| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,725.0 |
2,728.0 |
3.0 |
0.1% |
2,835.0 |
| High |
2,740.0 |
2,746.0 |
6.0 |
0.2% |
2,835.0 |
| Low |
2,708.0 |
2,720.0 |
12.0 |
0.4% |
2,754.0 |
| Close |
2,728.0 |
2,744.0 |
16.0 |
0.6% |
2,812.0 |
| Range |
32.0 |
26.0 |
-6.0 |
-18.8% |
81.0 |
| ATR |
38.3 |
37.4 |
-0.9 |
-2.3% |
0.0 |
| Volume |
2,015 |
1,721 |
-294 |
-14.6% |
3,526 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.7 |
2,805.3 |
2,758.3 |
|
| R3 |
2,788.7 |
2,779.3 |
2,751.2 |
|
| R2 |
2,762.7 |
2,762.7 |
2,748.8 |
|
| R1 |
2,753.3 |
2,753.3 |
2,746.4 |
2,758.0 |
| PP |
2,736.7 |
2,736.7 |
2,736.7 |
2,739.0 |
| S1 |
2,727.3 |
2,727.3 |
2,741.6 |
2,732.0 |
| S2 |
2,710.7 |
2,710.7 |
2,739.2 |
|
| S3 |
2,684.7 |
2,701.3 |
2,736.9 |
|
| S4 |
2,658.7 |
2,675.3 |
2,729.7 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.3 |
3,008.7 |
2,856.6 |
|
| R3 |
2,962.3 |
2,927.7 |
2,834.3 |
|
| R2 |
2,881.3 |
2,881.3 |
2,826.9 |
|
| R1 |
2,846.7 |
2,846.7 |
2,819.4 |
2,823.5 |
| PP |
2,800.3 |
2,800.3 |
2,800.3 |
2,788.8 |
| S1 |
2,765.7 |
2,765.7 |
2,804.6 |
2,742.5 |
| S2 |
2,719.3 |
2,719.3 |
2,797.2 |
|
| S3 |
2,638.3 |
2,684.7 |
2,789.7 |
|
| S4 |
2,557.3 |
2,603.7 |
2,767.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,820.0 |
2,708.0 |
112.0 |
4.1% |
41.6 |
1.5% |
32% |
False |
False |
1,569 |
| 10 |
2,843.0 |
2,708.0 |
135.0 |
4.9% |
38.9 |
1.4% |
27% |
False |
False |
1,174 |
| 20 |
2,843.0 |
2,708.0 |
135.0 |
4.9% |
33.1 |
1.2% |
27% |
False |
False |
835 |
| 40 |
2,843.0 |
2,580.0 |
263.0 |
9.6% |
31.4 |
1.1% |
62% |
False |
False |
650 |
| 60 |
2,843.0 |
2,481.0 |
362.0 |
13.2% |
35.5 |
1.3% |
73% |
False |
False |
533 |
| 80 |
2,843.0 |
2,481.0 |
362.0 |
13.2% |
34.3 |
1.3% |
73% |
False |
False |
431 |
| 100 |
2,843.0 |
2,477.0 |
366.0 |
13.3% |
33.2 |
1.2% |
73% |
False |
False |
359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.5 |
|
2.618 |
2,814.1 |
|
1.618 |
2,788.1 |
|
1.000 |
2,772.0 |
|
0.618 |
2,762.1 |
|
HIGH |
2,746.0 |
|
0.618 |
2,736.1 |
|
0.500 |
2,733.0 |
|
0.382 |
2,729.9 |
|
LOW |
2,720.0 |
|
0.618 |
2,703.9 |
|
1.000 |
2,694.0 |
|
1.618 |
2,677.9 |
|
2.618 |
2,651.9 |
|
4.250 |
2,609.5 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,740.3 |
2,755.5 |
| PP |
2,736.7 |
2,751.7 |
| S1 |
2,733.0 |
2,747.8 |
|