| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,068.50 |
3,071.25 |
2.75 |
0.1% |
3,113.50 |
| High |
3,100.50 |
3,097.00 |
-3.50 |
-0.1% |
3,148.00 |
| Low |
3,060.25 |
3,063.50 |
3.25 |
0.1% |
3,066.50 |
| Close |
3,070.50 |
3,081.00 |
10.50 |
0.3% |
3,069.75 |
| Range |
40.25 |
33.50 |
-6.75 |
-16.8% |
81.50 |
| ATR |
33.16 |
33.19 |
0.02 |
0.1% |
0.00 |
| Volume |
210,781 |
164,001 |
-46,780 |
-22.2% |
1,140,563 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.00 |
3,164.50 |
3,099.50 |
|
| R3 |
3,147.50 |
3,131.00 |
3,090.25 |
|
| R2 |
3,114.00 |
3,114.00 |
3,087.25 |
|
| R1 |
3,097.50 |
3,097.50 |
3,084.00 |
3,105.75 |
| PP |
3,080.50 |
3,080.50 |
3,080.50 |
3,084.50 |
| S1 |
3,064.00 |
3,064.00 |
3,078.00 |
3,072.25 |
| S2 |
3,047.00 |
3,047.00 |
3,074.75 |
|
| S3 |
3,013.50 |
3,030.50 |
3,071.75 |
|
| S4 |
2,980.00 |
2,997.00 |
3,062.50 |
|
|
| 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 |
3,143.75 |
3,060.25 |
83.50 |
2.7% |
34.75 |
1.1% |
25% |
False |
False |
220,987 |
| 10 |
3,148.00 |
3,060.25 |
87.75 |
2.8% |
33.50 |
1.1% |
24% |
False |
False |
215,965 |
| 20 |
3,148.00 |
3,027.50 |
120.50 |
3.9% |
30.75 |
1.0% |
44% |
False |
False |
207,777 |
| 40 |
3,148.00 |
2,830.75 |
317.25 |
10.3% |
32.25 |
1.0% |
79% |
False |
False |
196,228 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.7% |
36.75 |
1.2% |
80% |
False |
False |
171,609 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.7% |
33.75 |
1.1% |
80% |
False |
False |
128,775 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.5% |
32.75 |
1.1% |
84% |
False |
False |
103,028 |
| 120 |
3,148.00 |
2,724.00 |
424.00 |
13.8% |
30.00 |
1.0% |
84% |
False |
False |
85,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,239.50 |
|
2.618 |
3,184.75 |
|
1.618 |
3,151.25 |
|
1.000 |
3,130.50 |
|
0.618 |
3,117.75 |
|
HIGH |
3,097.00 |
|
0.618 |
3,084.25 |
|
0.500 |
3,080.25 |
|
0.382 |
3,076.25 |
|
LOW |
3,063.50 |
|
0.618 |
3,042.75 |
|
1.000 |
3,030.00 |
|
1.618 |
3,009.25 |
|
2.618 |
2,975.75 |
|
4.250 |
2,921.00 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,080.75 |
3,080.75 |
| PP |
3,080.50 |
3,080.50 |
| S1 |
3,080.25 |
3,080.50 |
|