| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,013.0 |
1,024.9 |
11.9 |
1.2% |
1,036.2 |
| High |
1,028.9 |
1,028.8 |
-0.1 |
0.0% |
1,043.6 |
| Low |
1,012.0 |
1,007.2 |
-4.8 |
-0.5% |
1,007.2 |
| Close |
1,024.1 |
1,010.1 |
-14.0 |
-1.4% |
1,010.1 |
| Range |
16.9 |
21.6 |
4.7 |
27.8% |
36.4 |
| ATR |
14.1 |
14.7 |
0.5 |
3.8% |
0.0 |
| Volume |
88,385 |
119,211 |
30,826 |
34.9% |
498,076 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,080.3 |
1,066.8 |
1,022.0 |
|
| R3 |
1,058.5 |
1,045.3 |
1,016.0 |
|
| R2 |
1,037.0 |
1,037.0 |
1,014.0 |
|
| R1 |
1,023.5 |
1,023.5 |
1,012.0 |
1,019.5 |
| PP |
1,015.3 |
1,015.3 |
1,015.3 |
1,013.3 |
| S1 |
1,002.0 |
1,002.0 |
1,008.0 |
997.8 |
| S2 |
993.8 |
993.8 |
1,006.3 |
|
| S3 |
972.3 |
980.3 |
1,004.3 |
|
| S4 |
950.5 |
958.8 |
998.3 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,129.5 |
1,106.3 |
1,030.0 |
|
| R3 |
1,093.0 |
1,069.8 |
1,020.0 |
|
| R2 |
1,056.8 |
1,056.8 |
1,016.8 |
|
| R1 |
1,033.5 |
1,033.5 |
1,013.5 |
1,026.8 |
| PP |
1,020.3 |
1,020.3 |
1,020.3 |
1,017.0 |
| S1 |
997.0 |
997.0 |
1,006.8 |
990.5 |
| S2 |
984.0 |
984.0 |
1,003.5 |
|
| S3 |
947.5 |
960.5 |
1,000.0 |
|
| S4 |
911.0 |
924.3 |
990.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,043.6 |
1,007.2 |
36.4 |
3.6% |
17.0 |
1.7% |
8% |
False |
True |
99,615 |
| 10 |
1,043.6 |
1,007.2 |
36.4 |
3.6% |
16.5 |
1.6% |
8% |
False |
True |
96,164 |
| 20 |
1,062.0 |
1,007.2 |
54.8 |
5.4% |
14.3 |
1.4% |
5% |
False |
True |
89,454 |
| 40 |
1,062.0 |
1,002.6 |
59.4 |
5.9% |
12.5 |
1.2% |
13% |
False |
False |
86,078 |
| 60 |
1,062.0 |
938.0 |
124.0 |
12.3% |
14.0 |
1.4% |
58% |
False |
False |
96,659 |
| 80 |
1,062.0 |
938.0 |
124.0 |
12.3% |
12.8 |
1.3% |
58% |
False |
False |
72,535 |
| 100 |
1,062.0 |
893.4 |
168.6 |
16.7% |
10.5 |
1.0% |
69% |
False |
False |
58,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,120.5 |
|
2.618 |
1,085.3 |
|
1.618 |
1,063.8 |
|
1.000 |
1,050.5 |
|
0.618 |
1,042.3 |
|
HIGH |
1,028.8 |
|
0.618 |
1,020.5 |
|
0.500 |
1,018.0 |
|
0.382 |
1,015.5 |
|
LOW |
1,007.3 |
|
0.618 |
993.8 |
|
1.000 |
985.5 |
|
1.618 |
972.3 |
|
2.618 |
950.8 |
|
4.250 |
915.5 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,018.0 |
1,018.0 |
| PP |
1,015.3 |
1,015.5 |
| S1 |
1,012.8 |
1,012.8 |
|