| 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 |
5,103.0 |
5,065.0 |
-38.0 |
-0.7% |
5,070.0 |
| High |
5,127.0 |
5,074.0 |
-53.0 |
-1.0% |
5,120.0 |
| Low |
5,086.0 |
5,053.0 |
-33.0 |
-0.6% |
4,996.0 |
| Close |
5,123.0 |
5,068.0 |
-55.0 |
-1.1% |
5,107.0 |
| Range |
41.0 |
21.0 |
-20.0 |
-48.8% |
124.0 |
| ATR |
54.3 |
55.4 |
1.1 |
2.1% |
0.0 |
| Volume |
19,442 |
24,605 |
5,163 |
26.6% |
118,618 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,128.0 |
5,119.0 |
5,079.6 |
|
| R3 |
5,107.0 |
5,098.0 |
5,073.8 |
|
| R2 |
5,086.0 |
5,086.0 |
5,071.9 |
|
| R1 |
5,077.0 |
5,077.0 |
5,069.9 |
5,081.5 |
| PP |
5,065.0 |
5,065.0 |
5,065.0 |
5,067.3 |
| S1 |
5,056.0 |
5,056.0 |
5,066.1 |
5,060.5 |
| S2 |
5,044.0 |
5,044.0 |
5,064.2 |
|
| S3 |
5,023.0 |
5,035.0 |
5,062.2 |
|
| S4 |
5,002.0 |
5,014.0 |
5,056.5 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,446.3 |
5,400.7 |
5,175.2 |
|
| R3 |
5,322.3 |
5,276.7 |
5,141.1 |
|
| R2 |
5,198.3 |
5,198.3 |
5,129.7 |
|
| R1 |
5,152.7 |
5,152.7 |
5,118.4 |
5,175.5 |
| PP |
5,074.3 |
5,074.3 |
5,074.3 |
5,085.8 |
| S1 |
5,028.7 |
5,028.7 |
5,095.6 |
5,051.5 |
| S2 |
4,950.3 |
4,950.3 |
5,084.3 |
|
| S3 |
4,826.3 |
4,904.7 |
5,072.9 |
|
| S4 |
4,702.3 |
4,780.7 |
5,038.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,140.0 |
4,996.0 |
144.0 |
2.8% |
41.6 |
0.8% |
50% |
False |
False |
23,837 |
| 10 |
5,140.0 |
4,996.0 |
144.0 |
2.8% |
38.9 |
0.8% |
50% |
False |
False |
22,262 |
| 20 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
46.9 |
0.9% |
59% |
False |
False |
23,388 |
| 40 |
5,147.0 |
4,728.0 |
419.0 |
8.3% |
44.7 |
0.9% |
81% |
False |
False |
21,266 |
| 60 |
5,147.0 |
4,598.0 |
549.0 |
10.8% |
51.6 |
1.0% |
86% |
False |
False |
25,152 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
45.6 |
0.9% |
79% |
False |
False |
18,925 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
38.5 |
0.8% |
79% |
False |
False |
15,145 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
33.5 |
0.7% |
79% |
False |
False |
12,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,163.3 |
|
2.618 |
5,129.0 |
|
1.618 |
5,108.0 |
|
1.000 |
5,095.0 |
|
0.618 |
5,087.0 |
|
HIGH |
5,074.0 |
|
0.618 |
5,066.0 |
|
0.500 |
5,063.5 |
|
0.382 |
5,061.0 |
|
LOW |
5,053.0 |
|
0.618 |
5,040.0 |
|
1.000 |
5,032.0 |
|
1.618 |
5,019.0 |
|
2.618 |
4,998.0 |
|
4.250 |
4,963.8 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,066.5 |
5,096.5 |
| PP |
5,065.0 |
5,087.0 |
| S1 |
5,063.5 |
5,077.5 |
|