| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,778.0 |
2,823.0 |
45.0 |
1.6% |
2,753.0 |
| High |
2,827.0 |
2,823.0 |
-4.0 |
-0.1% |
2,827.0 |
| Low |
2,774.0 |
2,796.0 |
22.0 |
0.8% |
2,736.0 |
| Close |
2,803.0 |
2,811.0 |
8.0 |
0.3% |
2,811.0 |
| Range |
53.0 |
27.0 |
-26.0 |
-49.1% |
91.0 |
| ATR |
42.0 |
41.0 |
-1.1 |
-2.6% |
0.0 |
| Volume |
641,633 |
428,955 |
-212,678 |
-33.1% |
3,434,914 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.0 |
2,878.0 |
2,825.9 |
|
| R3 |
2,864.0 |
2,851.0 |
2,818.4 |
|
| R2 |
2,837.0 |
2,837.0 |
2,816.0 |
|
| R1 |
2,824.0 |
2,824.0 |
2,813.5 |
2,817.0 |
| PP |
2,810.0 |
2,810.0 |
2,810.0 |
2,806.5 |
| S1 |
2,797.0 |
2,797.0 |
2,808.5 |
2,790.0 |
| S2 |
2,783.0 |
2,783.0 |
2,806.1 |
|
| S3 |
2,756.0 |
2,770.0 |
2,803.6 |
|
| S4 |
2,729.0 |
2,743.0 |
2,796.2 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.3 |
3,028.7 |
2,861.1 |
|
| R3 |
2,973.3 |
2,937.7 |
2,836.0 |
|
| R2 |
2,882.3 |
2,882.3 |
2,827.7 |
|
| R1 |
2,846.7 |
2,846.7 |
2,819.3 |
2,864.5 |
| PP |
2,791.3 |
2,791.3 |
2,791.3 |
2,800.3 |
| S1 |
2,755.7 |
2,755.7 |
2,802.7 |
2,773.5 |
| S2 |
2,700.3 |
2,700.3 |
2,794.3 |
|
| S3 |
2,609.3 |
2,664.7 |
2,786.0 |
|
| S4 |
2,518.3 |
2,573.7 |
2,761.0 |
|
|
| 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 |
2,736.0 |
91.0 |
3.2% |
31.6 |
1.1% |
82% |
False |
False |
686,982 |
| 10 |
2,827.0 |
2,712.0 |
115.0 |
4.1% |
31.7 |
1.1% |
86% |
False |
False |
707,532 |
| 20 |
2,827.0 |
2,609.0 |
218.0 |
7.8% |
33.6 |
1.2% |
93% |
False |
False |
719,531 |
| 40 |
2,827.0 |
2,488.0 |
339.0 |
12.1% |
44.0 |
1.6% |
95% |
False |
False |
794,839 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.6% |
42.8 |
1.5% |
91% |
False |
False |
535,037 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
42.1 |
1.5% |
92% |
False |
False |
401,982 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
41.9 |
1.5% |
92% |
False |
False |
321,920 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
40.2 |
1.4% |
92% |
False |
False |
268,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.8 |
|
2.618 |
2,893.7 |
|
1.618 |
2,866.7 |
|
1.000 |
2,850.0 |
|
0.618 |
2,839.7 |
|
HIGH |
2,823.0 |
|
0.618 |
2,812.7 |
|
0.500 |
2,809.5 |
|
0.382 |
2,806.3 |
|
LOW |
2,796.0 |
|
0.618 |
2,779.3 |
|
1.000 |
2,769.0 |
|
1.618 |
2,752.3 |
|
2.618 |
2,725.3 |
|
4.250 |
2,681.3 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,810.5 |
2,803.3 |
| PP |
2,810.0 |
2,795.7 |
| S1 |
2,809.5 |
2,788.0 |
|