| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,113.00 |
3,071.75 |
-41.25 |
-1.3% |
3,113.50 |
| High |
3,114.75 |
3,090.00 |
-24.75 |
-0.8% |
3,148.00 |
| Low |
3,066.50 |
3,068.25 |
1.75 |
0.1% |
3,066.50 |
| Close |
3,071.00 |
3,069.75 |
-1.25 |
0.0% |
3,069.75 |
| Range |
48.25 |
21.75 |
-26.50 |
-54.9% |
81.50 |
| ATR |
33.45 |
32.62 |
-0.84 |
-2.5% |
0.00 |
| Volume |
307,034 |
189,035 |
-117,999 |
-38.4% |
1,140,563 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,141.25 |
3,127.25 |
3,081.75 |
|
| R3 |
3,119.50 |
3,105.50 |
3,075.75 |
|
| R2 |
3,097.75 |
3,097.75 |
3,073.75 |
|
| R1 |
3,083.75 |
3,083.75 |
3,071.75 |
3,080.00 |
| PP |
3,076.00 |
3,076.00 |
3,076.00 |
3,074.00 |
| S1 |
3,062.00 |
3,062.00 |
3,067.75 |
3,058.00 |
| S2 |
3,054.25 |
3,054.25 |
3,065.75 |
|
| S3 |
3,032.50 |
3,040.25 |
3,063.75 |
|
| S4 |
3,010.75 |
3,018.50 |
3,057.75 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,339.25 |
3,286.00 |
3,114.50 |
|
| R3 |
3,257.75 |
3,204.50 |
3,092.25 |
|
| R2 |
3,176.25 |
3,176.25 |
3,084.75 |
|
| R1 |
3,123.00 |
3,123.00 |
3,077.25 |
3,109.00 |
| PP |
3,094.75 |
3,094.75 |
3,094.75 |
3,087.75 |
| S1 |
3,041.50 |
3,041.50 |
3,062.25 |
3,027.50 |
| S2 |
3,013.25 |
3,013.25 |
3,054.75 |
|
| S3 |
2,931.75 |
2,960.00 |
3,047.25 |
|
| S4 |
2,850.25 |
2,878.50 |
3,025.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,148.00 |
3,066.50 |
81.50 |
2.7% |
35.50 |
1.2% |
4% |
False |
False |
228,112 |
| 10 |
3,148.00 |
3,066.50 |
81.50 |
2.7% |
30.75 |
1.0% |
4% |
False |
False |
206,958 |
| 20 |
3,148.00 |
3,023.50 |
124.50 |
4.1% |
29.75 |
1.0% |
37% |
False |
False |
204,168 |
| 40 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
33.00 |
1.1% |
76% |
False |
False |
205,809 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
36.75 |
1.2% |
76% |
False |
False |
165,387 |
| 80 |
3,148.00 |
2,809.75 |
338.25 |
11.0% |
33.50 |
1.1% |
77% |
False |
False |
124,091 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.5% |
32.50 |
1.1% |
81% |
False |
False |
99,281 |
| 120 |
3,148.00 |
2,707.00 |
441.00 |
14.4% |
29.50 |
1.0% |
82% |
False |
False |
82,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,182.50 |
|
2.618 |
3,147.00 |
|
1.618 |
3,125.25 |
|
1.000 |
3,111.75 |
|
0.618 |
3,103.50 |
|
HIGH |
3,090.00 |
|
0.618 |
3,081.75 |
|
0.500 |
3,079.00 |
|
0.382 |
3,076.50 |
|
LOW |
3,068.25 |
|
0.618 |
3,054.75 |
|
1.000 |
3,046.50 |
|
1.618 |
3,033.00 |
|
2.618 |
3,011.25 |
|
4.250 |
2,975.75 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,079.00 |
3,105.00 |
| PP |
3,076.00 |
3,093.25 |
| S1 |
3,073.00 |
3,081.50 |
|