| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
5,065.0 |
5,146.0 |
81.0 |
1.6% |
5,072.0 |
| High |
5,119.0 |
5,147.0 |
28.0 |
0.5% |
5,078.0 |
| Low |
5,055.0 |
5,099.0 |
44.0 |
0.9% |
4,955.0 |
| Close |
5,116.0 |
5,120.0 |
4.0 |
0.1% |
5,004.0 |
| Range |
64.0 |
48.0 |
-16.0 |
-25.0% |
123.0 |
| ATR |
57.7 |
57.0 |
-0.7 |
-1.2% |
0.0 |
| Volume |
27,105 |
26,928 |
-177 |
-0.7% |
121,006 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,266.0 |
5,241.0 |
5,146.4 |
|
| R3 |
5,218.0 |
5,193.0 |
5,133.2 |
|
| R2 |
5,170.0 |
5,170.0 |
5,128.8 |
|
| R1 |
5,145.0 |
5,145.0 |
5,124.4 |
5,133.5 |
| PP |
5,122.0 |
5,122.0 |
5,122.0 |
5,116.3 |
| S1 |
5,097.0 |
5,097.0 |
5,115.6 |
5,085.5 |
| S2 |
5,074.0 |
5,074.0 |
5,111.2 |
|
| S3 |
5,026.0 |
5,049.0 |
5,106.8 |
|
| S4 |
4,978.0 |
5,001.0 |
5,093.6 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,381.3 |
5,315.7 |
5,071.7 |
|
| R3 |
5,258.3 |
5,192.7 |
5,037.8 |
|
| R2 |
5,135.3 |
5,135.3 |
5,026.6 |
|
| R1 |
5,069.7 |
5,069.7 |
5,015.3 |
5,041.0 |
| PP |
5,012.3 |
5,012.3 |
5,012.3 |
4,998.0 |
| S1 |
4,946.7 |
4,946.7 |
4,992.7 |
4,918.0 |
| S2 |
4,889.3 |
4,889.3 |
4,981.5 |
|
| S3 |
4,766.3 |
4,823.7 |
4,970.2 |
|
| S4 |
4,643.3 |
4,700.7 |
4,936.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,147.0 |
4,959.0 |
188.0 |
3.7% |
62.6 |
1.2% |
86% |
True |
False |
25,986 |
| 10 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
54.9 |
1.1% |
86% |
True |
False |
24,514 |
| 20 |
5,147.0 |
4,919.0 |
228.0 |
4.5% |
47.3 |
0.9% |
88% |
True |
False |
21,950 |
| 40 |
5,147.0 |
4,598.0 |
549.0 |
10.7% |
54.9 |
1.1% |
95% |
True |
False |
23,876 |
| 60 |
5,188.0 |
4,598.0 |
590.0 |
11.5% |
52.6 |
1.0% |
88% |
False |
False |
21,517 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
41.3 |
0.8% |
88% |
False |
False |
16,146 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
35.8 |
0.7% |
88% |
False |
False |
12,924 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
30.3 |
0.6% |
88% |
False |
False |
10,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,351.0 |
|
2.618 |
5,272.7 |
|
1.618 |
5,224.7 |
|
1.000 |
5,195.0 |
|
0.618 |
5,176.7 |
|
HIGH |
5,147.0 |
|
0.618 |
5,128.7 |
|
0.500 |
5,123.0 |
|
0.382 |
5,117.3 |
|
LOW |
5,099.0 |
|
0.618 |
5,069.3 |
|
1.000 |
5,051.0 |
|
1.618 |
5,021.3 |
|
2.618 |
4,973.3 |
|
4.250 |
4,895.0 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,123.0 |
5,103.8 |
| PP |
5,122.0 |
5,087.7 |
| S1 |
5,121.0 |
5,071.5 |
|