| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,438.0 |
6,364.5 |
-73.5 |
-1.1% |
6,555.0 |
| High |
6,446.0 |
6,465.0 |
19.0 |
0.3% |
6,635.0 |
| Low |
6,364.5 |
6,346.5 |
-18.0 |
-0.3% |
6,437.5 |
| Close |
6,384.5 |
6,430.5 |
46.0 |
0.7% |
6,475.0 |
| Range |
81.5 |
118.5 |
37.0 |
45.4% |
197.5 |
| ATR |
85.2 |
87.6 |
2.4 |
2.8% |
0.0 |
| Volume |
71,957 |
79,418 |
7,461 |
10.4% |
416,089 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,769.5 |
6,718.5 |
6,495.5 |
|
| R3 |
6,651.0 |
6,600.0 |
6,463.0 |
|
| R2 |
6,532.5 |
6,532.5 |
6,452.0 |
|
| R1 |
6,481.5 |
6,481.5 |
6,441.5 |
6,507.0 |
| PP |
6,414.0 |
6,414.0 |
6,414.0 |
6,427.0 |
| S1 |
6,363.0 |
6,363.0 |
6,419.5 |
6,388.5 |
| S2 |
6,295.5 |
6,295.5 |
6,409.0 |
|
| S3 |
6,177.0 |
6,244.5 |
6,398.0 |
|
| S4 |
6,058.5 |
6,126.0 |
6,365.5 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,108.5 |
6,989.0 |
6,583.5 |
|
| R3 |
6,911.0 |
6,791.5 |
6,529.5 |
|
| R2 |
6,713.5 |
6,713.5 |
6,511.0 |
|
| R1 |
6,594.0 |
6,594.0 |
6,493.0 |
6,555.0 |
| PP |
6,516.0 |
6,516.0 |
6,516.0 |
6,496.0 |
| S1 |
6,396.5 |
6,396.5 |
6,457.0 |
6,357.5 |
| S2 |
6,318.5 |
6,318.5 |
6,439.0 |
|
| S3 |
6,121.0 |
6,199.0 |
6,420.5 |
|
| S4 |
5,923.5 |
6,001.5 |
6,366.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,500.0 |
6,346.5 |
153.5 |
2.4% |
81.0 |
1.3% |
55% |
False |
True |
72,604 |
| 10 |
6,635.0 |
6,346.5 |
288.5 |
4.5% |
83.5 |
1.3% |
29% |
False |
True |
77,562 |
| 20 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
86.0 |
1.3% |
26% |
False |
True |
81,058 |
| 40 |
6,669.5 |
6,130.0 |
539.5 |
8.4% |
85.5 |
1.3% |
56% |
False |
False |
84,854 |
| 60 |
6,669.5 |
5,955.5 |
714.0 |
11.1% |
92.0 |
1.4% |
67% |
False |
False |
84,943 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
83.0 |
1.3% |
55% |
False |
False |
63,829 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
73.5 |
1.1% |
55% |
False |
False |
51,084 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
63.5 |
1.0% |
55% |
False |
False |
42,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,968.5 |
|
2.618 |
6,775.0 |
|
1.618 |
6,656.5 |
|
1.000 |
6,583.5 |
|
0.618 |
6,538.0 |
|
HIGH |
6,465.0 |
|
0.618 |
6,419.5 |
|
0.500 |
6,406.0 |
|
0.382 |
6,392.0 |
|
LOW |
6,346.5 |
|
0.618 |
6,273.5 |
|
1.000 |
6,228.0 |
|
1.618 |
6,155.0 |
|
2.618 |
6,036.5 |
|
4.250 |
5,843.0 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,422.0 |
6,422.0 |
| PP |
6,414.0 |
6,414.0 |
| S1 |
6,406.0 |
6,406.0 |
|