| 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 |
13,585 |
13,455 |
-130 |
-1.0% |
13,570 |
| High |
13,745 |
13,515 |
-230 |
-1.7% |
14,085 |
| Low |
13,340 |
13,250 |
-90 |
-0.7% |
13,440 |
| Close |
13,415 |
13,315 |
-100 |
-0.7% |
13,645 |
| Range |
405 |
265 |
-140 |
-34.6% |
645 |
| ATR |
390 |
381 |
-9 |
-2.3% |
0 |
| Volume |
16,141 |
18,519 |
2,378 |
14.7% |
69,412 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,155 |
14,000 |
13,461 |
|
| R3 |
13,890 |
13,735 |
13,388 |
|
| R2 |
13,625 |
13,625 |
13,364 |
|
| R1 |
13,470 |
13,470 |
13,339 |
13,415 |
| PP |
13,360 |
13,360 |
13,360 |
13,333 |
| S1 |
13,205 |
13,205 |
13,291 |
13,150 |
| S2 |
13,095 |
13,095 |
13,267 |
|
| S3 |
12,830 |
12,940 |
13,242 |
|
| S4 |
12,565 |
12,675 |
13,169 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,658 |
15,297 |
14,000 |
|
| R3 |
15,013 |
14,652 |
13,823 |
|
| R2 |
14,368 |
14,368 |
13,763 |
|
| R1 |
14,007 |
14,007 |
13,704 |
14,188 |
| PP |
13,723 |
13,723 |
13,723 |
13,814 |
| S1 |
13,362 |
13,362 |
13,586 |
13,543 |
| S2 |
13,078 |
13,078 |
13,527 |
|
| S3 |
12,433 |
12,717 |
13,468 |
|
| S4 |
11,788 |
12,072 |
13,290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,015 |
13,250 |
765 |
5.7% |
336 |
2.5% |
8% |
False |
True |
15,440 |
| 10 |
14,085 |
13,250 |
835 |
6.3% |
355 |
2.7% |
8% |
False |
True |
16,831 |
| 20 |
14,815 |
13,250 |
1,565 |
11.8% |
397 |
3.0% |
4% |
False |
True |
16,805 |
| 40 |
15,060 |
12,890 |
2,170 |
16.3% |
392 |
2.9% |
20% |
False |
False |
16,085 |
| 60 |
15,060 |
12,420 |
2,640 |
19.8% |
469 |
3.5% |
34% |
False |
False |
17,100 |
| 80 |
16,120 |
12,420 |
3,700 |
27.8% |
435 |
3.3% |
24% |
False |
False |
12,868 |
| 100 |
16,120 |
12,015 |
4,105 |
30.8% |
396 |
3.0% |
32% |
False |
False |
10,317 |
| 120 |
16,120 |
11,770 |
4,350 |
32.7% |
340 |
2.6% |
36% |
False |
False |
8,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,641 |
|
2.618 |
14,209 |
|
1.618 |
13,944 |
|
1.000 |
13,780 |
|
0.618 |
13,679 |
|
HIGH |
13,515 |
|
0.618 |
13,414 |
|
0.500 |
13,383 |
|
0.382 |
13,351 |
|
LOW |
13,250 |
|
0.618 |
13,086 |
|
1.000 |
12,985 |
|
1.618 |
12,821 |
|
2.618 |
12,556 |
|
4.250 |
12,124 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,383 |
13,533 |
| PP |
13,360 |
13,460 |
| S1 |
13,338 |
13,388 |
|