| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,760.0 |
2,778.0 |
18.0 |
0.7% |
2,724.0 |
| High |
2,776.0 |
2,827.0 |
51.0 |
1.8% |
2,769.0 |
| Low |
2,749.0 |
2,774.0 |
25.0 |
0.9% |
2,712.0 |
| Close |
2,756.0 |
2,803.0 |
47.0 |
1.7% |
2,744.0 |
| Range |
27.0 |
53.0 |
26.0 |
96.3% |
57.0 |
| ATR |
39.8 |
42.0 |
2.2 |
5.6% |
0.0 |
| Volume |
847,263 |
641,633 |
-205,630 |
-24.3% |
3,640,413 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.3 |
2,934.7 |
2,832.2 |
|
| R3 |
2,907.3 |
2,881.7 |
2,817.6 |
|
| R2 |
2,854.3 |
2,854.3 |
2,812.7 |
|
| R1 |
2,828.7 |
2,828.7 |
2,807.9 |
2,841.5 |
| PP |
2,801.3 |
2,801.3 |
2,801.3 |
2,807.8 |
| S1 |
2,775.7 |
2,775.7 |
2,798.1 |
2,788.5 |
| S2 |
2,748.3 |
2,748.3 |
2,793.3 |
|
| S3 |
2,695.3 |
2,722.7 |
2,788.4 |
|
| S4 |
2,642.3 |
2,669.7 |
2,773.9 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.7 |
2,885.3 |
2,775.4 |
|
| R3 |
2,855.7 |
2,828.3 |
2,759.7 |
|
| R2 |
2,798.7 |
2,798.7 |
2,754.5 |
|
| R1 |
2,771.3 |
2,771.3 |
2,749.2 |
2,785.0 |
| PP |
2,741.7 |
2,741.7 |
2,741.7 |
2,748.5 |
| S1 |
2,714.3 |
2,714.3 |
2,738.8 |
2,728.0 |
| S2 |
2,684.7 |
2,684.7 |
2,733.6 |
|
| S3 |
2,627.7 |
2,657.3 |
2,728.3 |
|
| S4 |
2,570.7 |
2,600.3 |
2,712.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,827.0 |
2,733.0 |
94.0 |
3.4% |
33.4 |
1.2% |
74% |
True |
False |
703,558 |
| 10 |
2,827.0 |
2,698.0 |
129.0 |
4.6% |
31.1 |
1.1% |
81% |
True |
False |
722,925 |
| 20 |
2,827.0 |
2,591.0 |
236.0 |
8.4% |
35.6 |
1.3% |
90% |
True |
False |
740,296 |
| 40 |
2,827.0 |
2,488.0 |
339.0 |
12.1% |
45.3 |
1.6% |
93% |
True |
False |
784,660 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.6% |
42.8 |
1.5% |
89% |
False |
False |
527,893 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
42.1 |
1.5% |
89% |
False |
False |
396,620 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
42.0 |
1.5% |
89% |
False |
False |
317,685 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
40.0 |
1.4% |
89% |
False |
False |
264,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.3 |
|
2.618 |
2,965.8 |
|
1.618 |
2,912.8 |
|
1.000 |
2,880.0 |
|
0.618 |
2,859.8 |
|
HIGH |
2,827.0 |
|
0.618 |
2,806.8 |
|
0.500 |
2,800.5 |
|
0.382 |
2,794.2 |
|
LOW |
2,774.0 |
|
0.618 |
2,741.2 |
|
1.000 |
2,721.0 |
|
1.618 |
2,688.2 |
|
2.618 |
2,635.2 |
|
4.250 |
2,548.8 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.2 |
2,797.2 |
| PP |
2,801.3 |
2,791.3 |
| S1 |
2,800.5 |
2,785.5 |
|