| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,071.75 |
3,068.50 |
-3.25 |
-0.1% |
3,113.50 |
| High |
3,090.00 |
3,100.50 |
10.50 |
0.3% |
3,148.00 |
| Low |
3,068.25 |
3,060.25 |
-8.00 |
-0.3% |
3,066.50 |
| Close |
3,069.75 |
3,070.50 |
0.75 |
0.0% |
3,069.75 |
| Range |
21.75 |
40.25 |
18.50 |
85.1% |
81.50 |
| ATR |
32.62 |
33.16 |
0.55 |
1.7% |
0.00 |
| Volume |
189,035 |
210,781 |
21,746 |
11.5% |
1,140,563 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.75 |
3,174.50 |
3,092.75 |
|
| R3 |
3,157.50 |
3,134.25 |
3,081.50 |
|
| R2 |
3,117.25 |
3,117.25 |
3,078.00 |
|
| R1 |
3,094.00 |
3,094.00 |
3,074.25 |
3,105.50 |
| PP |
3,077.00 |
3,077.00 |
3,077.00 |
3,083.00 |
| S1 |
3,053.75 |
3,053.75 |
3,066.75 |
3,065.50 |
| S2 |
3,036.75 |
3,036.75 |
3,063.00 |
|
| S3 |
2,996.50 |
3,013.50 |
3,059.50 |
|
| S4 |
2,956.25 |
2,973.25 |
3,048.25 |
|
|
| 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 |
3,060.25 |
87.75 |
2.9% |
36.50 |
1.2% |
12% |
False |
True |
236,012 |
| 10 |
3,148.00 |
3,060.25 |
87.75 |
2.9% |
33.50 |
1.1% |
12% |
False |
True |
216,577 |
| 20 |
3,148.00 |
3,023.50 |
124.50 |
4.1% |
30.75 |
1.0% |
38% |
False |
False |
207,660 |
| 40 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
32.75 |
1.1% |
77% |
False |
False |
201,098 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
36.50 |
1.2% |
77% |
False |
False |
168,883 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
33.50 |
1.1% |
77% |
False |
False |
126,725 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.5% |
32.75 |
1.1% |
81% |
False |
False |
101,388 |
| 120 |
3,148.00 |
2,724.00 |
424.00 |
13.8% |
29.75 |
1.0% |
82% |
False |
False |
84,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,271.50 |
|
2.618 |
3,205.75 |
|
1.618 |
3,165.50 |
|
1.000 |
3,140.75 |
|
0.618 |
3,125.25 |
|
HIGH |
3,100.50 |
|
0.618 |
3,085.00 |
|
0.500 |
3,080.50 |
|
0.382 |
3,075.75 |
|
LOW |
3,060.25 |
|
0.618 |
3,035.50 |
|
1.000 |
3,020.00 |
|
1.618 |
2,995.25 |
|
2.618 |
2,955.00 |
|
4.250 |
2,889.25 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,080.50 |
3,087.50 |
| PP |
3,077.00 |
3,081.75 |
| S1 |
3,073.75 |
3,076.25 |
|