| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
13,595 |
13,750 |
155 |
1.1% |
13,605 |
| High |
13,790 |
13,780 |
-10 |
-0.1% |
13,815 |
| Low |
13,590 |
13,530 |
-60 |
-0.4% |
13,230 |
| Close |
13,750 |
13,560 |
-190 |
-1.4% |
13,750 |
| Range |
200 |
250 |
50 |
25.0% |
585 |
| ATR |
371 |
362 |
-9 |
-2.3% |
0 |
| Volume |
15,351 |
6,609 |
-8,742 |
-56.9% |
81,417 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,373 |
14,217 |
13,698 |
|
| R3 |
14,123 |
13,967 |
13,629 |
|
| R2 |
13,873 |
13,873 |
13,606 |
|
| R1 |
13,717 |
13,717 |
13,583 |
13,670 |
| PP |
13,623 |
13,623 |
13,623 |
13,600 |
| S1 |
13,467 |
13,467 |
13,537 |
13,420 |
| S2 |
13,373 |
13,373 |
13,514 |
|
| S3 |
13,123 |
13,217 |
13,491 |
|
| S4 |
12,873 |
12,967 |
13,423 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,353 |
15,137 |
14,072 |
|
| R3 |
14,768 |
14,552 |
13,911 |
|
| R2 |
14,183 |
14,183 |
13,857 |
|
| R1 |
13,967 |
13,967 |
13,804 |
14,075 |
| PP |
13,598 |
13,598 |
13,598 |
13,653 |
| S1 |
13,382 |
13,382 |
13,697 |
13,490 |
| S2 |
13,013 |
13,013 |
13,643 |
|
| S3 |
12,428 |
12,797 |
13,589 |
|
| S4 |
11,843 |
12,212 |
13,428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,790 |
13,230 |
560 |
4.1% |
308 |
2.3% |
59% |
False |
False |
14,987 |
| 10 |
14,085 |
13,230 |
855 |
6.3% |
325 |
2.4% |
39% |
False |
False |
14,548 |
| 20 |
14,565 |
13,230 |
1,335 |
9.8% |
364 |
2.7% |
25% |
False |
False |
15,718 |
| 40 |
15,060 |
13,230 |
1,830 |
13.5% |
376 |
2.8% |
18% |
False |
False |
15,638 |
| 60 |
15,060 |
12,420 |
2,640 |
19.5% |
457 |
3.4% |
43% |
False |
False |
17,680 |
| 80 |
16,120 |
12,420 |
3,700 |
27.3% |
441 |
3.3% |
31% |
False |
False |
13,371 |
| 100 |
16,120 |
12,420 |
3,700 |
27.3% |
391 |
2.9% |
31% |
False |
False |
10,720 |
| 120 |
16,120 |
12,015 |
4,105 |
30.3% |
347 |
2.6% |
38% |
False |
False |
8,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,843 |
|
2.618 |
14,435 |
|
1.618 |
14,185 |
|
1.000 |
14,030 |
|
0.618 |
13,935 |
|
HIGH |
13,780 |
|
0.618 |
13,685 |
|
0.500 |
13,655 |
|
0.382 |
13,626 |
|
LOW |
13,530 |
|
0.618 |
13,376 |
|
1.000 |
13,280 |
|
1.618 |
13,126 |
|
2.618 |
12,876 |
|
4.250 |
12,468 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,655 |
13,543 |
| PP |
13,623 |
13,527 |
| S1 |
13,592 |
13,510 |
|