| 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 |
3,068.25 |
3,093.50 |
25.25 |
0.8% |
3,120.25 |
| High |
3,109.00 |
3,103.50 |
-5.50 |
-0.2% |
3,147.25 |
| Low |
3,064.00 |
3,062.00 |
-2.00 |
-0.1% |
3,052.50 |
| Close |
3,089.50 |
3,073.50 |
-16.00 |
-0.5% |
3,073.50 |
| Range |
45.00 |
41.50 |
-3.50 |
-7.8% |
94.75 |
| ATR |
37.01 |
37.33 |
0.32 |
0.9% |
0.00 |
| Volume |
246,337 |
253,781 |
7,444 |
3.0% |
1,238,015 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,204.25 |
3,180.25 |
3,096.25 |
|
| R3 |
3,162.75 |
3,138.75 |
3,085.00 |
|
| R2 |
3,121.25 |
3,121.25 |
3,081.00 |
|
| R1 |
3,097.25 |
3,097.25 |
3,077.25 |
3,088.50 |
| PP |
3,079.75 |
3,079.75 |
3,079.75 |
3,075.25 |
| S1 |
3,055.75 |
3,055.75 |
3,069.75 |
3,047.00 |
| S2 |
3,038.25 |
3,038.25 |
3,066.00 |
|
| S3 |
2,996.75 |
3,014.25 |
3,062.00 |
|
| S4 |
2,955.25 |
2,972.75 |
3,050.75 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,375.25 |
3,319.25 |
3,125.50 |
|
| R3 |
3,280.50 |
3,224.50 |
3,099.50 |
|
| R2 |
3,185.75 |
3,185.75 |
3,090.75 |
|
| R1 |
3,129.75 |
3,129.75 |
3,082.25 |
3,110.50 |
| PP |
3,091.00 |
3,091.00 |
3,091.00 |
3,081.50 |
| S1 |
3,035.00 |
3,035.00 |
3,064.75 |
3,015.50 |
| S2 |
2,996.25 |
2,996.25 |
3,056.25 |
|
| S3 |
2,901.50 |
2,940.25 |
3,047.50 |
|
| S4 |
2,806.75 |
2,845.50 |
3,021.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,147.25 |
3,052.50 |
94.75 |
3.1% |
43.50 |
1.4% |
22% |
False |
False |
247,603 |
| 10 |
3,147.25 |
3,052.50 |
94.75 |
3.1% |
41.25 |
1.3% |
22% |
False |
False |
229,338 |
| 20 |
3,148.00 |
3,052.50 |
95.50 |
3.1% |
36.00 |
1.2% |
22% |
False |
False |
218,148 |
| 40 |
3,148.00 |
2,948.75 |
199.25 |
6.5% |
32.25 |
1.0% |
63% |
False |
False |
202,909 |
| 60 |
3,148.00 |
2,817.75 |
330.25 |
10.7% |
36.75 |
1.2% |
77% |
False |
False |
203,354 |
| 80 |
3,148.00 |
2,817.75 |
330.25 |
10.7% |
35.75 |
1.2% |
77% |
False |
False |
152,743 |
| 100 |
3,148.00 |
2,733.00 |
415.00 |
13.5% |
34.25 |
1.1% |
82% |
False |
False |
122,213 |
| 120 |
3,148.00 |
2,733.00 |
415.00 |
13.5% |
32.25 |
1.0% |
82% |
False |
False |
101,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,280.00 |
|
2.618 |
3,212.25 |
|
1.618 |
3,170.75 |
|
1.000 |
3,145.00 |
|
0.618 |
3,129.25 |
|
HIGH |
3,103.50 |
|
0.618 |
3,087.75 |
|
0.500 |
3,082.75 |
|
0.382 |
3,077.75 |
|
LOW |
3,062.00 |
|
0.618 |
3,036.25 |
|
1.000 |
3,020.50 |
|
1.618 |
2,994.75 |
|
2.618 |
2,953.25 |
|
4.250 |
2,885.50 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,082.75 |
3,082.50 |
| PP |
3,079.75 |
3,079.50 |
| S1 |
3,076.50 |
3,076.50 |
|