| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,852.0 |
2,809.0 |
-43.0 |
-1.5% |
2,833.0 |
| High |
2,859.0 |
2,813.0 |
-46.0 |
-1.6% |
2,860.0 |
| Low |
2,812.0 |
2,769.0 |
-43.0 |
-1.5% |
2,802.0 |
| Close |
2,824.0 |
2,789.0 |
-35.0 |
-1.2% |
2,853.0 |
| Range |
47.0 |
44.0 |
-3.0 |
-6.4% |
58.0 |
| ATR |
37.4 |
38.6 |
1.3 |
3.4% |
0.0 |
| Volume |
1,125,684 |
769,978 |
-355,706 |
-31.6% |
3,950,051 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.3 |
2,899.7 |
2,813.2 |
|
| R3 |
2,878.3 |
2,855.7 |
2,801.1 |
|
| R2 |
2,834.3 |
2,834.3 |
2,797.1 |
|
| R1 |
2,811.7 |
2,811.7 |
2,793.0 |
2,801.0 |
| PP |
2,790.3 |
2,790.3 |
2,790.3 |
2,785.0 |
| S1 |
2,767.7 |
2,767.7 |
2,785.0 |
2,757.0 |
| S2 |
2,746.3 |
2,746.3 |
2,780.9 |
|
| S3 |
2,702.3 |
2,723.7 |
2,776.9 |
|
| S4 |
2,658.3 |
2,679.7 |
2,764.8 |
|
|
| 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 |
2,769.0 |
91.0 |
3.3% |
38.8 |
1.4% |
22% |
False |
True |
865,764 |
| 10 |
2,860.0 |
2,769.0 |
91.0 |
3.3% |
34.4 |
1.2% |
22% |
False |
True |
776,131 |
| 20 |
2,860.0 |
2,720.0 |
140.0 |
5.0% |
34.2 |
1.2% |
49% |
False |
False |
728,489 |
| 40 |
2,860.0 |
2,513.0 |
347.0 |
12.4% |
37.9 |
1.4% |
80% |
False |
False |
775,651 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.3% |
43.2 |
1.5% |
81% |
False |
False |
686,424 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.3% |
40.6 |
1.5% |
81% |
False |
False |
515,765 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.8% |
41.4 |
1.5% |
82% |
False |
False |
412,671 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.8% |
40.9 |
1.5% |
82% |
False |
False |
344,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,000.0 |
|
2.618 |
2,928.2 |
|
1.618 |
2,884.2 |
|
1.000 |
2,857.0 |
|
0.618 |
2,840.2 |
|
HIGH |
2,813.0 |
|
0.618 |
2,796.2 |
|
0.500 |
2,791.0 |
|
0.382 |
2,785.8 |
|
LOW |
2,769.0 |
|
0.618 |
2,741.8 |
|
1.000 |
2,725.0 |
|
1.618 |
2,697.8 |
|
2.618 |
2,653.8 |
|
4.250 |
2,582.0 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.0 |
2,814.0 |
| PP |
2,790.3 |
2,805.7 |
| S1 |
2,789.7 |
2,797.3 |
|