| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,809.0 |
2,793.0 |
-16.0 |
-0.6% |
2,833.0 |
| High |
2,813.0 |
2,799.0 |
-14.0 |
-0.5% |
2,860.0 |
| Low |
2,769.0 |
2,766.0 |
-3.0 |
-0.1% |
2,802.0 |
| Close |
2,789.0 |
2,773.0 |
-16.0 |
-0.6% |
2,853.0 |
| Range |
44.0 |
33.0 |
-11.0 |
-25.0% |
58.0 |
| ATR |
38.6 |
38.2 |
-0.4 |
-1.0% |
0.0 |
| Volume |
769,978 |
756,938 |
-13,040 |
-1.7% |
3,950,051 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.3 |
2,858.7 |
2,791.2 |
|
| R3 |
2,845.3 |
2,825.7 |
2,782.1 |
|
| R2 |
2,812.3 |
2,812.3 |
2,779.1 |
|
| R1 |
2,792.7 |
2,792.7 |
2,776.0 |
2,786.0 |
| PP |
2,779.3 |
2,779.3 |
2,779.3 |
2,776.0 |
| S1 |
2,759.7 |
2,759.7 |
2,770.0 |
2,753.0 |
| S2 |
2,746.3 |
2,746.3 |
2,767.0 |
|
| S3 |
2,713.3 |
2,726.7 |
2,763.9 |
|
| S4 |
2,680.3 |
2,693.7 |
2,754.9 |
|
|
| 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 |
2,859.0 |
2,766.0 |
93.0 |
3.4% |
40.6 |
1.5% |
8% |
False |
True |
831,877 |
| 10 |
2,860.0 |
2,766.0 |
94.0 |
3.4% |
35.2 |
1.3% |
7% |
False |
True |
788,404 |
| 20 |
2,860.0 |
2,720.0 |
140.0 |
5.0% |
33.9 |
1.2% |
38% |
False |
False |
727,835 |
| 40 |
2,860.0 |
2,533.0 |
327.0 |
11.8% |
37.6 |
1.4% |
73% |
False |
False |
765,608 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.4% |
42.9 |
1.5% |
77% |
False |
False |
699,027 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.4% |
40.7 |
1.5% |
77% |
False |
False |
525,225 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
13.9% |
41.1 |
1.5% |
77% |
False |
False |
420,239 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
13.9% |
40.7 |
1.5% |
77% |
False |
False |
350,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.3 |
|
2.618 |
2,885.4 |
|
1.618 |
2,852.4 |
|
1.000 |
2,832.0 |
|
0.618 |
2,819.4 |
|
HIGH |
2,799.0 |
|
0.618 |
2,786.4 |
|
0.500 |
2,782.5 |
|
0.382 |
2,778.6 |
|
LOW |
2,766.0 |
|
0.618 |
2,745.6 |
|
1.000 |
2,733.0 |
|
1.618 |
2,712.6 |
|
2.618 |
2,679.6 |
|
4.250 |
2,625.8 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.5 |
2,812.5 |
| PP |
2,779.3 |
2,799.3 |
| S1 |
2,776.2 |
2,786.2 |
|