| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,806.0 |
2,743.0 |
-63.0 |
-2.2% |
2,852.0 |
| High |
2,820.0 |
2,756.0 |
-64.0 |
-2.3% |
2,859.0 |
| Low |
2,731.0 |
2,720.0 |
-11.0 |
-0.4% |
2,766.0 |
| Close |
2,760.0 |
2,743.0 |
-17.0 |
-0.6% |
2,826.0 |
| Range |
89.0 |
36.0 |
-53.0 |
-59.6% |
93.0 |
| ATR |
42.6 |
42.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
996,460 |
742,216 |
-254,244 |
-25.5% |
3,590,267 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.7 |
2,831.3 |
2,762.8 |
|
| R3 |
2,811.7 |
2,795.3 |
2,752.9 |
|
| R2 |
2,775.7 |
2,775.7 |
2,749.6 |
|
| R1 |
2,759.3 |
2,759.3 |
2,746.3 |
2,761.0 |
| PP |
2,739.7 |
2,739.7 |
2,739.7 |
2,740.5 |
| S1 |
2,723.3 |
2,723.3 |
2,739.7 |
2,725.0 |
| S2 |
2,703.7 |
2,703.7 |
2,736.4 |
|
| S3 |
2,667.7 |
2,687.3 |
2,733.1 |
|
| S4 |
2,631.7 |
2,651.3 |
2,723.2 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,096.0 |
3,054.0 |
2,877.2 |
|
| R3 |
3,003.0 |
2,961.0 |
2,851.6 |
|
| R2 |
2,910.0 |
2,910.0 |
2,843.1 |
|
| R1 |
2,868.0 |
2,868.0 |
2,834.5 |
2,842.5 |
| PP |
2,817.0 |
2,817.0 |
2,817.0 |
2,804.3 |
| S1 |
2,775.0 |
2,775.0 |
2,817.5 |
2,749.5 |
| S2 |
2,724.0 |
2,724.0 |
2,809.0 |
|
| S3 |
2,631.0 |
2,682.0 |
2,800.4 |
|
| S4 |
2,538.0 |
2,589.0 |
2,774.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.0 |
2,720.0 |
116.0 |
4.2% |
50.8 |
1.9% |
20% |
False |
True |
785,365 |
| 10 |
2,859.0 |
2,720.0 |
139.0 |
5.1% |
45.7 |
1.7% |
17% |
False |
True |
808,621 |
| 20 |
2,860.0 |
2,720.0 |
140.0 |
5.1% |
39.0 |
1.4% |
16% |
False |
True |
743,079 |
| 40 |
2,860.0 |
2,535.0 |
325.0 |
11.8% |
37.2 |
1.4% |
64% |
False |
False |
747,225 |
| 60 |
2,860.0 |
2,488.0 |
372.0 |
13.6% |
43.1 |
1.6% |
69% |
False |
False |
762,025 |
| 80 |
2,860.0 |
2,488.0 |
372.0 |
13.6% |
41.5 |
1.5% |
69% |
False |
False |
573,678 |
| 100 |
2,860.0 |
2,475.0 |
385.0 |
14.0% |
41.1 |
1.5% |
70% |
False |
False |
459,496 |
| 120 |
2,860.0 |
2,475.0 |
385.0 |
14.0% |
41.2 |
1.5% |
70% |
False |
False |
383,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.0 |
|
2.618 |
2,850.2 |
|
1.618 |
2,814.2 |
|
1.000 |
2,792.0 |
|
0.618 |
2,778.2 |
|
HIGH |
2,756.0 |
|
0.618 |
2,742.2 |
|
0.500 |
2,738.0 |
|
0.382 |
2,733.8 |
|
LOW |
2,720.0 |
|
0.618 |
2,697.8 |
|
1.000 |
2,684.0 |
|
1.618 |
2,661.8 |
|
2.618 |
2,625.8 |
|
4.250 |
2,567.0 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.3 |
2,776.5 |
| PP |
2,739.7 |
2,765.3 |
| S1 |
2,738.0 |
2,754.2 |
|