
|
1.000 |
2,906.0 |
|
0.618 |
2,888.0 |
|
HIGH |
2,859.0 |
|
0.618 |
2,841.0 |
|
0.500 |
2,835.5 |
|
0.382 |
2,830.0 |
|
LOW |
2,812.0 |
|
0.618 |
2,783.0 |
|
1.000 |
2,765.0 |
|
1.618 |
2,736.0 |
|
2.618 |
2,689.0 |
|
4.250 |
2,612.3 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,835.5 |
2,832.5 |
| PP |
2,831.7 |
2,829.7 |
| S1 |
2,827.8 |
2,826.8 |
|