| 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 |
6,478.5 |
6,390.5 |
-88.0 |
-1.4% |
6,494.5 |
| High |
6,484.5 |
6,441.0 |
-43.5 |
-0.7% |
6,512.5 |
| Low |
6,387.0 |
6,387.0 |
0.0 |
0.0% |
6,346.5 |
| Close |
6,438.0 |
6,424.0 |
-14.0 |
-0.2% |
6,486.0 |
| Range |
97.5 |
54.0 |
-43.5 |
-44.6% |
166.0 |
| ATR |
89.0 |
86.5 |
-2.5 |
-2.8% |
0.0 |
| Volume |
75,430 |
78,675 |
3,245 |
4.3% |
394,620 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,579.5 |
6,555.5 |
6,453.5 |
|
| R3 |
6,525.5 |
6,501.5 |
6,439.0 |
|
| R2 |
6,471.5 |
6,471.5 |
6,434.0 |
|
| R1 |
6,447.5 |
6,447.5 |
6,429.0 |
6,459.5 |
| PP |
6,417.5 |
6,417.5 |
6,417.5 |
6,423.0 |
| S1 |
6,393.5 |
6,393.5 |
6,419.0 |
6,405.5 |
| S2 |
6,363.5 |
6,363.5 |
6,414.0 |
|
| S3 |
6,309.5 |
6,339.5 |
6,409.0 |
|
| S4 |
6,255.5 |
6,285.5 |
6,394.5 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,946.5 |
6,882.0 |
6,577.5 |
|
| R3 |
6,780.5 |
6,716.0 |
6,531.5 |
|
| R2 |
6,614.5 |
6,614.5 |
6,516.5 |
|
| R1 |
6,550.0 |
6,550.0 |
6,501.0 |
6,499.0 |
| PP |
6,448.5 |
6,448.5 |
6,448.5 |
6,423.0 |
| S1 |
6,384.0 |
6,384.0 |
6,471.0 |
6,333.0 |
| S2 |
6,282.5 |
6,282.5 |
6,455.5 |
|
| S3 |
6,116.5 |
6,218.0 |
6,440.5 |
|
| S4 |
5,950.5 |
6,052.0 |
6,394.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,512.5 |
6,346.5 |
166.0 |
2.6% |
89.5 |
1.4% |
47% |
False |
False |
80,628 |
| 10 |
6,635.0 |
6,346.5 |
288.5 |
4.5% |
85.0 |
1.3% |
27% |
False |
False |
81,401 |
| 20 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
87.5 |
1.4% |
24% |
False |
False |
80,629 |
| 40 |
6,669.5 |
6,130.0 |
539.5 |
8.4% |
86.0 |
1.3% |
54% |
False |
False |
84,491 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.1% |
92.5 |
1.4% |
66% |
False |
False |
88,856 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
84.5 |
1.3% |
55% |
False |
False |
66,966 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
73.5 |
1.1% |
55% |
False |
False |
53,599 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
65.5 |
1.0% |
55% |
False |
False |
44,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,670.5 |
|
2.618 |
6,582.5 |
|
1.618 |
6,528.5 |
|
1.000 |
6,495.0 |
|
0.618 |
6,474.5 |
|
HIGH |
6,441.0 |
|
0.618 |
6,420.5 |
|
0.500 |
6,414.0 |
|
0.382 |
6,407.5 |
|
LOW |
6,387.0 |
|
0.618 |
6,353.5 |
|
1.000 |
6,333.0 |
|
1.618 |
6,299.5 |
|
2.618 |
6,245.5 |
|
4.250 |
6,157.5 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,420.5 |
6,450.0 |
| PP |
6,417.5 |
6,441.0 |
| S1 |
6,414.0 |
6,432.5 |
|