| 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 |
8,316.5 |
8,300.0 |
-16.5 |
-0.2% |
8,356.0 |
| High |
8,322.0 |
8,336.0 |
14.0 |
0.2% |
8,459.0 |
| Low |
8,245.0 |
8,260.5 |
15.5 |
0.2% |
8,239.0 |
| Close |
8,297.5 |
8,281.5 |
-16.0 |
-0.2% |
8,389.0 |
| Range |
77.0 |
75.5 |
-1.5 |
-1.9% |
220.0 |
| ATR |
105.0 |
102.9 |
-2.1 |
-2.0% |
0.0 |
| Volume |
78,997 |
96,163 |
17,166 |
21.7% |
412,693 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,519.2 |
8,475.8 |
8,323.0 |
|
| R3 |
8,443.7 |
8,400.3 |
8,302.3 |
|
| R2 |
8,368.2 |
8,368.2 |
8,295.3 |
|
| R1 |
8,324.8 |
8,324.8 |
8,288.4 |
8,308.8 |
| PP |
8,292.7 |
8,292.7 |
8,292.7 |
8,284.6 |
| S1 |
8,249.3 |
8,249.3 |
8,274.6 |
8,233.3 |
| S2 |
8,217.2 |
8,217.2 |
8,267.7 |
|
| S3 |
8,141.7 |
8,173.8 |
8,260.7 |
|
| S4 |
8,066.2 |
8,098.3 |
8,240.0 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,022.3 |
8,925.7 |
8,510.0 |
|
| R3 |
8,802.3 |
8,705.7 |
8,449.5 |
|
| R2 |
8,582.3 |
8,582.3 |
8,429.3 |
|
| R1 |
8,485.7 |
8,485.7 |
8,409.2 |
8,534.0 |
| PP |
8,362.3 |
8,362.3 |
8,362.3 |
8,386.5 |
| S1 |
8,265.7 |
8,265.7 |
8,368.8 |
8,314.0 |
| S2 |
8,142.3 |
8,142.3 |
8,348.7 |
|
| S3 |
7,922.3 |
8,045.7 |
8,328.5 |
|
| S4 |
7,702.3 |
7,825.7 |
8,268.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,424.0 |
8,245.0 |
179.0 |
2.2% |
82.6 |
1.0% |
20% |
False |
False |
87,416 |
| 10 |
8,459.0 |
8,239.0 |
220.0 |
2.7% |
85.5 |
1.0% |
19% |
False |
False |
86,495 |
| 20 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
94.1 |
1.1% |
27% |
False |
False |
83,302 |
| 40 |
8,462.0 |
7,735.0 |
727.0 |
8.8% |
103.5 |
1.2% |
75% |
False |
False |
88,404 |
| 60 |
8,462.0 |
7,660.0 |
802.0 |
9.7% |
118.7 |
1.4% |
77% |
False |
False |
74,112 |
| 80 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
112.1 |
1.4% |
68% |
False |
False |
55,654 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
114.2 |
1.4% |
75% |
False |
False |
44,614 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
110.3 |
1.3% |
75% |
False |
False |
37,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,656.9 |
|
2.618 |
8,533.7 |
|
1.618 |
8,458.2 |
|
1.000 |
8,411.5 |
|
0.618 |
8,382.7 |
|
HIGH |
8,336.0 |
|
0.618 |
8,307.2 |
|
0.500 |
8,298.3 |
|
0.382 |
8,289.3 |
|
LOW |
8,260.5 |
|
0.618 |
8,213.8 |
|
1.000 |
8,185.0 |
|
1.618 |
8,138.3 |
|
2.618 |
8,062.8 |
|
4.250 |
7,939.6 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,298.3 |
8,321.0 |
| PP |
8,292.7 |
8,307.8 |
| S1 |
8,287.1 |
8,294.7 |
|